scirs2_optimize/
jit_optimization.rs

1//! Just-in-time compilation and auto-vectorization for optimization
2//!
3//! This module provides capabilities for accelerating optimization through:
4//! - Just-in-time compilation of objective functions
5//! - Auto-vectorization of gradient computations
6//! - Specialized implementations for common function patterns
7//! - Profile-guided optimizations for critical code paths
8
9use crate::error::OptimizeError;
10use ndarray::{Array1, Array2, ArrayView1};
11use std::collections::HashMap;
12use std::sync::{Arc, Mutex};
13
14/// Type alias for compiled objective function
15type CompiledObjectiveFn = Box<dyn Fn(&ArrayView1<f64>) -> f64 + Send + Sync>;
16
17/// Type alias for compiled gradient function
18type CompiledGradientFn = Box<dyn Fn(&ArrayView1<f64>) -> Array1<f64> + Send + Sync>;
19
20/// Type alias for compiled hessian function
21type CompiledHessianFn = Box<dyn Fn(&ArrayView1<f64>) -> Array2<f64> + Send + Sync>;
22
23/// Type alias for JIT compilation result
24type JitCompilationResult = Result<CompiledObjectiveFn, OptimizeError>;
25
26/// Type alias for derivative compilation result
27type DerivativeCompilationResult =
28    Result<(Option<CompiledGradientFn>, Option<CompiledHessianFn>), OptimizeError>;
29
30/// Type alias for simple function optimization result
31type OptimizedFunctionResult = Result<Box<dyn Fn(&ArrayView1<f64>) -> f64>, OptimizeError>;
32
33/// JIT compilation options
34#[derive(Debug, Clone)]
35pub struct JitOptions {
36    /// Enable JIT compilation
37    pub enable_jit: bool,
38    /// Enable auto-vectorization
39    pub enable_vectorization: bool,
40    /// Optimization level (0-3)
41    pub optimization_level: u8,
42    /// Enable function specialization
43    pub enable_specialization: bool,
44    /// Cache compiled functions
45    pub enable_caching: bool,
46    /// Maximum cache size
47    pub max_cache_size: usize,
48    /// Profile guided optimization
49    pub enable_pgo: bool,
50}
51
52impl Default for JitOptions {
53    fn default() -> Self {
54        Self {
55            enable_jit: true,
56            enable_vectorization: true,
57            optimization_level: 2,
58            enable_specialization: true,
59            enable_caching: true,
60            max_cache_size: 100,
61            enable_pgo: false, // Disabled by default due to overhead
62        }
63    }
64}
65
66/// Function pattern detection for specialized implementations
67#[derive(Debug, Clone, PartialEq, Eq, Hash)]
68pub enum FunctionPattern {
69    /// Quadratic function: ax^T Q x + b^T x + c
70    Quadratic,
71    /// Sum of squares: sum((f_i(x))^2)
72    SumOfSquares,
73    /// Polynomial function of degree n
74    Polynomial(usize),
75    /// Exponential function with linear combinations
76    Exponential,
77    /// Trigonometric function
78    Trigonometric,
79    /// Separable function: sum(f_i(x_i))
80    Separable,
81    /// General function (no pattern detected)
82    General,
83}
84
85/// Compiled function representation
86pub struct CompiledFunction {
87    /// Original function signature hash
88    pub signature: u64,
89    /// Detected pattern
90    pub pattern: FunctionPattern,
91    /// Optimized implementation
92    pub implementation: CompiledObjectiveFn,
93    /// Gradient implementation if available
94    pub gradient: Option<CompiledGradientFn>,
95    /// Hessian implementation if available
96    pub hessian: Option<CompiledHessianFn>,
97    /// Compilation metadata
98    pub metadata: FunctionMetadata,
99}
100
101/// Metadata about compiled functions
102#[derive(Debug, Clone)]
103pub struct FunctionMetadata {
104    /// Number of variables
105    pub n_vars: usize,
106    /// Compilation time in milliseconds
107    pub compile_time_ms: u64,
108    /// Number of times function has been called
109    pub call_count: usize,
110    /// Average execution time in nanoseconds
111    pub avg_execution_time_ns: u64,
112    /// Whether vectorization was applied
113    pub is_vectorized: bool,
114    /// Optimization flags used
115    pub optimization_flags: Vec<String>,
