ScalerByLeo/Scaler.cl

#pragma OPENCL EXTENSION cl_khr_fp64 : enable //Tiene que soportar double


#ifdef cl_khr_int64
#define entero_signed long 
#define entero_unsigned ulong
#pragma OPENCL EXTENSION cl_khr_int64 : enable  
#else
#define entero_signed int
#define entero_unsigned uint
#endif

#define min_value 1e-9

//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
__kernel void fit_standard_scaler_init(
  __global double* mean,      // Output: [cols]
  __global double* std,       // Output: [cols]
  __global const double* matrix,    // Input: [rows * cols]
  const entero_unsigned cols,
  const entero_unsigned rows
)
 {
  uint col = get_global_id(0);  // Solo una dimensión

  if(col >= cols)
    return;

//--- media
  double total_sum = 0.0;
  for(entero_unsigned row = 0; row < rows; row++)
   {
    entero_unsigned idx = row * cols + col;
    total_sum += matrix[idx];
   }

  double mean_col = total_sum / rows; //media
  mean[col] = mean_col;

  double variance_sum = 0.0; //valor inicial

  for(entero_unsigned row = 0; row < rows; row++)
   {
    entero_unsigned idx = row * cols + col;
    double diff = matrix[idx] - mean_col;
    variance_sum += diff * diff;    //obtenemos la variacion Suma
   }

  double variance = variance_sum / (rows);  // ddof=0
  double std_val = sqrt(variance); //valor del std
  
// Evitar división por cero
  std[col] = (std_val < min_value) ? 1.0 : std_val;
 }
 
//+------------------------------------------------------------------+
__kernel void standar_scaler_fit_transform_vector(
  const double mean,
  const double std,
  __global double* X_to_scale
)
 {
  uint idx = get_global_id(0);
  X_to_scale[idx] = (X_to_scale[idx] - mean) / std;
 }

//+------------------------------------------------------------------+
__kernel void standard_scaler_tranform_matrix(
  __global const double* mean,
  __global const double* std,
  __global double* matrix,
  const entero_unsigned cols
)
 {
//2 dimensiones
  const uint row = get_global_id(0);
  const uint col = get_global_id(1);

  entero_unsigned idx = row * cols + col;

  // La compprobacion ya se hace en init
  matrix[idx] = (matrix[idx] - mean[col]) / std[col];
 }
//+------------------------------------------------------------------+
__kernel void standard_scaler_tranform_vector(
  __global const double* mean,
  __global const double* std,
  __global double* vector
)
 {
  const uint idx = get_global_id(0);
  // esta funcion ya esta cargada por lo que std ya esta corregido (si es que era muy pequeño)
  vector[idx] = (vector[idx] - mean[idx]) / std[idx];
 }




//+------------------------------------------------------------------+
__kernel void standard_scaler_inverse_tranform_matrix(
  __global const double* mean,
  __global const double* std,
  __global double* matrix,
  const entero_unsigned cols
)
 {
//2 dimensiones
  uint row = get_global_id(0);
  uint col = get_global_id(1);

  entero_unsigned idx = row * cols + col;
  matrix[idx] = matrix[idx] * std[col] + mean[col];
 } //X_unscaled[row][col] = X_to_unscale[row][col] * this.std[col] + this.mean[col];

//+------------------------------------------------------------------+
__kernel void standard_scaler_inverse_tranform_vector(
  __global const double* mean,
  __global const double* std,
  __global double* vector
)
 {
  uint idx = get_global_id(0);
  vector[idx] = vector[idx] * std[idx] + mean[idx] ;
 } //X_unscaled[i] = X_to_unscale[i] * this.std[i] + this.mean[i];


//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
__kernel void fit_scaler_max_min_init(
  __global double* min_values,       // Output: [cols]
  __global double* max_values,       // Output: [cols]
  __global const double* matrix,    // Input: [rows * cols]
  const entero_unsigned cols,
  const entero_unsigned rows
)
 {
  const uint col = get_global_id(0);  // Solo una dimensión
 
// variables inicales
  double max_col = DBL_MIN;
  double min_col = DBL_MAX;

// Macro incial 
  #define value(prow , pcol) matrix[prow * cols + pcol]

 
// Encontramos el miaxmo y minimo
  for(int i = 0; i < rows; i++)
  {
  const double val = value(i, col);
    if(val > max_col)
       max_col = val; 

    if(val < min_col)
       min_col = val;   
  }
 
// Correcion de valores pequeños
  if(max_col - min_col < min_value)
     max_col = min_col + 1.0;

//  Escritura
  max_values[col] = max_col;
  min_values[col] = min_col;
  #undef value 
 }
 
//+------------------------------------------------------------------+ 
__kernel void max_min_scaler_fit_transform_vector(
 const double min_data,
 const double max_data, 
__global double* vector 
)
{
 const uint idx = get_global_id(0); // Indice en la primera dimension
 vector[idx] = (vector[idx] - min_data) / (max_data - min_data); // la comprobacion de division se hace en mql
}


//+------------------------------------------------------------------+
__kernel void max_min_scaler_tranform_matrix(
  __global const double* min_values, //vector
  __global const double* max_values, // vector
  __global double* matrix, // matriz
  const entero_unsigned cols
)
 {
//2 dimensiones
  const uint row = get_global_id(0);
  const uint col = get_global_id(1);

  entero_unsigned idx = row * cols + col;
  // la comprobacion de rango se ha hecho en init (los valores ya estan corregidos)
  matrix[idx] = (matrix[idx] - min_values[col]) / (max_values[col] - min_values[col]);
 }

//+------------------------------------------------------------------+
__kernel void max_min_scaler_tranform_vector(
  __global const double* min_values,
  __global const double* max_values,
  __global double* vector
)
 {
  const uint idx = get_global_id(0);
  // esta funcion ya esta cargada por lo que range ya esta corregido (si es que era muy pequeño)
  vector[idx] = (vector[idx] - min_values[idx]) / (max_values[idx] - min_values[idx]);
 }



//+------------------------------------------------------------------+
__kernel void min_max_inverse_tranform_matrix(
  __global const double* min_values,
  __global const double* max_values,
  __global double* matrix,
  const entero_unsigned cols
)
 {
//2 dimensiones
  const uint row = get_global_id(0);
  const uint col = get_global_id(1);

  entero_unsigned idx = row * cols + col;
  matrix[idx] = matrix[idx] * (max_values[col] - min_values[col]) + min_values[col];
 }  
//  X_unscaled[row][col] = X_to_unscale[row][col] * (this.max_vals[col] - this.min_vals[col]) + this.min_vals[col];


//+------------------------------------------------------------------+
__kernel void max_min_scaler_inverse_tranform_vector(
  __global const double* min_values,
  __global const double* max_values,
  __global double* vector
)
 {
  const uint idx = get_global_id(0);
  vector[idx] = vector[idx] * (max_values[idx] - min_values[idx]) + min_values[idx];
 } // X_unscaled[i] = X_to_unscale[i] * (this.max_vals[i] - this.min_vals[i]) + this.min_vals[i];





//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
__kernel void ExtractMatrixToScaler(
  __global const double* data, //solo lectura
  __global double* result, //Escritura y lectura
  const entero_unsigned rows_data,
  const entero_unsigned cols_data,
  const entero_unsigned rows_res,
  const entero_unsigned cols_res,
  const entero_unsigned cols_to_escale, //numero de columnas a extraer desde el inicio
  const entero_unsigned start_col
)
 {
  uint row = get_global_id(0);
  uint col = get_global_id(1);

  entero_unsigned idx_data = row * cols_data + (col + start_col);
  entero_unsigned idx_res = row * cols_res + col;  // Asumiendo mismas dimensiones
  result[idx_res] = data[idx_data];
 }

/*
//+------------------------------------------------------------------+
matrix ScalerBase::ExtractMatrixToScale(const matrix &X) const
 {
  matrix result;

  if(use_custom)
   {
    result.Init(X.Rows(), count_cols);

    for(entero_unsigned row = 0; row < X.Rows(); row++)
      for(entero_unsigned col = 0; col < count_cols; col++)
        result[row][col] = X[row][start_col + col];
   }
  else
   {
    entero_unsigned cols_to_scale = X.Cols() - excluyed_cols;
    result.Init(X.Rows(), cols_to_scale);

    for(entero_unsigned row = 0; row < X.Rows(); row++)
      for(entero_unsigned col = 0; col < cols_to_scale; col++)
        result[row][col] = X[row][col];
   }

  return result;
 }
*/

 


//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
__kernel void ExtractVectorToScale(
  __global const double* data,
  __global double* result,
  const entero_unsigned start_col,
  const entero_unsigned count_cols
)
 {
  uint idx = get_global_id(0);
  result[idx] = data[start_col + idx];
 }
/*
//+------------------------------------------------------------------+
vector ScalerBaseCL::ExtractVectorToScale(const vector &X) const
 {
  vector result;

  if(use_custom)
   {
    // Extraer rango específico
    result.Resize(count_cols);
    for(entero_unsigned i = 0; i < count_cols; i++)
      result[i] = X[start_col + i];
   }
  else
   {
    // Extraer todas excepto las últimas N
    entero_unsigned size_to_scale = X.Size() - excluyed_cols;
    result.Resize(size_to_scale);
    for(entero_unsigned i = 0; i < size_to_scale; i++)
      result[i] = X[i];
   }

  return result;
 }
*/
//+------------------------------------------------------------------+


//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
__kernel void ReconstructVector(
  __global const double* data, //data
  __global double* result, //resultado
  const entero_unsigned start_col,
  const entero_unsigned count_cols
)
 {
  uint idx = get_global_id(0);
  result[idx + start_col] = data[idx]; //No es necesario comprobar ya se da eltamaño
 }
/*
//+------------------------------------------------------------------+
vector ScalerBaseCL::ReconstructVector(const vector &X_original, const vector &X_scaled) const
 {
  vector result = X_original;

  if(use_custom)
   {
    // Reemplazar rango específico
    for(entero_unsigned i = 0; i < count_cols; i++)
      result[start_col + i] = X_scaled[i];
   }
  else
   {
    // Reemplazar todas excepto las últimas N
    for(entero_unsigned i = 0; i < X_scaled.Size(); i++)
      result[i] = X_scaled[i];
   }

  return result;
 }
*/


//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
__kernel void ReconstructMatrix(
  __global const double* scaled_data,    // X_scaled
  __global double* original_result, // X_original
  const entero_unsigned rows_data,
  const entero_unsigned cols_data,
  const entero_unsigned rows_res,
  const entero_unsigned cols_res,
  const entero_unsigned cols_to_insert,       // Columnas a insertar
  const entero_unsigned start_col             // Posición donde insertar
)
 {
  uint row = get_global_id(0);
  uint col = get_global_id(1);

// Leer desde X_scaled  
  entero_unsigned idx_scaled = row * cols_to_insert + col;

// Escribir en X_original en posición específica
  entero_unsigned target_col = start_col + col;


  entero_unsigned idx_result = row * cols_res + target_col;

  original_result[idx_result] = scaled_data[idx_scaled];
 }
/*
//+------------------------------------------------------------------+
matrix ScalerBaseCL::ReconstructMatrix(const matrix &X_original, const matrix &X_scaled) const
 {
  matrix result = X_original; // Copia completa

  if(use_custom)
   {
    for(entero_unsigned row = 0; row < X_original.Rows(); row++)
      for(entero_unsigned col = 0; col < count_cols; col++)
        result[row][start_col + col] = X_scaled[row][col];
   }
  else
   {
    for(entero_unsigned row = 0; row < X_original.Rows(); row++)
      for(entero_unsigned col = 0; col < X_scaled.Cols(); col++)
        result[row][col] = X_scaled[row][col];
   }

  return result;
 }
*/
//+------------------------------------------------------------------+