I'm trying to optimize the function 'pw' in the following code using only NumPy functions (or perhaps list comprehensions).
from time import time
import numpy as np
def pw(x, udata):
"""
Creates the step function
| 1, if d0 <= x < d1
| 2, if d1 <= x < d2
pw(x,data) = ...
| N, if d(N-1) <= x < dN
| 0, otherwise
where di is the ith element in data.
INPUT: x -- interval which the step function is defined over
data -- an ordered set of data (without repetitions)
OUTPUT: pw_func -- an array of size x.shape[0]
"""
vals = np.arange(1,udata.shape[0]+1).reshape(udata.shape[0],1)
pw_func = np.sum(np.where(np.greater_equal(x,udata)*np.less(x,np.roll(udata,-1)),vals,0),axis=0)
return pw_func
N = 50000
x = np.linspace(0,10,N)
data = [1,3,4,5,5,7]
udata = np.unique(data)
ti = time()
pw(x,udata)
tf = time()
print(tf - ti)
import cProfile
cProfile.run('pw(x,udata)')
The cProfile.run is telling me that most of the overhead is coming from np.where (about 1 ms) but I'd like to create faster code if possible. It seems that performing the operations row-wise versus column-wise makes some difference, unless I'm mistaken, but I think I've accounted for it. I know that sometimes list comprehensions can be faster but I couldn't figure out a faster way than what I'm doing using it.
Searchsorted seems to yield better performance but that 1 ms still remains on my computer:
(modified)
def pw(xx, uu):
"""
Creates the step function
| 1, if d0 <= x < d1
| 2, if d1 <= x < d2
pw(x,data) = ...
| N, if d(N-1) <= x < dN
| 0, otherwise
where di is the ith element in data.
INPUT: x -- interval which the step function is defined over
data -- an ordered set of data (without repetitions)
OUTPUT: pw_func -- an array of size x.shape[0]
"""
inds = np.searchsorted(uu, xx, side='right')
vals = np.arange(1,uu.shape[0]+1)
pw_func = vals[inds[inds != uu.shape[0]]]
num_mins = np.sum(xx < np.min(uu))
num_maxs = np.sum(xx > np.max(uu))
pw_func = np.concatenate((np.zeros(num_mins), pw_func, np.zeros(xx.shape[0]-pw_func.shape[0]-num_mins)))
return pw_func
This answer using piecewise seems pretty close, but that's on a scalar x0 and x1. How would I do it on arrays? And would it be more efficient?
Understandably, x may be pretty big but I'm trying to put it through a stress test.
I am still learning though so some hints or tricks that can help me out would be great.
EDIT
There seems to be a mistake in the second function since the resulting array from the second function doesn't match the first one (which I'm confident that it works):
N1 = pw1(x,udata.reshape(udata.shape[0],1)).shape[0]
N2 = np.sum(pw1(x,udata.reshape(udata.shape[0],1)) == pw2(x,udata))
print(N1 - N2)
yields
15000
data points that are not the same. So it seems that I don't know how to use 'searchsorted'.
EDIT 2
Actually I fixed it:
pw_func = vals[inds[inds != uu.shape[0]]]
was changed to
pw_func = vals[inds[inds[(inds != uu.shape[0])*(inds != 0)]-1]]
so at least the resulting arrays match. But the question still remains on whether there's a more efficient way of going about doing this.
EDIT 3
Thanks Tin Lai for pointing out the mistake. This one should work
pw_func = vals[inds[(inds != uu.shape[0])*(inds != 0)]-1]
Maybe a more readable way of presenting it would be
non_endpts = (inds != uu.shape[0])*(inds != 0) # only consider the points in between the min/max data values
shift_inds = inds[non_endpts]-1 # searchsorted side='right' includes the left end point and not right end point so a shift is needed
pw_func = vals[shift_inds]
I think I got lost in all those brackets! I guess that's the importance of readability.
A very abstract yet interesting problem! Thanks for entertaining me, I had fun :)
ps I'm not sure about your pw2
I wasn't able to get it output the same as pw1
.
For reference the original pw
s:
def pw1(x, udata):
vals = np.arange(1,udata.shape[0]+1).reshape(udata.shape[0],1)
pw_func = np.sum(np.where(np.greater_equal(x,udata)*np.less(x,np.roll(udata,-1)),vals,0),axis=0)
return pw_func
def pw2(xx, uu):
inds = np.searchsorted(uu, xx, side='right')
vals = np.arange(1,uu.shape[0]+1)
pw_func = vals[inds[inds[(inds != uu.shape[0])*(inds != 0)]-1]]
num_mins = np.sum(xx < np.min(uu))
num_maxs = np.sum(xx > np.max(uu))
pw_func = np.concatenate((np.zeros(num_mins), pw_func, np.zeros(xx.shape[0]-pw_func.shape[0]-num_mins)))
return pw_func
My first attempt was utilising a lot of boardcasting operation from numpy
:
def pw3(x, udata):
# the None slice is to create new axis
step_bool = x >= udata[None,:].T
# we exploit the fact that bools are integer value of 1s
# skipping the last value in "data"
step_vals = np.sum(step_bool[:-1], axis=0)
# for the step_bool that we skipped from previous step (last index)
# we set it to zerp so that we can negate the step_vals once we reached
# the last value in "data"
step_vals[step_bool[-1]] = 0
return step_vals
After looking at the searchsorted
from your pw2
I had a new approach that utilise it with much higher performance:
def pw4(x, udata):
inds = np.searchsorted(udata, x, side='right')
# fix-ups the last data if x is already out of range of data[-1]
if x[-1] > udata[-1]:
inds[inds == inds[-1]] = 0
return inds
Plots with:
plt.plot(pw1(x,udata.reshape(udata.shape[0],1)), label='pw1')
plt.plot(pw2(x,udata), label='pw2')
plt.plot(pw3(x,udata), label='pw3')
plt.plot(pw4(x,udata), label='pw4')
with data = [1,3,4,5,5,7]
:
with data = [1,3,4,5,5,7,11]
pw1
, pw3
, pw4
are all identical
print(np.all(pw1(x,udata.reshape(udata.shape[0],1)) == pw3(x,udata)))
>>> True
print(np.all(pw1(x,udata.reshape(udata.shape[0],1)) == pw4(x,udata)))
>>> True
Performance: ( timeit
by default runs 3 times, average of number=N
of times)
print(timeit.Timer('pw1(x,udata.reshape(udata.shape[0],1))', "from __main__ import pw1, x, udata").repeat(number=1000))
>>> [3.1938983199979702, 1.6096494779994828, 1.962694135003403]
print(timeit.Timer('pw2(x,udata)', "from __main__ import pw2, x, udata").repeat(number=1000))
>>> [0.6884554479984217, 0.6075002400029916, 0.7799002879983163]
print(timeit.Timer('pw3(x,udata)', "from __main__ import pw3, x, udata").repeat(number=1000))
>>> [0.7369808239964186, 0.7557657590004965, 0.8088172269999632]
print(timeit.Timer('pw4(x,udata)', "from __main__ import pw4, x, udata").repeat(number=1000))
>>> [0.20514375300263055, 0.20203858999957447, 0.19906871100101853]
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