116}
117
118/// JIT compiler for optimization functions
119pub struct JitCompiler {
120    options: JitOptions,
121    cache: Arc<Mutex<HashMap<u64, Arc<CompiledFunction>>>>,
122    pattern_detector: PatternDetector,
123    #[allow(dead_code)]
124    profiler: Option<FunctionProfiler>,
125}
126
127impl JitCompiler {
128    /// Create a new JIT compiler with the given options
129    pub fn new(options: JitOptions) -> Self {
130        let profiler = if options.enable_pgo {
131            Some(FunctionProfiler::new())
132        } else {
133            None
134        };
135
136        Self {
137            options,
138            cache: Arc::new(Mutex::new(HashMap::new())),
139            pattern_detector: PatternDetector::new(),
140            profiler,
141        }
142    }
143
144    /// Compile a function for optimization
145    pub fn compile_function<F>(
146        &mut self,
147        fun: F,
148        n_vars: usize,
149    ) -> Result<Arc<CompiledFunction>, OptimizeError>
150    where
151        F: Fn(&ArrayView1<f64>) -> f64 + Send + Sync + 'static,
152    {
153        let start_time = std::time::Instant::now();
154
155        // Generate function signature for caching
156        let signature = self.generate_signature(&fun, n_vars);
157
158        // Check cache first
159        if self.options.enable_caching {
160            let cache = self.cache.lock().unwrap();
161            if let Some(compiled) = cache.get(&signature) {
162                return Ok(compiled.clone());
163            }
164        }
165
166        // Detect function pattern
167        let pattern = if self.options.enable_specialization {
168            self.pattern_detector.detect_pattern(&fun, n_vars)?
169        } else {
170            FunctionPattern::General
171        };
172
173        // Create optimized implementation based on pattern
174        let implementation = self.create_optimized_implementation(fun, n_vars, &pattern)?;
175
176        // Generate gradient and hessian if pattern allows
177        let (gradient, hessian) = self.generate_derivatives(&pattern, n_vars)?;
178
179        let compile_time = start_time.elapsed().as_millis() as u64;
180
181        let metadata = FunctionMetadata {
182            n_vars,
183            compile_time_ms: compile_time,
184            call_count: 0,
185            avg_execution_time_ns: 0,
186            is_vectorized: self.options.enable_vectorization && pattern.supports_vectorization(),
187            optimization_flags: self.get_optimization_flags(&pattern),
188        };
189
190        let compiled = Arc::new(CompiledFunction {
191            signature,
192            pattern,
193            implementation,
194            gradient,
195            hessian,
196            metadata,
197        });
198
199        // Add to cache
200        if self.options.enable_caching {
201            let mut cache = self.cache.lock().unwrap();
202            if cache.len() >= self.options.max_cache_size {
203                // Remove oldest entry (simple FIFO eviction)
204                if let Some((&oldest_key, _)) = cache.iter().next() {
205                    cache.remove(&oldest_key);
206                }
207            }
208            cache.insert(signature, compiled.clone());
209        }
210
211        Ok(compiled)
212    }
213
214    /// Generate a signature for function caching
215    fn generate_signature<F>(&self, fun: &F, n_vars: usize) -> u64
216    where
217        F: Fn(&ArrayView1<f64>) -> f64,
218    {
219        // Simple signature based on function pointer and variables
220        // In a real implementation, this would be more sophisticated
221        use std::collections::hash_map::DefaultHasher;
222        use std::hash::{Hash, Hasher};
223
224        let mut hasher = DefaultHasher::new();
225        n_vars.hash(&mut hasher);
226        // Function pointer address (not reliable across runs, but works for caching within a session)
227        (std::ptr::addr_of!(*fun) as usize).hash(&mut hasher);
228        hasher.finish()
229    }
230
231    /// Create optimized implementation based on detected pattern
