hpc: randomized_signature_sweep — Cuchiero randomized-signature recurrence on F64x8 - #294
hpc: randomized_signature_sweep — Cuchiero randomized-signature recurrence on F64x8#294AdaWorldAPI wants to merge 2 commits into
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…rence on F64x8 Closes TD-NDARRAY-SIMD-RANDOMIZED-PROJECTION (W1.5 item #7 of .claude/knowledge/vertical-simd-consumer-contract.md). The consumer is lance-graph crates/sigker/src/randomized.rs, whose RandomizedSignatureBuilder::encode evolves a state z in R^k over a path's increments by z_{t+1} = z_t + sum_i tanh(A_i . z_t + b_i) * dx_t^(i), with A_i in R^{k x k} and b_i in R^k drawn once per encoder instance from N(0, 1/k) (seeded SplitMix64 + Box-Muller). The hot path is therefore a k x k GEMV plus an axpy per path dimension per increment — O(T*d*k^2). The tech-debt sketch was stale in three ways, all corrected here after reading the real source: the carrier is f64/Vec<f64>, not f32/F32x16 (so the vector type is F64x8); the Gaussian projections are materialized once and reused, so a step primitive must consume those buffers rather than re-derive them from (seed, depth); and k is a runtime value (32..4096 in the consumer's own tests and stated envelope), not a lane count. Same class of correction as signature_pde in #293, which the same doc had sketched as f32 while sigker was f64. The new module builds only on F64x8's already-parity-confirmed public methods (splat / from_slice / mul_add / reduce_sum / copy_to_slice), all five of which exist in every backend file (avx512, avx2, neon, wasm, scalar) — so all-backend dispatch comes for free with zero new arch-specific code and no unsafe. The activation stays a Fn(f64) -> f64 closure (contract's closure-parameterized batch shape): it is O(k) against the GEMV's O(k^2), and keeping it scalar means bit-identical tanh instead of an approximated vector transcendental. Measured (cargo run --release --example randomized_signature_bench, T=64 d=8): k=32 2.00x, k=64 2.68x, k=128 3.81x, k=256 3.78x, k=512 3.79x over the row-major scalar transcription, max relative error 1e-14. The sigker envelope shape (T=64 d=8 k=4096) runs in 7.93s / 2.2 GFLOP/s (memory-bound at 512 MB of projection matrices), scalar baseline omitted because it is minutes. Tests: 11 lib tests + 3 doctests. Parity against an independent scalar oracle (transcribed from sigker's loop, not shared code, no sigker dep) across state widths 1/7/8/9/16/33/64, path dims 1/2/5/9, a 60-case fixed-seed randomized corpus, and a long-path/wide-state case (T=37, k=67). Edge cases: single-point and empty path (zero state), constant path (every increment skipped), and a paired sub-epsilon-skipped / supra-epsilon-applied test so the 1e-15 guard is falsifiable in both directions, plus a custom-activation test proving the closure is used and two shape-mismatch panics. Co-Authored-By: Claude Sonnet 5 <noreply@anthropic.com> Claude-Session: https://claude.ai/code/session_01KCGhDYoQBXs3poaR7sFuqp
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📝 WalkthroughWalkthroughAdds a public SIMD randomized-signature module with single-step and full-path APIs, configurable activation, validation, parity tests, and a benchmark example comparing scalar and SIMD implementations. ChangesRandomized Signature
Estimated code review effort: 4 (Complex) | ~45 minutes Merge Risk: 🟡 Moderate · up to Ragged path inputs can produce truncated signatures or runtime panics in release builds. Validate every path point before processing so callers receive deterministic input validation. Sequence Diagram(s)sequenceDiagram
participant Caller
participant randomized_signature_sweep
participant increment_update
participant SIMD_GEMV
participant activation
participant SIMD_AXPY
Caller->>randomized_signature_sweep: provide path and projection data
randomized_signature_sweep->>increment_update: process each path increment
increment_update->>SIMD_GEMV: compute projected state
SIMD_GEMV-->>increment_update: return projected values
increment_update->>activation: apply configured activation
activation-->>increment_update: return activated values
increment_update->>SIMD_AXPY: accumulate state update
randomized_signature_sweep-->>Caller: return final signature state
Suggested reviewers: Poem
🚥 Pre-merge checks | ✅ 4 | ❌ 1❌ Failed checks (1 warning)
✅ Passed checks (4 passed)
Full details: Docstring CoverageExplanation Docstring coverage is 61.76% which is insufficient. The required threshold is 80.00%. Docstring coverage is scoped to functions touched by this diff. Analyzed 34 functions across 3 files. (1 skipped: 1 unsupported.) ✨ Finishing Touches 💡 1📝 Generate docstrings 💡
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In `@src/hpc/randomized_signature.rs`:
- Around line 264-265: Replace the debug-only checks in the randomized signature
window validation with release-enforced validation, using assert_eq! for both
path-dimension checks before the sweep loop. Ensure ragged paths are rejected
before trailing coordinates can be ignored or shorter points indexed.
