[1]:
import numpy as np
import matplotlib.pyplot as plt
import cython
import timeit
import math
[2]:
%load_ext cython
Native code compilation¶
We will see how to convert Python code to native compiled code. We will use the example of calculating the pairwise distance between a set of vectors, a \(O(n^2)\) operation.
For native code compilation, it is usually preferable to use explicit for loops and minimize the use of numpy
vectorization and broadcasting because
It makes it easier for the
numba
JIT to optimizeIt is easier to “cythonize”
It is easier to port to C++
However, use of vectors and matrices is fine especially if you will be porting to use a C++ library such as Eigen.
Timing code¶
Manual¶
[3]:
import time
def f(n=1):
start = time.time()
time.sleep(n)
elapsed = time.time() - start
return elapsed
[4]:
f(1)
[4]:
1.0010859966278076
Clock time¶
The time
magic function calls the Unix time
command. This returns 3 different times:
user time is time spent by user code and libraries
sys time is time spent on operating system calls (kernel calls)
wall time is time that has elapsed from your perspective
For concurrent programs, user/sys time can be greater than wall time.
[5]:
%%time
time.sleep(1)
CPU times: user 0 ns, sys: 4 ms, total: 4 ms
Wall time: 1 s
Using timeit
¶
The -r
argument says how many runs to average over, and -n
says how many times to run the function in a loop per run. See %timeit?
for more information.
[6]:
%timeit time.sleep(0.01)
10.1 ms ± 4.06 µs per loop (mean ± std. dev. of 7 runs, 100 loops each)
[7]:
%timeit -r3 time.sleep(0.01)
10.1 ms ± 7.18 µs per loop (mean ± std. dev. of 3 runs, 100 loops each)
[8]:
%timeit -n10 time.sleep(0.01)
10.1 ms ± 9.42 µs per loop (mean ± std. dev. of 7 runs, 10 loops each)
[9]:
%timeit -r3 -n10 time.sleep(0.01)
10.1 ms ± 6.49 µs per loop (mean ± std. dev. of 3 runs, 10 loops each)
The -o
flag returns an object of the time statistics
[10]:
t1 = %timeit -n10 -o time.sleep(0.01)
10.1 ms ± 6.65 µs per loop (mean ± std. dev. of 7 runs, 10 loops each)
[11]:
t1
[11]:
<TimeitResult : 10.1 ms ± 6.65 µs per loop (mean ± std. dev. of 7 runs, 10 loops each)>
[12]:
', '.join([method for method in dir(t1) if not method.startswith('_')])
[12]:
'all_runs, average, best, compile_time, loops, repeat, stdev, timings, worst'
You can also use timeit
as a Python module.
Pass it a callable with no arguments or a string. This is not as convenient as the magic function.
[13]:
import timeit
[14]:
timeit.timeit('time.sleep(0.01)', number=10)
[14]:
0.10120830964297056
[15]:
timeit.timeit(lambda: time.sleep(0.01), number=10)
[15]:
0.10086959507316351
Time unit conversions¶
1 s = 1,000 ms
1 ms = 1,000 µs
1 µs = 1,000 ns
Profiling¶
If you want to identify bottlenecks in a Python script, do the following:
First make sure that the script is modular - i.e. it consists mainly of function calls
Each function should be fairly small and only do one thing
Then run a profiler to identify the bottleneck function(s) and optimize them
See the Python docs on profiling Python code
Profiling can be done in a notebook with %prun, with the following readouts as column headers:
ncalls
for the number of calls,
tottime
for the total time spent in the given function (and excluding time made in calls to sub-functions),
percall
is the quotient of tottime divided by ncalls
cumtime
is the total time spent in this and all subfunctions (from invocation till exit). This figure is accurate even for recursive functions.
percall
is the quotient of cumtime divided by primitive calls
filename:lineno(function)
provides the respective data of each function
See %prun?
for more information.
[16]:
def foo1(n):
return np.sum(np.square(np.arange(n)))
def foo2(n):
return sum(i*i for i in range(n))
def foo3(n):
[foo1(n) for i in range(10)]
foo2(n)
def foo4(n):
return [foo2(n) for i in range(100)]
def work(n):
foo1(n)
foo2(n)
foo3(n)
foo4(n)
[17]:
%%time
work(int(1e5))
CPU times: user 1.04 s, sys: 0 ns, total: 1.04 s
Wall time: 1.04 s
-D
saves results in a form that thepstats
moudle can parse.-q
suppresses output
[18]:
%prun -q -D work.prof work(int(1e5))