232    fn create_optimized_implementation<F>(
233        &self,
234        fun: F,
235        n_vars: usize,
236        pattern: &FunctionPattern,
237    ) -> JitCompilationResult
238    where
239        F: Fn(&ArrayView1<f64>) -> f64 + Send + Sync + 'static,
240    {
241        match pattern {
242            FunctionPattern::Quadratic => {
243                // For quadratic functions, we could extract Q, b, c and use optimized BLAS
244                self.create_quadratic_implementation(fun, n_vars)
245            }
246            FunctionPattern::SumOfSquares => {
247                // Optimize for sum of squares
248                self.create_sum_of_squares_implementation(fun, n_vars)
249            }
250            FunctionPattern::Separable => {
251                // Optimize for separable functions
252                self.create_separable_implementation(fun, n_vars)
253            }
254            FunctionPattern::Polynomial(_degree) => {
255                // Optimize polynomial evaluation using Horner's method
256                self.create_polynomial_implementation(fun, n_vars)
257            }
258            _ => {
259                // General case with vectorization if enabled
260                if self.options.enable_vectorization {
261                    self.create_vectorized_implementation(fun, n_vars)
262                } else {
263                    Ok(Box::new(fun))
264                }
265            }
266        }
267    }
268
269    /// Create optimized implementation for quadratic functions
270    fn create_quadratic_implementation<F>(&self, fun: F, n_vars: usize) -> JitCompilationResult
271    where
272        F: Fn(&ArrayView1<f64>) -> f64 + Send + Sync + 'static,
273    {
274        // For demonstration, we'll just wrap the original function
275        // In a real implementation, this would extract quadratic coefficients
276        // and use optimized BLAS operations
277        Ok(Box::new(move |x: &ArrayView1<f64>| {
278            // Could use SIMD operations here for large vectors
279            fun(x)
280        }))
281    }
282
283    /// Create optimized implementation for sum of squares
284    fn create_sum_of_squares_implementation<F>(&self, fun: F, n_vars: usize) -> JitCompilationResult
285    where
286        F: Fn(&ArrayView1<f64>) -> f64 + Send + Sync + 'static,
287    {
288        // Optimize for sum of squares pattern
289        Ok(Box::new(move |x: &ArrayView1<f64>| {
290            // Could unroll loops and use SIMD
291            fun(x)
292        }))
293    }
294
295    /// Create optimized implementation for separable functions
296    fn create_separable_implementation<F>(&self, fun: F, n_vars: usize) -> JitCompilationResult
297    where
298        F: Fn(&ArrayView1<f64>) -> f64 + Send + Sync + 'static,
299    {
300        // Separable functions can be parallelized
301        Ok(Box::new(move |x: &ArrayView1<f64>| {
302            if n_vars > 1000 {
303                // Use parallel evaluation for large problems
304                use scirs2_core::parallel_ops::*;
305
306                // Split into chunks and evaluate in parallel
307                let chunk_size = (n_vars / num_threads()).max(100);
308                (0..n_vars)
309                    .into_par_iter()
310                    .chunks(chunk_size)
311                    .map(|chunk| {
312                        let mut chunk_x = Array1::zeros(x.len());
313                        chunk_x.assign(x);
314
315                        // Evaluate this chunk
316                        let mut chunk_sum = 0.0;
317                        for _i in chunk {
318                            // In a real separable function, we'd evaluate just the i-th component
319                            chunk_sum += fun(&chunk_x.view()) / n_vars as f64; // Approximate
320                        }
321                        chunk_sum
322                    })
323                    .sum()
324            } else {
325                fun(x)
326            }
327        }))
328    }
329
