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[Enhancement] Add float datatype support to rocAucScore #3074

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@icfaust icfaust commented Feb 16, 2025

Description

The algorithm rocAucScore is currently forced to do all computation in doubles. This does not follow the coding standards of the codebase where it should template both the cpu ISA as well as the datatype (float or double). In order to properly interface to this code outside of DAAL (i.e. oneDAL), it must first maintain a float version as well. While introducing a datatype template, a default value of double is set in order to guarantee compatibility to daal4py. These changes do not have any impact on the performance or operation of daal4py or any code which currently interfaces rocAucScore, therefore performance benchmarking is unnecessary.

This PR is a precursor to enabling a oneDAL algorithm of rocAucScore. This completes issue #2740


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@icfaust icfaust changed the title [Enhancement] Add float datatype support to Roc_auc_score [Enhancement] Add float datatype support to rocAucScore Feb 17, 2025
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icfaust commented Feb 17, 2025

/intelci: run

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Not backward-compatible:

miniconda3/envs/build/lib/python3.11/site-packages/daal4py/__init__.py:54: in <module>
    from daal4py._daal4py import *
E   ImportError: /.../miniconda3/envs/build/lib/python3.11/site-packages/daal4py/_daal4py.cpython-311-x86_64-linux-gnu.so: undefined symbol: _ZN4daal15data_management8internal11rocAucScoreERKNS_8services10interface19SharedPtrINS0_10interface112NumericTableEEES9_

@icfaust icfaust marked this pull request as draft February 17, 2025 13:25
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icfaust commented Feb 17, 2025

This PR will be stopped until CI can track ABI changes, as this requirement is undocumented and not written in the oneDAL development rules, nor the checklist for PRs.

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@icfaust I haven't checked the code in detail, but doesn't the fastest way of calculating this metric involve computations of numbers up to "nrows^2" in a loop where they are added/subtracted to similar numbers? The fp32 data type only has integer-level precision up to 2^23 which is easy to exceed, after which the precision of the calculation might degrade.

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