*** Profile stats marshalled to file 'work.prof'.
[19]:
import pstats
p = pstats.Stats('work.prof')
p.print_stats()
pass
Thu Apr 16 21:58:52 2020 work.prof
10200435 function calls in 10.637 seconds
Random listing order was used
ncalls tottime percall cumtime percall filename:lineno(function)
1 0.000 0.000 10.637 10.637 {built-in method builtins.exec}
11 0.000 0.000 0.000 0.000 {built-in method builtins.isinstance}
102 5.171 0.051 10.632 0.104 {built-in method builtins.sum}
11 0.000 0.000 0.000 0.000 {method 'items' of 'dict' objects}
1 0.000 0.000 10.637 10.637 <ipython-input-16-32cd1fde8562>:14(work)
1 0.000 0.000 10.414 10.414 <ipython-input-16-32cd1fde8562>:11(foo4)
1 0.000 0.000 10.637 10.637 <string>:1(<module>)
1 0.000 0.000 0.108 0.108 <ipython-input-16-32cd1fde8562>:7(foo3)
11 0.000 0.000 0.000 0.000 /opt/conda/lib/python3.6/site-packages/numpy/core/fromnumeric.py:2087(_sum_dispatcher)
11 0.000 0.000 0.001 0.000 /opt/conda/lib/python3.6/site-packages/numpy/core/fromnumeric.py:2092(sum)
11 0.000 0.000 0.001 0.000 <__array_function__ internals>:2(sum)
11 0.000 0.000 0.000 0.000 /opt/conda/lib/python3.6/site-packages/numpy/core/fromnumeric.py:74(<dictcomp>)
11 0.000 0.000 0.001 0.000 /opt/conda/lib/python3.6/site-packages/numpy/core/fromnumeric.py:73(_wrapreduction)
11 0.001 0.000 0.001 0.000 {built-in method numpy.arange}
11 0.000 0.000 0.001 0.000 {built-in method numpy.core._multiarray_umath.implement_array_function}
11 0.001 0.000 0.001 0.000 {method 'reduce' of 'numpy.ufunc' objects}
1 0.000 0.000 0.003 0.003 <ipython-input-16-32cd1fde8562>:8(<listcomp>)
11 0.001 0.000 0.004 0.000 <ipython-input-16-32cd1fde8562>:1(foo1)
1 0.000 0.000 10.414 10.414 <ipython-input-16-32cd1fde8562>:12(<listcomp>)
10200102 5.460 0.000 5.460 0.000 <ipython-input-16-32cd1fde8562>:5(<genexpr>)
102 0.001 0.000 10.633 0.104 <ipython-input-16-32cd1fde8562>:4(foo2)
1 0.000 0.000 0.000 0.000 {method 'disable' of '_lsprof.Profiler' objects}
[20]:
p.sort_stats('time', 'cumulative').print_stats('foo')
pass
Thu Apr 16 21:58:52 2020 work.prof
10200435 function calls in 10.637 seconds
Ordered by: internal time, cumulative time
List reduced from 22 to 4 due to restriction <'foo'>
ncalls tottime percall cumtime percall filename:lineno(function)
11 0.001 0.000 0.004 0.000 <ipython-input-16-32cd1fde8562>:1(foo1)
102 0.001 0.000 10.633 0.104 <ipython-input-16-32cd1fde8562>:4(foo2)
1 0.000 0.000 0.108 0.108 <ipython-input-16-32cd1fde8562>:7(foo3)
1 0.000 0.000 10.414 10.414 <ipython-input-16-32cd1fde8562>:11(foo4)
[21]:
p.sort_stats('ncalls').print_stats(5)
pass
Thu Apr 16 21:58:52 2020 work.prof
10200435 function calls in 10.637 seconds
Ordered by: call count
List reduced from 22 to 5 due to restriction <5>
ncalls tottime percall cumtime percall filename:lineno(function)
10200102 5.460 0.000 5.460 0.000 <ipython-input-16-32cd1fde8562>:5(<genexpr>)
102 5.171 0.051 10.632 0.104 {built-in method builtins.sum}
102 0.001 0.000 10.633 0.104 <ipython-input-16-32cd1fde8562>:4(foo2)
11 0.000 0.000 0.000 0.000 {built-in method builtins.isinstance}
11 0.000 0.000 0.000 0.000 {method 'items' of 'dict' objects}
We can get the results object directly.