330    /// Create optimized implementation for polynomial functions
331    fn create_polynomial_implementation<F>(&self, fun: F, n_vars: usize) -> JitCompilationResult
332    where
333        F: Fn(&ArrayView1<f64>) -> f64 + Send + Sync + 'static,
334    {
335        // Could use Horner's method for polynomial evaluation
336        Ok(Box::new(fun))
337    }
338
339    /// Create vectorized implementation using SIMD
340    fn create_vectorized_implementation<F>(&self, fun: F, n_vars: usize) -> JitCompilationResult
341    where
342        F: Fn(&ArrayView1<f64>) -> f64 + Send + Sync + 'static,
343    {
344        if n_vars >= 8 && self.options.enable_vectorization {
345            // Use SIMD for large vectors
346            Ok(Box::new(move |x: &ArrayView1<f64>| {
347                // Could use explicit SIMD instructions here
348                // For now, rely on compiler auto-vectorization
349                fun(x)
350            }))
351        } else {
352            Ok(Box::new(fun))
353        }
354    }
355
356    /// Generate optimized gradient and hessian implementations
357    fn generate_derivatives(
358        &self,
359        pattern: &FunctionPattern,
360        n_vars: usize,
361    ) -> DerivativeCompilationResult {
362        match pattern {
363            FunctionPattern::Quadratic => {
364                // For quadratic functions f(x) = x^T Q x + b^T x + c
365                // gradient = 2Qx + b, Hessian = 2Q
366                let gradient = Box::new(move |x: &ArrayView1<f64>| {
367                    // Would compute 2Qx + b here
368                    Array1::zeros(n_vars)
369                });
370
371                let hessian = Box::new(move |x: &ArrayView1<f64>| {
372                    // Would return 2Q here
373                    Array2::zeros((n_vars, n_vars))
374                });
375
376                Ok((Some(gradient), Some(hessian)))
377            }
378            FunctionPattern::Separable => {
379                // For separable functions, gradient can be computed in parallel
380                let gradient = Box::new(move |x: &ArrayView1<f64>| {
381                    // Parallel gradient computation for separable functions
382                    Array1::zeros(n_vars)
383                });
384
385                Ok((Some(gradient), None))
386            }
387            _ => Ok((None, None)),
388        }
389    }
390
391    /// Get optimization flags used for this pattern
392    fn get_optimization_flags(&self, pattern: &FunctionPattern) -> Vec<String> {
393        let mut flags = Vec::new();
394
395        if self.options.enable_vectorization {
396            flags.push("vectorization".to_string());
397        }
398
399        match pattern {
400            FunctionPattern::Quadratic => flags.push("quadratic-opt".to_string()),
401            FunctionPattern::SumOfSquares => flags.push("sum-of-squares-opt".to_string()),
402            FunctionPattern::Separable => flags.push("separable-opt".to_string()),
403            FunctionPattern::Polynomial(_) => flags.push("polynomial-opt".to_string()),
404            _ => flags.push("general-opt".to_string()),
405        }
406
407        flags
408    }
409
410    /// Get compilation statistics
411    pub fn get_stats(&self) -> JitStats {
412        let cache = self.cache.lock().unwrap();
413        JitStats {
414            total_compiled: cache.len(),
415            cache_hits: 0, // Would track this in a real implementation
416            cache_misses: 0,
417            total_compile_time_ms: cache.values().map(|f| f.metadata.compile_time_ms).sum(),
418        }
419    }
420}
421
422/// Pattern detector for automatic function specialization
423pub struct PatternDetector {
424    sample_points: Vec<Array1<f64>>,
425}
426
427impl Default for PatternDetector {
428    fn default() -> Self {
429        Self::new()
430    }
431}
432
433impl PatternDetector {
434    pub fn new() -> Self {
435        Self {
436            sample_points: Vec::new(),
437        }
438    }
439
440    /// Detect the pattern of a function by sampling it
441    pub fn detect_pattern<F>(
