I have a large 3D NumPy array:
x = np.random.rand(1_000_000_000).reshape(500, 1000, 2000)
And for each of the 500 2D arrays, I need to keep only the largest 800 elements within each column of each 2D array. To avoid costly sorting, I decided to use np.argpartition:
k = 800
idx = np.argpartition(x, -k, axis=1)[:, -k:]
result = x[np.arange(x.shape[0])[:, None, None], idx, np.arange(x.shape[2])]
While np.argpartition is reasonably fast, using idx to index back into x is really slow. Is there a faster (and memory efficient) way to perform this indexing?
Note that the results do not need to be in ascending sorted order. They just need to be the top 800
cutting the size by 10 to fit my memory, here are times for the various steps:
Creationg:
In [65]: timeit x = np.random.rand(1_000_000_00).reshape(500, 1000, 200)
1.89 s ± 82 ms per loop (mean ± std. dev. of 7 runs, 1 loop each)
In [66]: x = np.random.rand(1_000_000_00).reshape(500, 1000, 200)
In [67]: k=800
sort:
In [68]: idx = np.argpartition(x, -k, axis=1)[:, -k:]
In [69]: timeit idx = np.argpartition(x, -k, axis=1)[:, -k:]
2.52 s ± 292 ms per loop (mean ± std. dev. of 7 runs, 1 loop each)
the indexing:
In [70]: result = x[np.arange(x.shape[0])[:, None, None], idx, np.arange(x.shape[2])]
In [71]: timeit result = x[np.arange(x.shape[0])[:, None, None], idx, np.arange(x.shape[2])]
The slowest run took 4.11 times longer than the fastest. This could mean that an intermediate result is being cached.
2.6 s ± 1.87 s per loop (mean ± std. dev. of 7 runs, 1 loop each)
All three steps take about the same time. I don't see anything unusual about the last indexing. This .8 GB.
A simple copy, without indexing is nearly 1 sec.
In [75]: timeit x.copy()
980 ms ± 231 ms per loop (mean ± std. dev. of 7 runs, 1 loop each)
and full copy with advanced indexing:
In [77]: timeit x[np.arange(x.shape[0])[:, None, None], np.arange(x.shape[1])[:,
...: None], np.arange(x.shape[2])]
1.47 s ± 37.7 ms per loop (mean ± std. dev. of 7 runs, 1 loop each)
trying the idx again:
In [78]: timeit result = x[np.arange(x.shape[0])[:, None, None], idx, np.arange(x.shape[2])]
1.71 s ± 42.6 ms per loop (mean ± std. dev. of 7 runs, 1 loop each)
Keep in mind that when the operations start using nearly all the memory, and/or start requiring swapping and special memory requests to the OS, timings can really go to pot.
edit
You don't need the two step process. Just use partition:
out = np.partition(x, -k, axis=1)[:, -k:]
This is the same as result, and takes the same time as the idx step.
Related
numpy.full() is a great function which allows us to generate an array of specific shape and values. For example,
>>>np.full((2,2),[1,2])
array([[1,2],
[1,2]])
However, it does not have a built-in option to apply values along a specific axis. So, the following code would not work:
>>>np.full((2,2),[1,2],axis=0)
array([[1,1],
[2,2]])
Hence, I am wondering how I can create a 10x48x271x397 multidimensional array with values [1,2,3,4,5,6,7,8,9,10] inserted along axis=0? In other words, an array with [1,2,3,4,5,6,7,8,9,10] repeated along the first dimensional axis. Is there a way to do this using numpy.full() or an alternative method?
#Does not work, no axis argument in np.full()
values=[1,2,3,4,5,6,7,8,9,10]
np.full((10, 48, 271, 397), values, axis=0)
Edit: adding ideas from Michael Szczesny
import numpy as np
shape = (10, 48, 271, 397)
root = np.arange(shape[0])
You can use np.full or np.broadcast_to (only get a view at creation time):
arr1 = np.broadcast_to(root, shape[::-1]).T
arr2 = np.full(shape[::-1], fill_value=root).T
%timeit np.broadcast_to(root, shape[::-1]).T
%timeit np.full(shape[::-1], fill_value=root).T
# 3.56 µs ± 18.2 ns per loop (mean ± std. dev. of 7 runs, 100,000 loops each)
# 75.6 ms ± 243 µs per loop (mean ± std. dev. of 7 runs, 10 loops each)
And instead of getting the shape backwards and the array backwards again, you can use singleton dimension, but it seems less generalizable:
root = root[:, None, None, None]
arr3 = np.broadcast_to(root, shape)
arr4 = np.full(shape, fill_value=root)
root = np.arange(shape[0])
%timeit root_ = root[:, None, None, None]; np.broadcast_to(root_, shape)
%timeit root_ = root[:, None, None, None]; np.full(shape, fill_value=root_)
# 3.61 µs ± 6.36 ns per loop (mean ± std. dev. of 7 runs, 100,000 loops each)
# 57.5 ms ± 114 µs per loop (mean ± std. dev. of 7 runs, 10 loops each)
Checks that everything is equal and actually what we want:
assert arr1.shape == shape
for i in range(shape[0]):
sub = arr1[i]
assert np.all(sub == i)
assert np.all(arr1 == arr2)
assert np.all(arr1 == arr3)
assert np.all(arr1 == arr4)
I implemented codes to try to get maximum occurrence in numpy array. I was satisfactory using numba, but got limitations. I wonder whether it can be improved to a general case.
