Store a quantile grid instead of a raw reservoir sample in the setup cache #24

Merged
lars merged 1 commits from perf/quantile-energy-reservoir into master 2026-07-30 13:59:18 +02:00
4 changed files with 87 additions and 26 deletions
+34 -7
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@@ -31,7 +31,10 @@ from giant.data.transforms import Normalizer, sorted_membership
# v2: event_id is now offset per-file (see loader.event_id_offset) to avoid
# cross-file collisions, so a v1 sidecar's event_index/normalizers were
# computed against collided ids and must not be reused.
_CACHE_FORMAT_VERSION = 2
# v3: NormalizerEntry.energy_reservoir_sample (100k raw values) replaced by
# energy_quantiles (a fixed ENERGY_QUANTILE_LEVELS-point quantile grid) — a
# v2 sidecar has no such grid to fall back on, so it must be recomputed.
_CACHE_FORMAT_VERSION = 3
_DIMS = {
"COND_DIM": COND_DIM,
@@ -41,6 +44,29 @@ _DIMS = {
"SEC_SLOT_DIM": SEC_SLOT_DIM,
}
# Resolution of the stored energy-quantile summary (see NormalizerEntry).
# Only a handful of quantile *levels* (one per EnergyRouter expert) are ever
# consumed (see pipeline.py), so a dense fixed grid of quantile values is
# enough to reconstruct any level via interpolation (energy_quantile_at) —
# at roughly 1/100th the storage of the raw 100k-value reservoir sample it
# replaces, with negligible loss of resolution for that use.
ENERGY_QUANTILE_LEVELS = 1001
def energy_quantiles_from_sample(sample: np.ndarray) -> np.ndarray:
"""Collapse a raw reservoir sample into the fixed grid stored on disk."""
if sample.size == 0:
return np.empty(0, dtype=np.float32)
levels = np.linspace(0.0, 1.0, ENERGY_QUANTILE_LEVELS)
return np.quantile(sample, levels).astype(np.float32)
def energy_quantile_at(energy_quantiles: np.ndarray, levels: np.ndarray) -> np.ndarray:
"""Interpolate quantile values at arbitrary probability `levels` from the
stored grid (e.g. `np.linspace(0, 1, n_experts)` for router centers)."""
grid_levels = np.linspace(0.0, 1.0, len(energy_quantiles))
return np.interp(levels, grid_levels, energy_quantiles).astype(np.float32)
def sidecar_path(data: str | Path) -> Path:
"""The cache sidecar for `data`, always a sibling of `data` itself.
@@ -81,7 +107,10 @@ class NormalizerEntry:
tgt_norm: Normalizer
sec_phys_norm: Normalizer
n_train_steps: int
energy_reservoir_sample: np.ndarray
energy_quantiles: np.ndarray
"""Fixed ENERGY_QUANTILE_LEVELS-point quantile grid of the raw (pre-
normalization) pre-step energy column — see energy_quantiles_from_sample
/ energy_quantile_at."""
def to_json(self) -> dict:
return {
@@ -89,8 +118,8 @@ class NormalizerEntry:
"tgt_norm": self.tgt_norm.to_dict(),
"sec_phys_norm": self.sec_phys_norm.to_dict(),
"n_train_steps": self.n_train_steps,
"energy_reservoir_sample": np.asarray(
self.energy_reservoir_sample, dtype=np.float32
"energy_quantiles": np.asarray(
self.energy_quantiles, dtype=np.float32
).tolist(),
}
@@ -101,9 +130,7 @@ class NormalizerEntry:
tgt_norm=Normalizer.from_dict(d["tgt_norm"]),
sec_phys_norm=Normalizer.from_dict(d["sec_phys_norm"]),
n_train_steps=int(d["n_train_steps"]),
energy_reservoir_sample=np.array(
d["energy_reservoir_sample"], dtype=np.float32
),
energy_quantiles=np.array(d["energy_quantiles"], dtype=np.float32),
)
+18 -17
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@@ -149,7 +149,7 @@ def run_setup_stage(
cond_norm = entry.cond_norm
tgt_norm = entry.tgt_norm
sec_phys_norm = entry.sec_phys_norm
energy_sample = entry.energy_reservoir_sample
energy_quantiles = entry.energy_quantiles
else:
echo("fitting normalizer (streaming) …")
cond_acc = _WelfordAccumulator(COND_DIM)
