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Updating MKL (#2867)
Enables OpenMP in both ML.Net and in our usage of Intel's MKL library. This also upgrades the reference of MKL to use version 2018.3.10 for Windows, Linux and Mac. The MKL binaries are packaged in MLNetDeps nuget, with this change we are referencing 0.0.9. As a result of these changes, there were other changes that needed to happen: * Build needed to support openmp, for linux, this updated our docker build containers to have openmp installed as part of the clang compiler installation. For mac, openmp was already installed this now occurs though before the build. * Enabled NumberOfThreads parameter for the SymSGDTrainer, NumberOfThreads now defaults to Environment.ProcessorCount
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19 files changed

+70
-22
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+70
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‎.vsts-dotnet-ci.yml‎

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resources:
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containers:
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- container: CentosContainer
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image: microsoft/dotnet-buildtools-prereqs:centos-7-b46d863-20180719033416
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image: mcr.microsoft.com/dotnet-buildtools/prereqs:centos-7-mlnet-8bba86b-20190314145033
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- container: UbuntuContainer
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image: microsoft/dotnet-buildtools-prereqs:ubuntu-16.04-10fcdcf-20190208200917
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image: mcr.microsoft.com/dotnet-buildtools/prereqs:ubuntu-16.04-mlnet-207e097-20190312152303
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phases:
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- template: /build/ci/phase-template.yml

‎build/Dependencies.props‎

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<GoogleProtobufPackageVersion>3.5.1</GoogleProtobufPackageVersion>
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<LightGBMPackageVersion>2.2.3</LightGBMPackageVersion>
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<MicrosoftMLOnnxRuntimePackageVersion>0.2.1</MicrosoftMLOnnxRuntimePackageVersion>
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<MlNetMklDepsPackageVersion>0.0.0.7</MlNetMklDepsPackageVersion>
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<MlNetMklDepsPackageVersion>0.0.0.9</MlNetMklDepsPackageVersion>
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<ParquetDotNetPackageVersion>2.1.3</ParquetDotNetPackageVersion>
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<SystemDrawingCommonPackageVersion>4.5.0</SystemDrawingCommonPackageVersion>
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<SystemIOFileSystemAccessControl>4.5.0</SystemIOFileSystemAccessControl>

‎build/ci/phase-template.yml‎

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${{ insert }}: ${{ parameters.customMatrixes }}
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${{ insert }}: ${{ parameters.queue }}
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steps:
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- ${{ if eq(parameters.name, 'MacOS') }}:
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- script: brew update && brew install libomp && brew install mono-libgdiplus gettext && brew link gettext --force && brew link libomp --force
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displayName: Install build dependencies
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- script: $(_buildScript) -$(_configuration) -buildArch=$(_arch)
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displayName: Build
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- script: $(_buildScript) -- /t:DownloadExternalTestFiles /p:IncludeBenchmarkData=$(_includeBenchmarkData)
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displayName: Download Benchmark Data
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- ${{ if eq(parameters.name, 'MacOS') }}:
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- script: brew update && brew install libomp mono-libgdiplus gettext && brew link gettext --force
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displayName: Install runtime dependencies
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- script: $(_buildScript) -$(_configuration) -runtests -coverage=$(_codeCoverage)
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displayName: Run Tests.
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- script: $(Build.SourcesDirectory)/Tools/dotnetcli/dotnet msbuild build/Codecoverage.proj /p:CodeCovToken=$(CODECOV_TOKEN)

‎build/vsts-ci.yml‎

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resources:
66
containers:
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- container: CentosContainer
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image: microsoft/dotnet-buildtools-prereqs:centos-7-b46d863-20180719033416
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image: mcr.microsoft.com/dotnet-buildtools/prereqs:centos-7-mlnet-8bba86b-20190314145033
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phases:
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################################################################################
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demands:
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- agent.os -equals Darwin
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steps:
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- script: brew update && brew install libomp && brew link libomp --force
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displayName: Install build dependencies
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# Only build native assets to avoid conflicts.
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- script: ./build.sh -buildNative -$(BuildConfig) -skipRIDAgnosticAssets
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displayName: Build

‎src/Microsoft.ML.Console/Microsoft.ML.Console.csproj‎

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<NativeAssemblyReference Include="FastTreeNative" />
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<NativeAssemblyReference Include="CpuMathNative" />
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<NativeAssemblyReference Include="FactorizationMachineNative" />
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<NativeAssemblyReference Include="MatrixFactorizationNative" />
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<NativeAssemblyReference Include="LdaNative" />
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<NativeAssemblyReference Include="SymSgdNative" />
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<NativeAssemblyReference Include="SymSgdNative"/>
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<NativeAssemblyReference Include="MklImports"/>
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<NativeAssemblyReference Condition="'$(OS)' == 'Windows_NT'" Include="libiomp5md"/>
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</ItemGroup>
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</Project>