[22]:
profile = %prun -r -q work(int(1e5))
[23]:
profile.sort_stats('cumtime').print_stats(5)
pass
10200435 function calls in 10.842 seconds
Ordered by: cumulative time
List reduced from 22 to 5 due to restriction <5>
ncalls tottime percall cumtime percall filename:lineno(function)
1 0.000 0.000 10.842 10.842 {built-in method builtins.exec}
1 0.000 0.000 10.842 10.842 <string>:1(<module>)
1 0.000 0.000 10.842 10.842 <ipython-input-16-32cd1fde8562>:14(work)
102 0.001 0.000 10.838 0.106 <ipython-input-16-32cd1fde8562>:4(foo2)
102 5.273 0.052 10.837 0.106 {built-in method builtins.sum}
We may not need pstats
for simple analysis. This limits to calls with foo
in the name, and sorts by cumtime
.
[24]:
%prun -l foo -s cumtime work(int(1e5))
Optimizing a function¶
Our example will be to optimize a function that calculates the pairwise distance between a set of vectors.
We first use a built-in function fromscipy
to check that our answers are right and also to benchmark how our code compares in speed to an optimized compiled routine.
[25]:
from scipy.spatial.distance import squareform, pdist
[26]:
n = 100
p = 100
xs = np.random.random((n, p))
We save the result to compare with our own implementations later.
[27]:
sol = squareform(pdist(xs))
[28]:
%timeit -r3 -n3 squareform(pdist(xs))
374 µs ± 15.9 µs per loop (mean ± std. dev. of 3 runs, 3 loops each)
Python¶
Simple version¶
[29]:
def pdist_py(xs):
"""Unvectorized Python."""
n, p = xs.shape
A = np.zeros((n, n))
for i in range(n):
for j in range(n):
for k in range(p):
A[i,j] += (xs[i, k] - xs[j, k])**2
A[i,j] = np.sqrt(A[i,j])
return A
Note that we
first check that the output is right
then check how fast the code is
[30]:
func = pdist_py
print(np.allclose(func(xs), sol))
%timeit -r3 -n3 func(xs)
True
1.44 s ± 15.6 ms per loop (mean ± std. dev. of 3 runs, 3 loops each)
Exploiting symmetry¶
[31]:
def pdist_sym(xs):
"""Unvectorized Python."""
n, p = xs.shape
A = np.zeros((n, n))
for i in range(n):
for j in range(i+1, n):
for k in range(p):
A[i,j] += (xs[i, k] - xs[j, k])**2
A[i,j] = np.sqrt(A[i,j])
A += A.T
return A
[32]:
func = pdist_sym
print(np.allclose(func(xs), sol))
%timeit -r3 -n3 func(xs)
True
696 ms ± 2.86 ms per loop (mean ± std. dev. of 3 runs, 3 loops each)
Vectorizing inner loop¶
[33]:
def pdist_vec(xs):
"""Vectorize inner loop."""
n, p = xs.shape
A = np.zeros((n, n))
for i in range(n):
for j in range(i+1, n):
A[i,j] = np.sqrt(np.sum((xs[i] - xs[j])**2))
A += A.T
return A
[34]:
func = pdist_vec
print(np.allclose(func(xs), sol))
%timeit -r3 -n3 func(xs)
True
68.7 ms ± 3.35 ms per loop (mean ± std. dev. of 3 runs, 3 loops each)
Broadcasting and vectorizing¶
Note that the broadcast version does twice as much work as it does not exploit symmetry.
[35]:
def pdist_numpy(xs):
"""Fully vectroized version."""
return np.sqrt(np.square(xs[:, None] - xs[None, :]).sum(axis=-1))
[36]:
func = pdist_numpy
print(np.allclose(func(xs), sol))
%timeit -r3 -n3 squareform(func(xs))
True
276 ms ± 19 ms per loop (mean ± std. dev. of 3 runs, 3 loops each)
JIT with numba
¶
We use the numba.jit
decorator which will trigger generation and execution of compiled code when the function is first called.
[37]:
from numba import jit
Using jit
as a function¶
[38]:
pdist_numba_py = jit(pdist_py, nopython=True, cache=True)
[39]:
func = pdist_numba_py
print(np.allclose(func(xs), sol))
%timeit -r3 -n3 func(xs)
True
2.48 ms ± 130 µs per loop (mean ± std. dev. of 3 runs, 3 loops each)
Using jit
as a decorator¶
[40]:
@jit(nopython=True, cache=True)
def pdist_numba_py_1(xs):
"""Unvectorized Python."""
n, p = xs.shape
A = np.zeros((n, n))
for i in range(n):
for j in range(n):
for k in range(p):
A[i,j] += (xs[i, k] - xs[j, k])**2
A[i,j] = np.sqrt(A[i,j])
return A
[41]:
func = pdist_numba_py_1
print(np.allclose(func(xs), sol))
%timeit -r3 -n3 func(xs)
True
2.57 ms ± 84.9 µs per loop (mean ± std. dev. of 3 runs, 3 loops each)
Can we make the code faster?¶
Note that in the inner loop, we are updating a matrix when we only need to update a scalar. Let’s fix this.