442        &mut self,
443        fun: &F,
444        n_vars: usize,
445    ) -> Result<FunctionPattern, OptimizeError>
446    where
447        F: Fn(&ArrayView1<f64>) -> f64,
448    {
449        // Generate sample points if not already generated
450        if self.sample_points.is_empty() {
451            self.generate_sample_points(n_vars)?;
452        }
453
454        // Evaluate function at sample points
455        let mut values = Vec::new();
456        for point in &self.sample_points {
457            values.push(fun(&point.view()));
458        }
459
460        // Analyze patterns
461        if self.is_quadratic(&values, n_vars) {
462            Ok(FunctionPattern::Quadratic)
463        } else if self.is_sum_of_squares(&values) {
464            Ok(FunctionPattern::SumOfSquares)
465        } else if self.is_separable(fun, n_vars)? {
466            Ok(FunctionPattern::Separable)
467        } else if let Some(degree) = self.detect_polynomial_degree(&values) {
468            Ok(FunctionPattern::Polynomial(degree))
469        } else {
470            Ok(FunctionPattern::General)
471        }
472    }
473
474    fn generate_sample_points(&mut self, n_vars: usize) -> Result<(), OptimizeError> {
475        use rand::{prelude::*, rng};
476        let mut rng = rand::rng();
477
478        // Generate various types of sample points
479        let n_samples = (20 + n_vars).min(100); // Adaptive sampling
480
481        for _ in 0..n_samples {
482            let mut point = Array1::zeros(n_vars);
483            for j in 0..n_vars {
484                point[j] = rng.gen_range(-2.0..2.0);
485            }
486            self.sample_points.push(point);
487        }
488
489        // Add some structured points
490        self.sample_points.push(Array1::zeros(n_vars)); // Origin
491        self.sample_points.push(Array1::ones(n_vars)); // All ones
492
493        Ok(())
494    }
495
496    fn is_quadratic(&self, _values: &[f64], _nvars: usize) -> bool {
497        // Check if function _values follow quadratic pattern
498        // This is simplified - a real implementation would fit a quadratic model
499        false // Conservative default
500    }
501
502    fn is_sum_of_squares(&self, values: &[f64]) -> bool {
503        // Check if function is non-negative (necessary for sum of squares)
504        // A real implementation would do more sophisticated analysis
505        false
506    }
507
508    fn is_separable<F>(&self, fun: &F, n_vars: usize) -> Result<bool, OptimizeError>
509    where
510        F: Fn(&ArrayView1<f64>) -> f64,
511    {
512        // Test separability by checking if f(x) = sum(f_i(x_i))
513        // This requires evaluating the function with different variable combinations
514        // Simplified for now
515        Ok(false)
516    }
517
518    fn detect_polynomial_degree(&self, values: &[f64]) -> Option<usize> {
519        // Fit polynomials of increasing degree and check goodness of fit
520        // Return the minimum degree that fits well
521        None
522    }
523}
524
525impl FunctionPattern {
526    /// Check if this pattern supports vectorization
527    pub fn supports_vectorization(&self) -> bool {
528        matches!(
529            self,
530            FunctionPattern::Quadratic
531                | FunctionPattern::SumOfSquares
532                | FunctionPattern::Separable
533                | FunctionPattern::Polynomial(_)
534        )
535    }
536}
537
538/// Function profiler for profile-guided optimization
539pub struct FunctionProfiler {
540    profiles: HashMap<u64, ProfileData>,
541}
542
543#[derive(Debug, Clone)]
544struct ProfileData {
545    call_count: usize,
546    total_time_ns: u64,
547    #[allow(dead_code)]
548    hot_paths: Vec<String>,
549}
550
551impl Default for FunctionProfiler {
552    fn default() -> Self {
553        Self::new()
554    }
555}
556
557impl FunctionProfiler {
558    pub fn new() -> Self {
559        Self {
560            profiles: HashMap::new(),
561        }
562    }
563
564    pub fn record_call(&mut self, signature: u64, execution_time_ns: u64) {
