feat: [las] spanner rank one determinant update implementation #4090
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zwd-ms
reviewed
Aug 4, 2022
| float max_volume = -1.0f; | ||
| uint64_t U_rid{}; | ||
| const Eigen::RowVectorXf original_row = X.row(X_rid); | ||
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| for (auto i = 0; i < U.rows(); ++i) |
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Here we don't need to check all U rows, since some rows are already used in X, and using a duplicate row will make the determinant zero, and thereby not choosing it, but we'll pay the determinant computation cost. One potential optimization is to pass in the bit vector to eliminate already used rows, instead of trying all U rows, which might be more useful when d is big.
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I'll benchmark this and see if it should be implemented next
… on action id and not preds index in the pred vector)
…it into las_spanner_speedup
zwd-ms
approved these changes
Aug 12, 2022
vowpalwabbit/core/src/reductions/cb/details/large_action_space.h
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| for (auto it = preds.begin(); it != preds.end(); it++) | ||
| { | ||
| if (!_spanner_state._spanner_bitvec[index]) { preds.erase(it--); } | ||
| index++; | ||
| if (!_spanner_state._spanner_bitvec[it->action]) { preds.erase(it--); } |
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it-- from begin() is undefined, although it later increases. Better make it safer.
vowpalwabbit/core/src/reductions/cb/cb_explore_adf_large_action_space.cc
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I'll split the spanner implementations in next PR and do some cleanup |
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based on Sherman–Morrison formula and matrix determinant lemma
might templetize the two spanners later