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Cargo.tomlexamples/randomized_signature_bench.rssrc/hpc/mod.rssrc/hpc/randomized_signature.rs
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| debug_assert_eq!(window[0].len(), path_dim, "randomized_signature: ragged path"); | ||
| debug_assert_eq!(window[1].len(), path_dim, "randomized_signature: ragged path"); |
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When a later path point has a different width from path[0], these checks disappear in optimized builds. A wider point then has its extra coordinates silently ignored because delta_x is sized from the first point, producing a signature for truncated input, while a narrower point instead panics during indexing. Use an unconditional shape check so malformed paths are consistently rejected rather than encoded incorrectly.
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CodeRabbit review on PR #294 caught a real bug: the ragged-path check used debug_assert_eq!, which compiles out under --release. A later path point wider than path[0] would silently truncate to path_dim and return a signature for the wrong path; a narrower point would panic anyway (on out-of-bounds indexing) but with a misleading message. This crate never ships debug builds, so the guard was effectively absent. Switched to assert_eq! (fires in every profile) and added a can-it-fire test confirming the panic actually triggers under --release, not just implied by removing debug_assert_eq!. Co-Authored-By: Claude Sonnet 5 <noreply@anthropic.com> Claude-Session: https://claude.ai/code/session_01KCGhDYoQBXs3poaR7sFuqp
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Summary
Adds
src/hpc/randomized_signature.rs— the SIMD form of the Cuchiero-Schmocker-Teichmann randomized-signature recurrence, closingTD-NDARRAY-SIMD-RANDOMIZED-PROJECTION(W1.5 item #7 of.claude/knowledge/vertical-simd-consumer-contract.md). Sibling tosignature_pde(#293); same shape of work, same consumer.Public surface:
matrices/biasesuse exactly the layoutsigker::randomized::RandomizedSignatureBuildermaterializes (A_i[row][col] == matrices[i*k*k + row*k + col], biases concatenated), so the consumer'sencodebecomes a one-line delegation:Wiring sigker to actually call this is out of scope (follow-up, exactly as #293's wiring was).