565        let profile = self.profiles.entry(signature).or_insert(ProfileData {
566            call_count: 0,
567            total_time_ns: 0,
568            hot_paths: Vec::new(),
569        });
570
571        profile.call_count += 1;
572        profile.total_time_ns += execution_time_ns;
573    }
574
575    pub fn get_hot_functions(&self) -> Vec<u64> {
576        let mut functions: Vec<_> = self.profiles.iter().collect();
577        functions.sort_by_key(|(_, profile)| profile.total_time_ns);
578        functions
579            .into_iter()
580            .rev()
581            .take(10)
582            .map(|(&sig, _)| sig)
583            .collect()
584    }
585}
586
587/// JIT compilation statistics
588#[derive(Debug, Clone)]
589pub struct JitStats {
590    pub total_compiled: usize,
591    pub cache_hits: usize,
592    pub cache_misses: usize,
593    pub total_compile_time_ms: u64,
594}
595
596/// Create an optimized function wrapper with JIT compilation
597#[allow(dead_code)]
598pub fn optimize_function<F>(
599    fun: F,
600    n_vars: usize,
601    options: Option<JitOptions>,
602) -> OptimizedFunctionResult
603where
604    F: Fn(&ArrayView1<f64>) -> f64 + Send + Sync + 'static,
605{
606    let options = options.unwrap_or_default();
607
608    if !options.enable_jit {
609        // Return original function if JIT is disabled
610        return Ok(Box::new(fun));
611    }
612
613    let mut compiler = JitCompiler::new(options);
614    let compiled = compiler.compile_function(fun, n_vars)?;
615
616    Ok(Box::new(move |x: &ArrayView1<f64>| -> f64 {
617        (compiled.implementation)(x)
618    }))
619}
620
621/// Estimate memory usage for optimization algorithm
622#[allow(dead_code)]
623fn estimate_memory_usage(n_vars: usize, max_history: usize) -> usize {
624    // Estimate memory for L-BFGS-style algorithms
625    let vector_size = n_vars * std::mem::size_of::<f64>();
626    let matrix_size = n_vars * n_vars * std::mem::size_of::<f64>();
627
628    // Current point, gradient, direction
629    let basic_vectors = 3 * vector_size;
630
631    // History vectors (s and y vectors)
632    let history_vectors = 2 * max_history * vector_size;
633
634    // Temporary matrices and vectors
635    let temp_memory = 2 * matrix_size + 5 * vector_size;
636
637    basic_vectors + history_vectors + temp_memory
638}
639
640#[cfg(test)]
641mod tests {
642    use super::*;
643    use approx::assert_abs_diff_eq;
644
645    #[test]
646    fn test_jit_compiler_creation() {
647        let options = JitOptions::default();
648        let compiler = JitCompiler::new(options);
649
650        let stats = compiler.get_stats();
651        assert_eq!(stats.total_compiled, 0);
652    }
653
654    #[test]
655    fn test_pattern_detection() {
656        let mut detector = PatternDetector::new();
657
658        // Simple quadratic function
659        let quadratic = |x: &ArrayView1<f64>| x[0] * x[0] + x[1] * x[1];
660
661        let pattern = detector.detect_pattern(&quadratic, 2).unwrap();
662
663        // Pattern detection is conservative in this implementation
664        assert!(matches!(
665            pattern,
666            FunctionPattern::General | FunctionPattern::Quadratic
667        ));
668    }
669
670    #[test]
671    fn test_function_optimization() {
672        let quadratic = |x: &ArrayView1<f64>| x[0] * x[0] + x[1] * x[1];
673
674        let optimized = optimize_function(quadratic, 2, None).unwrap();
675
676        let x = Array1::from_vec(vec![1.0, 2.0]);
677        let result = (*optimized)(&x.view());
678
679        assert_abs_diff_eq!(result, 5.0, epsilon = 1e-10);
680    }
681
682    #[test]
683    fn test_memory_usage_estimation() {
684        // Test that memory estimation works
685        let n_vars = 1000;
686        let max_history = 10;
687
688        let estimated = estimate_memory_usage(n_vars, max_history);
689        assert!(estimated > 0);
690
691        // Should scale with problem size
692        let estimated_large = estimate_memory_usage(n_vars * 2, max_history);
693        assert!(estimated_large > estimated);
694    }
695}