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An efficient implementation of selective scan in one file, works with both cpu and gpu, with corresponding mathematical derivation. It is probably the code which is the most close to selective_scan_cuda in mamba.

update!

mathematical derivation to chunk-naive version

code is in selective_scan_easy and SelectiveScanEasy. image

mathematical derivation to chunk-parallel version

This is the chunk parallel version of selective scan, with support to some different branches. code is in selective_scan_easyv3. image image image image

naive code

import torch
def selective_scan_easy(us, dts, As, Bs, Cs, Ds, delta_bias=None, delta_softplus=False, return_last_state=False, chunksize=64):
    """
    # B: batch_size, G: groups, D: dim, N: state dim, L: seqlen
    us: B, G * D, L 
    dts: B, G * D, L
    As: G * D, N
    Bs: B, G, N, L
    Cs: B, G, N, L
    Ds: G * D
    delta_bias: G * D
    # chunksize can be any as you like. But as the chunksize raises, hs may get None, as exp(sum(delta) A) is really small
    """
    def selective_scan_chunk(us, dts, As, Bs, Cs, hprefix):
        """
        partial(h) / partial(t) = Ah + Bu; y = Ch + Du;
        => partial(h*exp(-At)) / partial(t) = Bu*exp(-At);
        => h_t = h_0 + sum_{0}_{t}_{Bu*exp(A(t-v)) dv};
        => h_b = exp(A(dt_a + ... + dt_{b-1})) * (h_a + sum_{a}_{b-1}_{Bu*exp(-A(dt_a + ... + dt_i)) dt_i});
           y_i = C_i*h_i + D*u_i
        """
        """
        us, dts: (L, B, G, D) # L is chunk_size
        As: (G, D, N)
        Bs, Cs: (L, B, G, N)
        Ds: (G, D)
        hprefix: (B, G, D, N)
        """
        ts = dts.cumsum(dim=0)
        Ats = torch.einsum("gdn,lbgd->lbgdn", As, ts).exp()
        scale = Ats[-1].detach()
        rAts = Ats / scale
        duts = dts * us
        dtBus = torch.einsum("lbgd,lbgn->lbgdn", duts, Bs)
        hs_tmp = rAts * (dtBus / rAts).cumsum(dim=0) 
        hs = hs_tmp + Ats * hprefix.unsqueeze(0)
        ys = torch.einsum("lbgn,lbgdn->lbgd", Cs, hs) 
        return ys, hs
    
    inp_dtype = us.dtype
    has_D = Ds is not None

    dts = dts.float()
    if delta_bias is not None:
        dts = dts + delta_bias.view(1, -1, 1).float()
    if delta_softplus:
        dts = torch.nn.functional.softplus(dts)
    
    if len(Bs.shape) == 3:
        Bs = Bs.unsqueeze(1)
    if len(Cs.shape) == 3:
        Cs = Cs.unsqueeze(1)
    B, G, N, L = Bs.shape
    us = us.view(B, G, -1, L).permute(3, 0, 1, 2).float()
    dts = dts.view(B, G, -1, L).permute(3, 0, 1, 2).float()
    As = As.view(G, -1, N).float()
    Bs = Bs.permute(3, 0, 1, 2).float()
    Cs = Cs.permute(3, 0, 1, 2).float()
    Ds = Ds.view(G, -1).float() if has_D else None
    D = As.shape[1]
    
    oys = []
    # ohs = []
    hprefix = us.new_zeros((B, G, D, N), dtype=torch.float)
    for i in range(0, L - 1, chunksize):
        ys, hs = selective_scan_chunk(
            us[i:i + chunksize], dts[i:i + chunksize], 
            As, Bs[i:i + chunksize], Cs[i:i + chunksize], hprefix, 
        )
        oys.append(ys)
        # ohs.append(hs)
        hprefix = hs[-1]

    oys = torch.cat(oys, dim=0)
    # ohs = torch.cat(ohs, dim=0)
    if has_D:
        oys = oys + Ds * us
    oys = oys.permute(1, 2, 3, 0).view(B, -1, L)
    oys = oys.to(inp_dtype)
    # hprefix = hprefix.to(inp_dtype)

    return oys if not return_last_state else (oys, hprefix.view(B, G * D, N))

to test

pytest test_selective_scan.py