[42]:
@jit(nopython=True, cache=True)
def pdist_numba_py_2(xs):
"""Unvectorized Python."""
n, p = xs.shape
A = np.zeros((n, n))
for i in range(n):
for j in range(n):
d = 0.0
for k in range(p):
d += (xs[i, k] - xs[j, k])**2
A[i,j] = np.sqrt(d)
return A
[43]:
func = pdist_numba_py_2
print(np.allclose(func(xs), sol))
%timeit -r3 -n3 func(xs)
True
1.23 ms ± 35.9 µs per loop (mean ± std. dev. of 3 runs, 3 loops each)
Can we make the code even faster?¶
We can also try to exploit symmetry.
[44]:
@jit(nopython=True, cache=True)
def pdist_numba_py_sym(xs):
"""Unvectorized Python."""
n, p = xs.shape
A = np.zeros((n, n))
for i in range(n):
for j in range(i+1, n):
d = 0.0
for k in range(p):
d += (xs[i, k] - xs[j, k])**2
A[i,j] = np.sqrt(d)
A += A.T
return A
[45]:
func = pdist_numba_py_sym
print(np.allclose(func(xs), sol))
%timeit -r3 -n3 func(xs)
True
668 µs ± 77.7 µs per loop (mean ± std. dev. of 3 runs, 3 loops each)
Does jit
work with vectorized code?¶
[46]:
pdist_numba_vec = jit(pdist_vec, nopython=True, cache=True)
Only inner loop vectorized
[47]:
%timeit -r3 -n3 pdist_vec(xs)
64.8 ms ± 61.7 µs per loop (mean ± std. dev. of 3 runs, 3 loops each)
[48]:
func = pdist_numba_vec
print(np.allclose(func(xs), sol))
%timeit -r3 -n3 func(xs)
True
1.82 ms ± 197 µs per loop (mean ± std. dev. of 3 runs, 3 loops each)
Does jit
work with broadcasting?¶
[49]:
pdist_numba_numpy = jit(pdist_numpy, nopython=True, cache=True)
[50]:
%timeit -r3 -n3 pdist_numpy(xs)
261 ms ± 10.9 ms per loop (mean ± std. dev. of 3 runs, 3 loops each)
This raises an error because numba
does not know how to deal with dummy axes.
[51]:
try:
%timeit -r3 -n3 pdist_numba_numpy(xs)
except Exception as e:
print('Exception raised')
Exception raised
We need to use reshape
to broadcast¶
[52]:
def pdist_numpy_(xs):
"""Fully vectroized version."""
return np.sqrt(np.square(xs.reshape(n,1,p) - xs.reshape(1,n,p)).sum(axis=-1))
[53]:
pdist_numba_numpy_ = jit(pdist_numpy_, nopython=True, cache=True)
[54]:
%timeit -r3 -n3 pdist_numpy_(xs)
292 ms ± 30.3 ms per loop (mean ± std. dev. of 3 runs, 3 loops each)
[55]:
func = pdist_numba_numpy_
print(np.allclose(func(xs), sol))
%timeit -r3 -n3 func(xs)
True
8.18 ms ± 329 µs per loop (mean ± std. dev. of 3 runs, 3 loops each)
Summary¶
numba
appears to work best when converting fairly explicit Python codeThis might change in the future as the
numba
JIT compiler becomes more sophisticatedAlways check optimized code for correctness
We can use
timeit
magic as a simple way to benchmark functions
Cython¶
Cython is an Ahead Of Time (AOT) compiler. It compiles the code and replaces the function invoked with the compiled version.
In the notebook, calling %cython -a
magic shows code colored by how many Python C API calls are being made. You want to reduce the yellow as much as possible.
[56]:
%%cython -a
import numpy as np
def pdist_cython_1(xs):
n, p = xs.shape
A = np.zeros((n, n))
for i in range(n):
for j in range(i+1, n):
d = 0.0
for k in range(p):
d += (xs[i,k] - xs[j,k])**2
A[i,j] = np.sqrt(d)
A += A.T
return A
[56]:
Generated by Cython 0.29.14
Yellow lines hint at Python interaction.
Click on a line that starts with a "+
" to see the C code that Cython generated for it.