@@ -158,12 +158,13 @@ def run_setup_stage(
# EnergyRouter's default center spread (linspace over [-2, 2]) assumes
# the z-normalized energy column is roughly uniform, which real energy
# spectra rarely are — collect a reservoir sample here (reusing this
# same pass, not a second scan) so centers can instead be seeded from
# actual data quantiles below. Collected whenever the setup cache is
# being populated, not only when *this* run's router is
# energy-typed, so a later run enabling --router-type energy against
# this same (val_fraction, seed, conditioning) key never needs to
# rescan just to seed centers.
# same pass, not a second scan), then collapse it to a fixed quantile
# grid (setup_cache.energy_quantiles_from_sample) so centers can
# instead be seeded from actual data quantiles below. Collected
# whenever the setup cache is being populated, not only when *this*
# run's router is energy-typed, so a later run enabling
# --router-type energy against this same (val_fraction, seed,
# conditioning) key never needs to rescan just to seed centers.
collect_energy_sample = energy_router_active or cache is not None
energy_sampler = (
_ReservoirSampler(capacity=100_000) if collect_energy_sample else None
@@ -194,24 +195,24 @@ def run_setup_stage(
cond_norm = cond_acc.to_normalizer()
tgt_norm = tgt_acc.to_normalizer()
sec_phys_norm = sec_phys_acc.to_normalizer()
energy_sample = (
energy_sampler.sample
energy_quantiles = (
setup_cache.energy_quantiles_from_sample(energy_sampler.sample)
if energy_sampler is not None
else np.empty(0, dtype=np.float32)
)
if cache is not None:
cache.normalizers[norm_key] = setup_cache.NormalizerEntry(
cond_norm, tgt_norm, sec_phys_norm, n_train_steps, energy_sample
cond_norm, tgt_norm, sec_phys_norm, n_train_steps, energy_quantiles
)
if energy_router_active and energy_sample.size > 0:
if energy_router_active and energy_quantiles.size > 0:
assert cond_norm.mean is not None and cond_norm.std is not None
normalized_sample = (
energy_sample - cond_norm.mean[energy_idx]
) / cond_norm.std[energy_idx]
quantiles = np.linspace(0.0, 1.0, router_cfg["n_experts"])
centers_init = np.quantile(normalized_sample, quantiles).astype(np.float32)
router_cfg["centers_init"] = centers_init.tolist()
levels = np.linspace(0.0, 1.0, router_cfg["n_experts"])
raw_centers = setup_cache.energy_quantile_at(energy_quantiles, levels)
centers_init = (raw_centers - cond_norm.mean[energy_idx]) / cond_norm.std[
energy_idx
]
router_cfg["centers_init"] = centers_init.astype(np.float32).tolist()
echo(
f" seeded EnergyRouter centers from data quantiles: {router_cfg['centers_init']}"
)
+1 -1
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@@ -30,7 +30,7 @@ def run_warm_setup_cache(
`giant train` invocation will use so it hits this warmed entry.
`router_enabled`/`router_type`/`n_experts` only matter for
`router_type == "process"` (warms that `n_experts`'s process map); the
energy-router reservoir sample is always collected regardless, so a
energy-router quantile summary is always collected regardless, so a
later `--router-type energy` run never needs to rescan just to seed
centers.
"""
+34 -1
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@@ -98,7 +98,7 @@ def test_save_load_round_trip(tmp_path):
assert entry.cond_norm.mean is not None
np.testing.assert_allclose(entry.cond_norm.mean, np.zeros(3, dtype=np.float32))
assert entry.n_train_steps == 100
np.testing.assert_allclose(entry.energy_reservoir_sample, [1.0, 2.0, 3.0])
np.testing.assert_allclose(entry.energy_quantiles, [1.0, 2.0, 3.0])
def test_load_missing_sidecar_returns_none(tmp_path):
@@ -214,6 +214,39 @@ def test_save_merges_non_colliding_normalizer_keys(tmp_path):
assert loaded.normalizers["k2"].n_train_steps == 2
# ── energy_quantiles_from_sample / energy_quantile_at ───────────────────
def test_energy_quantiles_from_sample_empty():
result = setup_cache.energy_quantiles_from_sample(np.empty(0, dtype=np.float32))
assert result.size == 0
def test_energy_quantiles_from_sample_has_fixed_grid_size():
sample = np.random.default_rng(0).normal(size=5000).astype(np.float32)
result = setup_cache.energy_quantiles_from_sample(sample)
assert result.shape == (setup_cache.ENERGY_QUANTILE_LEVELS,)
assert result[0] == pytest.approx(sample.min(), abs=1e-3)
assert result[-1] == pytest.approx(sample.max(), abs=1e-3)
def test_energy_quantile_at_matches_direct_quantile_on_stored_grid():
sample = np.random.default_rng(1).exponential(size=20_000).astype(np.float32)
grid = setup_cache.energy_quantiles_from_sample(sample)
levels = np.linspace(0.0, 1.0, 5)
got = setup_cache.energy_quantile_at(grid, levels)
expected = np.quantile(sample, levels)
np.testing.assert_allclose(got, expected, rtol=0.05)
def test_energy_quantile_at_median_of_two_points():
grid = np.array([0.0, 10.0], dtype=np.float32)
result = setup_cache.energy_quantile_at(grid, np.array([0.0, 0.5, 1.0]))
np.testing.assert_allclose(result, [0.0, 5.0, 10.0])
# ── n_train_steps_for_split ──────────────────────────────────────────────