StochasticRounding.jl

Up or down? Maybe both?
Author milankl
Popularity
9 Stars
Updated Last
1 Year Ago
Started In
March 2020

StochasticRounding.jl

CI
Stochastic rounding for floating-point arithmetic.

This package exports Float32sr,Float16sr, and BFloat16sr, four number formats that behave like their deterministic counterparts but with stochastic rounding that is proportional to the distance of the next representable numbers and therefore exact in expectation (see also example below in "Usage"). Although there is currently no/little known hardware implementation available, Graphcore is working on IPUs with stochastic rounding. Stochastic rounding makes the number formats considerably slower, but e.g. Float32+stochastic rounding is only about 2x slower than Float64. Xoroshiro128Plus, a random number generator from the Xorshift family, is used through the RandomNumbers.jl package, due to its speed and statistical properties.

You are welcome to raise issues, ask questions or suggest any changes or new features.

BFloat16sr is based on BFloat16s.jl
Float16sr is slow in Julia <1.6, but fast in Julia ^1.6 due to LLVM's half support.

Usage

julia> a = BFloat16sr(1.0)
BFloat16sr(1.0)
julia> a/3
BFloat16sr(0.33398438)
julia> a/3
BFloat16sr(0.33203125)

As 1/3 is not exactly representable the rounding will be at 66.6% chance towards 0.33398438 and at 33.3% towards 0.33203125 such that in expectation the result is 0.33333... and therefore exact. You can use BFloat16_chance_roundup(x::Float32) to get the chance that x will be round up.

From v0.3 onwards the random number generator is randomly seeded on every import or using such that running the same calculations twice, will, in general, not yield bit-reproducible results. However, you can seed the random number generator at any time with any integer larger than zero as follows

julia> StochasticRounding.seed(2156712)

Theory

Round-to-nearest (tie to even) is the standard rounding mode for IEEE floats. Stochastic rounding is explained in the following schematic

The exact result x of an arithmetic operation (located at one fifth between x₂ and x₃ in this example) is always round down to x₂ for round-to-nearest. For stochastic rounding, only at 80% chance x is round down. At 20% chance it is round up to x₃, proportional to the distance of x between x₂ and x₃.

Subnormals

From v0.6 onwards all subnormals of Float32, Float16, BFloat16 are always accounted for in the stochastic rounding.

Installation

StochasticRounding.jl is registered in the Julia registry. Hence, simply do

julia>] add StochasticRounding

where ] opens the package manager.

Performance

StochasticRounding.jl is among the fastest software implementation of stochastic rounding for floating-point arithmetic. Define a few random 1000000-element arrays

julia> using StochasticRounding, BenchmarkTools, BFloat16s
julia> A = rand(Float64,1000000);
julia> B = rand(Float64,1000000);   # A, B shouldn't be identical as a+a=2a is not round

And similarly for the other number types. Then with Julia 1.6 on an Intel(R) Core(R) i5 (Ice Lake) @ 1.1GHz timings via @btime +($A,$B) are

rounding mode Float64 Float32 Float16 BFloat16
round to nearest 1132 μs 452 μs 1588 μs 354 μs
stochastic rounding n/a 2815 μs 3310 μs 4100 μs

Stochastic rounding imposes an about x5 performance decrease for Float32, only x2 for Float16, but >10x for BFloat16. For more complicated benchmarks the performance decrease is usually within x10. About 50% of the time is spend on the random number generation with Xoroshiro128+.

Used By Packages

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