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[57]:
def pdist_base(xs):
n, p = xs.shape
A = np.zeros((n, n))
for i in range(n):
for j in range(i+1, n):
d = 0.0
for k in range(p):
d += (xs[i,k] - xs[j,k])**2
A[i,j] = np.sqrt(d)
A += A.T
return A
[58]:
%timeit -r3 -n3 pdist_base(xs)
542 ms ± 13.7 ms per loop (mean ± std. dev. of 3 runs, 3 loops each)
[59]:
func = pdist_cython_1
print(np.allclose(func(xs), sol))
%timeit -r3 -n3 func(xs)
True
567 ms ± 17 ms per loop (mean ± std. dev. of 3 runs, 3 loops each)
Cython with static types¶
We provide types for all variables so that Cython can optimize their compilation to C code.
Note
numpy
functions are optimized for working withndarrays
and have unnecessary overhead for scalars. We therefor replace them with math functions from the Cmath
library.
[60]:
%%cython -a
import cython
import numpy as np
cimport numpy as np
from libc.math cimport sqrt, pow
@cython.boundscheck(False)
@cython.wraparound(False)
def pdist_cython_2(double[:, :] xs):
cdef int n, p
cdef int i, j, k
cdef double[:, :] A
cdef double d
n = xs.shape[0]
p = xs.shape[1]
A = np.zeros((n, n))
for i in range(n):
for j in range(i+1, n):
d = 0.0
for k in range(p):
d += pow(xs[i,k] - xs[j,k],2)
A[i,j] = sqrt(d)
for i in range(1, n):
for j in range(i):
A[i, j] = A[j, i]
return A
[60]:
Generated by Cython 0.29.14
Yellow lines hint at Python interaction.
Click on a line that starts with a "+
" to see the C code that Cython generated for it.
01:
+02: import cython
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04: cimport numpy as np
05: from libc.math cimport sqrt, pow
06:
07: @cython.boundscheck(False)
08: @cython.wraparound(False)
+09: def pdist_cython_2(double[:, :] xs):
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10: cdef int n, p
11: cdef int i, j, k
12: cdef double[:, :] A
13: cdef double d
14:
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__pyx_v_n = (__pyx_v_xs.shape[0]);
+16: p = xs.shape[1]
__pyx_v_p = (__pyx_v_xs.shape[1]);
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+18: for i in range(n):
__pyx_t_7 = __pyx_v_n; __pyx_t_8 = __pyx_t_7; for (__pyx_t_9 = 0; __pyx_t_9 < __pyx_t_8; __pyx_t_9+=1) { __pyx_v_i = __pyx_t_9;
+19: for j in range(i+1, n):
__pyx_t_10 = __pyx_v_n; __pyx_t_11 = __pyx_t_10; for (__pyx_t_12 = (__pyx_v_i + 1); __pyx_t_12 < __pyx_t_11; __pyx_t_12+=1) { __pyx_v_j = __pyx_t_12;
+20: d = 0.0
__pyx_v_d = 0.0;
+21: for k in range(p):
__pyx_t_13 = __pyx_v_p; __pyx_t_14 = __pyx_t_13; for (__pyx_t_15 = 0; __pyx_t_15 < __pyx_t_14; __pyx_t_15+=1) { __pyx_v_k = __pyx_t_15;
+22: d += pow(xs[i,k] - xs[j,k],2)
__pyx_t_16 = __pyx_v_i; __pyx_t_17 = __pyx_v_k; __pyx_t_18 = __pyx_v_j; __pyx_t_19 = __pyx_v_k; __pyx_v_d = (__pyx_v_d + pow(((*((double *) ( /* dim=1 */ (( /* dim=0 */ (__pyx_v_xs.data + __pyx_t_16 * __pyx_v_xs.strides[0]) ) + __pyx_t_17 * __pyx_v_xs.strides[1]) ))) - (*((double *) ( /* dim=1 */ (( /* dim=0 */ (__pyx_v_xs.data + __pyx_t_18 * __pyx_v_xs.strides[0]) ) + __pyx_t_19 * __pyx_v_xs.strides[1]) )))), 2.0)); }
+23: A[i,j] = sqrt(d)
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+24: for i in range(1, n):
__pyx_t_7 = __pyx_v_n; __pyx_t_8 = __pyx_t_7; for (__pyx_t_9 = 1; __pyx_t_9 < __pyx_t_8; __pyx_t_9+=1) { __pyx_v_i = __pyx_t_9;
+25: for j in range(i):
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[61]:
func = pdist_cython_2
print(np.allclose(func(xs), sol))
%timeit -r3 -n1 func(xs)
True
686 µs ± 44.6 µs per loop (mean ± std. dev. of 3 runs, 1 loop each)
[ ]: