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feature: rng primitive refactoring #2968

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Description

Add a comprehensive description of proposed changes

List associated issue number(s) if exist(s): #6 (for example)

Documentation PR (if needed): #1340 (for example)

Benchmarks PR (if needed): IntelPython/scikit-learn_bench#155 (for example)


PR should start as a draft, then move to ready for review state after CI is passed and all applicable checkboxes are closed.
This approach ensures that reviewers don't spend extra time asking for regular requirements.

You can remove a checkbox as not applicable only if it doesn't relate to this PR in any way.
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Checklist to comply with before moving PR from draft:

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  • I have reviewed my changes thoroughly before submitting this pull request.
  • I have commented my code, particularly in hard-to-understand areas.
  • I have updated the documentation to reflect the changes or created a separate PR with update and provided its number in the description, if necessary.
  • Git commit message contains an appropriate signed-off-by string (see CONTRIBUTING.md for details).
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  • I have extended benchmarking suite and provided corresponding scikit-learn_bench PR if new measurable functionality was introduced in this PR.

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/intelci: run

@Alexandr-Solovev Alexandr-Solovev added the dpc++ Issue/PR related to DPC++ functionality label Nov 19, 2024
@@ -0,0 +1,184 @@
/* file: mrg32k3a.h */
/*******************************************************************************
* Copyright 2024 Intel Corporation
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This line is not needed in new files.

Suggested change
* Copyright 2024 Intel Corporation

#include "src/externals/service_rng.h"
#include "src/data_management/service_numeric_table.h"

static const int leapfrogMethodErrcode = -1002;
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Please use VSL_RNG_ERROR_LEAPFROG_UNSUPPORTED and VSL_RNG_ERROR_SKIPAHEAD_UNSUPPORTED instead of magic constants.

Also, please move those duplicating definitions to "src/algorithms/engines/engine_batch_impl.h'.

//--
*/

#ifndef __mrg32k3a_IMPL_I__
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Suggested change
#ifndef __mrg32k3a_IMPL_I__
#ifndef __MRG32K3A_IMPL_I__

//--
*/

#ifndef __philox4x32x10_BATCH_CONTAINER_H__
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Suggested change
#ifndef __philox4x32x10_BATCH_CONTAINER_H__
#ifndef __PHILOX4X32X10_BATCH_CONTAINER_H__

//--
*/

#ifndef __philox4x32x10_IMPL_I__
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Please use capitals in all include guards.

};

template <engine_list EngineType = engine_list::mt2203>
class onedal_engine {
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Please rename to dpc_engine and add the description that this RNG engine can generate data on both host and device keeping the random sequences on host and device synchronized.

Comment on lines +28 to +29
template <typename Type, typename Size = std::int64_t>
class rng {
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What is the purpose of this class? Why all the public methods cannot be just free non-member functions?
Previously it was holding daal engine as a state, but now there is no state and no purpose in grouping the methods together.


namespace oneapi::dal::backend::primitives {

enum class engine_list { mt2203, mcg59, mt19937, mrg32k3a, philox4x32x10 };
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_list here reminds of the linked list data type. Maybe rename to engine_method or simply method?

@@ -0,0 +1,63 @@
.. ******************************************************************************
.. * Copyright 2020 Intel Corporation
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Need to fix comments in many places.

mrg32k3a
========

The engine is based on the 59-bit multiplicative congruential generator.
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Suggested change
The engine is based on the 59-bit multiplicative congruential generator.
The engine based on a 32-bit combined multiple recursive generator
with two components of order 3, optimized for batch processing.

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