Skip to content

Commit

Permalink
Floating Point Error Estimation Doc ("who is this for" removed)
Browse files Browse the repository at this point in the history
- Floating Point Error Estimation Info and links consolidated in this article

- Added to Side Navigation (shortened to "FP" due to limited space in side menu

- Removed "Who is this article for"
  • Loading branch information
QuillPusher committed Oct 26, 2023
1 parent 1ae1f75 commit a50af2d
Show file tree
Hide file tree
Showing 2 changed files with 192 additions and 0 deletions.
1 change: 1 addition & 0 deletions docs/userDocs/source/index.rst
Original file line number Diff line number Diff line change
Expand Up @@ -90,6 +90,7 @@ The User Guide
user/UsingEnzymeWithinClad
user/FAQ
user/DevelopersDocumentation
user/FloatingPointErrorEstimation

Citing Clad
-------------
Expand Down
191 changes: 191 additions & 0 deletions docs/userDocs/source/user/FloatingPointErrorEstimation.rst
Original file line number Diff line number Diff line change
@@ -0,0 +1,191 @@
FP Error Estimation
*******************

============
Introduction
============

Data-intensive sciences that work with increasing data volumes and often in
heterogeneous computing environments require floating point stability. Robust
floating-point error detection can help reduce data reprocessing costs and help
develop important new lossy compression algorithms.

How does Automatic Differentiation (AD) fit into this?
======================================================

AD helps evaluate the exact derivative of a function. AD applies the chain rule
of differential calculus throughout the semantics of the original program. In
the context of FP error estimation, this research uses:

- **Reverse-Mode AD** (as opposed to Forward-Mode AD), since it provides the
derivative of the function with respect to all intermediate and input
variables, and

- **Source Transformation** (as opposed to Operator Overloading), since it does
most of the work at compile time. The Clad Framework that is used in this
research also uses source transformation.

**Clad** is implemented as a plugin for the Clang compiler. It inspects the
internal compiler representation of the target function to generate its
derivative. Clad requires little or no code modification, supports a growing
subset of C++ constructs, statements and data types, it enables efficient
gradient computation for large and complex codebases, and is deeply
integrated with the compiler, allowing automatic generation of error
estimation code.

Where does the FPEE logic reside?
=================================

The main logic for Floating Point Error Estimation resides in the following
files:

- `include/clad/Differentiator/ErrorEstimator.h`_

- uses ``ErrorEstimationHandler`` class to estimate errors in a target
function. It keeps track of error expressions, emits error statements, and
replaces parameter values.

- `include/clad/Differentiator/EstimationModel.h`_

- contains the information needed to calculate the estimate value of the
error.


Above files include a lot of useful documentation in the form of code
comments.

How does the FPEE Logic work?
=============================

While parsing the code using Clad, if it encounters a floating point
variable,it needs to be registered into the system (to accumulate relevant
errors against that variable). Next, the Error Estimation Calcualtion Formula
(Error Model) needs to be built (using ``EstimationModel.h``).

``EstimationModel.h`` contains the information needed to calculate the estimate
value of the error. It is highly customizable (e.g., you can plug in your
own custom formula as well). The default formula multiplies the derivative
(dfdx) with the value of the variable (delta_x), for which the error estimate
is required, and the machine epsilon (Em).

``std::abs(dfdx * delta_x * Em)``

For this formula to work, the value of the variable (delta_x) should be saved
at the relevant time.

This model will return a formula that is represented using a Clang
expression.This Clang expression can, in turn, be written into the derivative
code that is generated using Clad.

What else is FPEE framework capable of?
=======================================

Sensitivity Analysis
--------------------

A lot of information can be extracted from the intermediate floating point
errors. This includes sensitivity, that is, how sensitive a particular variable
is to floating point errors. The lower the sensitivity, the smaller the
likelihood that the variable will have a large impact on the total floating
point error of the function.

Note: a more complex model may or may not have a direct relationship with
sensitivity.

This has important implications on the numerical stability of the algorithms.
It also builds the foundation for the set of type-optimization techniques
called Mixed Precision Tuning.

**Mixed Precision Tuning** involves demoting certain types to lower
sensitivity, and subsequently, a lower contribution to the function's final
error.

How do I create my own Custom model?
====================================

Custom Models may be one of the main reasons that new users may be interested
in adapting the FPEE code to their specific use cases.

Top define a custom model using Clad:

1. Implement the ``clad::FPErrorEstimationModel`` class, a generic interface
that provides the error expressions for clad to generate.

2. Override the ``AssignError()`` function. This function is called for all LHS
of every assignment expression in the target function.

The function ``AssignError()`` represents the mathematical formula of an
error model in a form that Clang can understand and convert to code. It
provides users with a reference to the variable of interest and its
derivative. The user, in turn, must return an expression that will be used to
accumulate the error.

Note: Creating these functions requires knowledge of the Clang APIs.

Demo customization examples can be found here:

- `demos/ErrorEstimation`_

The `CustomModel`_ and `PrintModel`_ demos are useful for users who would like
to write their own models.

Further Reading
===============

For more technical details, please view:

- `Fast and Automatic Floating Point Error Analysis`_ - (published paper)

- `How to Estimate Floating Point Errors Using AD`_ - (tutorial)

- `CHEF-FP Examples Repo`_ - (includes benchmarks)

- `Estimating Floating-Point Errors Using Automatic Differentiation`_ - (presentation, slides and video)

- `FP-EE Proposal`_ - (PDF, slightly outdated, useful for background information)


Appendix - Notable Classes
==========================

clad::ErrorEstimator::ErrorEstimationHandler
--------------------------------------------

The ``ErrorEstimationHandler`` class is used to estimate errors in a target
function. When you use Clad in Error Estimation mode, the
``ErrorEstimationHandler`` class is responsible for handling the derivative and
error information exchange between Clad and the Error Estimation module
(CHEF-FP). This class is responsible for a lot of the housekeeping tasks as
well.

**CHEF-FP** is a flexible, scalable, and easy-to-use source-code
transformation tool based on Automatic Differentiation (AD) for analyzing
approximation errors in HPC applications. For more details, please view `Fast
and Automatic Floating Point Error Analysis`_.

clad::ErrorEstimator::EmitFinalErrorStmts
-----------------------------------------

This function adds the final error and the other parameter errors to the
forward block.


.. _include/clad/Differentiator/ErrorEstimator.h: https://github.com/vgvassilev/clad/blob/master/include/clad/Differentiator/ErrorEstimator.h

.. _include/clad/Differentiator/EstimationModel.h: https://github.com/vgvassilev/clad/blob/master/include/clad/Differentiator/EstimationModel.h

.. _demos/ErrorEstimation: https://github.com/vgvassilev/clad/tree/master/demos/ErrorEstimation

.. _Fast and Automatic Floating Point Error Analysis: https://arxiv.org/pdf/2304.06441.pdf

.. _CustomModel: https://github.com/vgvassilev/clad/blob/master/demos/ErrorEstimation/CustomModel/README.md

.. _PrintModel: https://github.com/vgvassilev/clad/blob/master/demos/ErrorEstimation/PrintModel/README.md

.. _How to Estimate Floating Point Errors Using AD: https://compiler-research.org/tutorials/fp_error_estimation_clad_tutorial/

.. _Estimating Floating-Point Errors Using Automatic Differentiation: https://compiler-research.org/presentations/#FPErrorEstADSIAMUQ2022

.. _FP-EE Proposal: https://compiler-research.org/assets/docs/Garima_Singh_Proposal_2020.pdf

.. _CHEF-FP Examples Repo: https://github.com/grimmmyshini/chef-fp-examples

0 comments on commit a50af2d

Please sign in to comment.