‎src/Microsoft.ML.Mkl.Components/SymSgdClassificationTrainer.cs‎

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{
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/// <summary>
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/// Degree of lock-free parallelism. Determinism not guaranteed if this is set to higher than 1.
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/// Multi-threading is not supported currently.
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/// The default value is the number of logical cores that are available on the system.
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/// </summary>
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[Argument(ArgumentType.AtMostOnce, HelpText = "Degree of lock-free parallelism. Determinism not guaranteed. " +
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"Multi-threading is not supported currently.", ShortName = "nt")]
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{
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int numFeatures = data.Schema.Feature.Value.Type.GetVectorSize();
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var cursorFactory = new FloatLabelCursor.Factory(data, CursOpt.Label | CursOpt.Features);
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int numThreads = 1;
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int numThreads = _options.NumberOfThreads ?? Environment.ProcessorCount;
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ch.CheckUserArg(numThreads > 0, nameof(_options.NumberOfThreads),
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"The number of threads must be either null or a positive integer.");
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‎src/Native/SymSgdNative/CMakeLists.txt‎

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project (SymSgdNative)
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set(SOURCES
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SymSgdNative.cpp
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)
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find_library(MKL_LIBRARY MklImports HINTS ${MKL_LIB_PATH})
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if(NOT WIN32)
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if(APPLE)
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# CMake has support for OpenMP, however, Apple has a version of Clang
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# that does not support openMP out of the box. Therefore
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# these commands are added to sepcifically handle the Apple Clang scenario
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# If the LLVM version of clang is used for Apple builds, this can be removed
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# and the else condition can be used instead.
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SET(CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS} -Xpreprocessor -fopenmp")
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SET(OPENMP_LIBRARY "omp")
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include_directories("/usr/local/opt/libomp/include")
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link_directories("/usr/local/opt/libomp/lib")
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list(APPEND SOURCES ${VERSION_FILE_PATH})
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if(NOT APPLE)
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else()
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find_package(OpenMP)
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if (OPENMP_FOUND)
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SET(CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS} ${OpenMP_CXX_FLAGS}")
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SET(CMAKE_EXE_LINKER_FLAGS "${CMAKE_EXE_LINKER_FLAGS} ${OpenMP_EXE_LINKER_FLAGS}")
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endif()
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if (NOT WIN32)
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list(APPEND SOURCES ${VERSION_FILE_PATH})
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SET(CMAKE_SKIP_BUILD_RPATH FALSE)
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SET(CMAKE_BUILD_WITH_INSTALL_RPATH FALSE)
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SET(CMAKE_INSTALL_RPATH_USE_LINK_PATH TRUE)
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SET(CMAKE_INSTALL_RPATH "$ORIGIN/")
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endif()
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endif()
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find_library(MKL_LIBRARY MklImports HINTS ${MKL_LIB_PATH})
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add_definitions(-DUSE_OMP)
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add_library(SymSgdNative SHARED ${SOURCES} ${RESOURCES})
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target_link_libraries(SymSgdNative PUBLIC ${MKL_LIBRARY})
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target_link_libraries(SymSgdNative PUBLIC ${MKL_LIBRARY} PUBLIC ${OPENMP_LIBRARY})
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if(APPLE)
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set_target_properties(SymSgdNative PROPERTIES INSTALL_RPATH "@loader_path;@loader_path/${MKL_LIB_RPATH}}")
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endif()
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install_library_and_symbols (SymSgdNative)
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install_library_and_symbols (SymSgdNative)

‎src/Native/build.proj‎

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<Copy SourceFiles="$(PackagesDir)mlnetmkldeps\$(MlNetMklDepsPackageVersion)\runtimes\$(PackageRid)\native\$(NativeLibPrefix)MklImports$(NativeLibExtension)"
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DestinationFolder="$(NativeAssetsBuiltPath)" />
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<Copy Condition="'$(OS)' == 'Windows_NT'" SourceFiles="$(PackagesDir)mlnetmkldeps\$(MlNetMklDepsPackageVersion)\runtimes\$(PackageRid)\native\libiomp5md$(NativeLibExtension)"
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DestinationFolder="$(NativeAssetsBuiltPath)" />
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<ItemGroup Condition="'$(UseIntrinsics)' != 'true'">
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<NativePackageAsset Include="$(NativeAssetsBuiltPath)\$(NativeLibPrefix)CpuMathNative$(NativeLibExtension)"
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RelativePath="Microsoft.ML.CpuMath\runtimes\$(PackageRid)\native" />

‎test/Microsoft.ML.Benchmarks/Microsoft.ML.Benchmarks.csproj‎

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<NativeAssemblyReference Include="CpuMathNative" />
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<NativeAssemblyReference Include="FastTreeNative" />
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<NativeAssemblyReference Include="MklImports" />
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<NativeAssemblyReference Condition="'$(OS)' == 'Windows_NT'" Include="libiomp5md"/>
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</ItemGroup>
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</Project>
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</Project>

‎test/Microsoft.ML.Core.Tests/Microsoft.ML.Core.Tests.csproj‎

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</ItemGroup>
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<ItemGroup>
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<NativeAssemblyReference Include="MklImports" />
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<NativeAssemblyReference Include="MklProxyNative" />
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<NativeAssemblyReference Include="CpuMathNative" />
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<NativeAssemblyReference Include="FastTreeNative" />
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<NativeAssemblyReference Include="LdaNative" />
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<NativeAssemblyReference Include="MklImports" />
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<NativeAssemblyReference Condition="'$(OS)' == 'Windows_NT'" Include="libiomp5md"/>
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</ItemGroup>
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<!-- TensorFlow is 64-bit only -->

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