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Merged
eloualiche merged 2 commits into from
Jan 27, 2026
Merged

Threaded bucketize_refs #73

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d798fa3
Threaded bucketize_refs
matthieugomez Jan 26, 2026
5dc30f7
Bump version from 2.5.1 to 2.5.2
matthieugomez Jan 26, 2026
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2 changes: 1 addition & 1 deletion Project.toml
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Original file line number Diff line number Diff line change
@@ -1,6 +1,6 @@
name = "FixedEffects"
uuid = "c8885935-8500-56a7-9867-7708b20db0eb"
version = "2.5.1"
version = "2.5.2"

[deps]
LinearAlgebra = "37e2e46d-f89d-539d-b4ee-838fcccc9c8e"
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69 changes: 37 additions & 32 deletions ext/MetalExt.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -38,44 +38,49 @@ mutable struct FixedEffectLinearMapMetal{T} <: AbstractFixedEffectLinearMap{T}
nthreads::Int
end

function bucketize_refs(refs::Vector, K::Int, T)
if K < 100_000 && (length(refs) ÷ K >= 16)
# count the number of obs per group
counts = zeros(UInt32, K)
@inbounds for r in refs
counts[r] += 0x00000001
end
# offsets is vcat(1, cumsum(counts))
offsets = Vector{UInt32}(undef, K+1)
offsets[1] = 0x00000001
@inbounds for k in 1:K
offsets[k+1] = offsets[k] + counts[k]
end
next = offsets[1:K]
perm = Vector{UInt32}(undef, length(refs))
@inbounds for i in eachindex(refs)
r = refs[i]
p = next[r]
perm[p] = UInt32(i)
next[r] = p + 0x00000001
end
return Metal.zeros(T, length(refs)), MtlArray(UInt32.(perm)), MtlArray(UInt32.(offsets))
else
return Metal.zeros(T, length(refs)), Metal.zeros(UInt32, 1), Metal.zeros(UInt32, 1)
end
function bucketize_refs(refs::Vector, n::Int)
# count the number of obs per group
counts = zeros(UInt32, n)
@inbounds for r in refs
counts[r] += 0x00000001
end
# offsets is vcat(1, cumsum(counts))
offsets = Vector{UInt32}(undef, n + 1)
offsets[1] = 0x00000001
@inbounds for k in 1:n
offsets[k+1] = offsets[k] + counts[k]
end
next = offsets[1:n]
perm = Vector{UInt32}(undef, length(refs))
@inbounds for i in eachindex(refs)
r = refs[i]
p = next[r]
perm[p] = UInt32(i)
next[r] = p + 0x00000001
end
return perm, offsets
end

function FixedEffectLinearMapMetal{T}(fes::Vector{<:FixedEffect}, nthreads) where {T}
fes2 = [_mtl(T, fe) for fe in fes]
scales = [Metal.zeros(T, fe.n) for fe in fes]
caches = [bucketize_refs(fe.refs, fe.n, T) for fe in fes]
caches = [[Metal.zeros(T, length(fe.refs)), Metal.zeros(UInt32, 1), Metal.zeros(UInt32, 1)] for fe in fes]
Threads.@threads for i in 1:length(fes)
refs = fes[i].refs
n = fes[i].n
if n < min(100_000, div(length(refs), 16))
out = bucketize_refs(refs, n)
caches[i][2] = MtlArray(out[1])
caches[i][3] = MtlArray(out[2])
end
end
return FixedEffectLinearMapMetal{T}(fes2, scales, caches, nthreads)
end

function FixedEffects.gather!(fecoef::MtlVector, refs::MtlVector, α::Number, y::MtlVector, cache, nthreads::Integer)
K = length(fecoef)
if K < 100_000 && (length(refs) ÷ K >= 16)
Metal.@sync @metal threads=nthreads groups=K gather_kernel_bin!(fecoef, refs, α, y, cache[1], cache[2], cache[3], Val(nthreads))
function FixedEffects.gather!(fecoef::MtlVector, refs::MtlVector, α::Number, y::MtlVector, cache::Vector, nthreads::Integer)
n = length(fecoef)
if n < min(100_000, div(length(refs), 16))
Metal.@sync @metal threads=nthreads groups=n gather_kernel_bin!(fecoef, refs, α, y, cache[1], cache[2], cache[3], Val(nthreads))
else
nblocks = cld(length(y), nthreads)
Metal.@sync @metal threads=nthreads groups=nblocks gather_kernel!(fecoef, refs, α, y, cache[1])
Expand Down Expand Up @@ -117,7 +122,7 @@ function gather_kernel_bin!(fecoef, refs, α, y, cache, perm, offsets, ::Val{NT}
offset ÷= 0x00000002
end

# one write per coefficient (no atomics needed if groups == K and 1 group per k)
# one write per coefficient (no atomics needed if groups == n and 1 group per k)
if tid == 0x00000001
@inbounds fecoef[k] += shared[1]
end
Expand All @@ -133,7 +138,7 @@ function gather_kernel!(fecoef, refs, α, y, cache)
return nothing
end

function FixedEffects.scatter!(y::MtlVector, α::Number, fecoef::MtlVector, refs::MtlVector, cache, nthreads::Integer)
function FixedEffects.scatter!(y::MtlVector, α::Number, fecoef::MtlVector, refs::MtlVector, cache::Vector, nthreads::Integer)
nblocks = cld(length(y), nthreads)
Metal.@sync @metal threads=nthreads groups=nblocks scatter_kernel!(y, α, fecoef, refs, cache[1])
end
Expand Down