Why — and where the doc sketch was wrong
Consumer site:
lance-graph:crates/sigker/src/randomized.rs(RandomizedSignatureBuilder::encode, thez_{t+1} = z_t + Σ_i tanh(A_i·z_t + b_i)·Δx_t^(i)loop). Read in full before designing anything — and the tech-debt entry'sRequired API surfacesketch turned out stale in three ways:impl F32x16 { fn random_proj_step(state, seed, depth) -> Self }f64/Vec<f64>, so the type isF64x8, notF32x16(seed, depth)per stepkis a runtime value (32…4096 in the consumer's tests + stated envelope) → the hot path is ak×kGEMV plus an axpy per path dimension,O(T·d·k²)Same class of correction as #293, where the same doc had sketched
f32/F32x16while sigker wasf64/Vec<Vec<f64>>. The shipped API matches the real algorithm; the deviation is documented at the top of the module so the next reader does not re-derive it.Backends
Built entirely on
F64x8's already-parity-confirmed public methods —splat,from_slice,mul_add,reduce_sum,copy_to_slice. Verified by grep that all five exist in every backend file (simd_avx512.rs,simd_avx2.rs,simd_neon.rs,simd_wasm.rs,simd_scalar.rs), so all-backend dispatch comes for free: zero new arch-specific code, zerounsafe, no newis_*_feature_detected!.The activation stays a scalar
Fn(f64) -> f64closure (the contract's closure-parameterized batch shape): it isO(k)against the GEMV'sO(k²), and keeping it scalar means bit-identicalf64::tanhrather than an approximated vector transcendental.Numerics: not bit-identical to a naive scalar loop by construction — the GEMV row is eight partial sums reduced at the end, and products are fused. ULP-level only;
reduce_sum's reduction order also differs per backend, so the cross-backend contract is the1e-9relative tolerance (matchingsignature_pde's predeclared tolerance), not bit-equality. Measured max relative error vs. the scalar oracle: 1e-14.Edge semantics (documented in the module): empty/single-point path → zero state;
|dx_i| < 1e-15skips that coordinate's whole GEMV (a behavioural mirror of the consumer, not an optimization invented here) so a constant path returns exactly zeros; wrongmatrices/biaseslengths,state_dim == 0, and zero-dimensional path points all panic — lengths are checked, never inferred.Measured speedup
cargo run --release --example randomized_signature_bench, T=64, d=8, vs. a row-major scalar transcription of sigker's loop:The
k=4096row is the envelope sigker's own module doc names ("64 · 8 · 4096² ≈ 8.6 GFLOPS per path"); it is memory-bound at 512 MB of projection matrices, and its scalar baseline is omitted because it runs for minutes. No anti-speedup anywhere.Test plan
cargo test --release --lib hpc::randomized_signature— 11 passed. Parity against an independent scalar oracle (transcribed from sigker's loop, deliberately not shared code, and nosigkerdependency — ndarray must not depend on lance-graph) across: state widths1, 7, 8, 9, 16, 33, 64(straddling the lane boundary both ways), path dims1, 2, 5, 9, a 60-case fixed-seed randomized corpus over(seed, T, d, k)with fresh Gaussian projections each, and a long-path/wide-state case (T=37, k=67, no dimension a multiple of 8).1e-15guard is falsifiable in both directions (the constant-path test alone would pass for a primitive with no guard at all); a custom-activation test with a closed-form identity-σanswer proving the closure is genuinely applied and thattanhdiffers on the same inputs; two shape-mismatch panic tests.cargo test --release --doc randomized_signature— 3 passed (one runnable example per public fn).cargo test --release --lib(whole crate) — 2269 passed, 0 failed; no regressions.cargo fmt -- --check— clean, whole repo.cargo clippy --release --lib --tests --example randomized_signature_bench -- -D warnings— clean. (Oneneeds_range_loopin the bench's scalar transcription was fixed rather than allowed.)cargo test --package ndarray --no-default-features --no-run— succeeds. The new example carries a[[example]] required-features = ["std"]block inCargo.toml(same pattern assignature_pde_bench/entropy_ladder_probe), becausehpcis#[cfg(feature = "std")]— this is the exact CI job that broke on hpc: signature_pde_sweep — general-dimension Goursat-PDE signature kernel on the SIMD wavefront #293 before that gate was added.cargo run --release --example randomized_signature_bench— numbers above are real output, not estimates.Files
src/hpc/randomized_signature.rs(new) — the primitive + 11 tests.src/hpc/mod.rs—pub mod randomized_signature;.examples/randomized_signature_bench.rs(new) — speedup bench.Cargo.toml—[[example]]block withrequired-features = ["std"].🤖 Generated with Claude Code
https://claude.ai/code/session_01KCGhDYoQBXs3poaR7sFuqp
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Summary by CodeRabbit
New Features
Performance