numba implementation
import numba as nb
import numpy as np
import collections
#nb.njit("int64(int64[:])")
def max_count_unique_num(x):
"""
Counts maximum number of unique integer in x.
Args:
x (numpy array): Integer array.
Returns:
Int
"""
# get maximum value
m = x[0]
for v in x:
if v > m:
m = v
if m == 0:
return x.size
# count each unique value
num = np.zeros(m + 1, dtype=x.dtype)
for k in x:
num[k] += 1
# maximum count
m = 0
for k in num:
if k > m:
m = k
return m
For comparisons, I also implemented numpy's unique and collections.Counter
def np_unique(x):
""" Counts maximum occurrence using numpy's unique. """
ux, uc = np.unique(x, return_counts=True)
return uc.max()
def counter(x):
""" Counts maximum occurrence using collections.Counter. """
counts = collections.Counter(x)
return max(counts.values())
timeit
Edit: Add np.bincount for additional comparison, as suggested by #MechanicPig.
In [1]: x = np.random.randint(0, 2000, size=30000).astype(np.int64)
In [2]: %timeit max_count_unique_num(x)
30 µs ± 387 ns per loop (mean ± std. dev. of 7 runs, 10,000 loops each)
In [3]: %timeit np_unique(x)
1.14 ms ± 1.65 µs per loop (mean ± std. dev. of 7 runs, 1,000 loops each)
In [4]: %timeit counter(x)
2.68 ms ± 33.9 µs per loop (mean ± std. dev. of 7 runs, 100 loops each)
In [5]: x = np.random.randint(0, 200000, size=30000).astype(np.int64)
In [6]: %timeit counter(x)
3.07 ms ± 40.5 µs per loop (mean ± std. dev. of 7 runs, 100 loops each)
In [7]: %timeit np_unique(x)
1.3 ms ± 7.35 µs per loop (mean ± std. dev. of 7 runs, 1,000 loops each)
In [8]: %timeit max_count_unique_num(x)
490 µs ± 1.47 µs per loop (mean ± std. dev. of 7 runs, 1,000 loops each)
In [9]: x = np.random.randint(0, 2000, size=30000).astype(np.int64)
In [10]: %timeit np.bincount(x).max()
32.3 µs ± 250 ns per loop (mean ± std. dev. of 7 runs, 10,000 loops each)
In [11]: x = np.random.randint(0, 200000, size=30000).astype(np.int64)
In [12]: %timeit np.bincount(x).max()
830 µs ± 6.09 µs per loop (mean ± std. dev. of 7 runs, 1,000 loops each)
The limitations of numba implementation are quite obvious: efficiency only when all values in x are small positive int and will be significantly reduced for very large int; not applicable to float and negative values.
Any way I can generalize the implementation and keep the speed?
Update
After checking the source code of np.unique, an implementation for general cases can be:
#nb.njit(["int64(int64[:])", "int64(float64[:])"])
def max_count_unique_num_2(x):
x.sort()
n = 0
k = 0
x0 = x[0]
for v in x:
if x0 == v:
k += 1
else:
if k > n:
n = k
k = 1
x0 = v
# for last item in x if it equals to previous one
if k > n:
n = k
return n
timeit
In [154]: x = np.random.randint(0, 200000, size=30000).astype(np.int64)
In [155]: %timeit max_count_unique_num(x)
519 µs ± 5.33 µs per loop (mean ± std. dev. of 7 runs, 1,000 loops each)
In [156]: %timeit np_unique(x)
1.3 ms ± 9.88 µs per loop (mean ± std. dev. of 7 runs, 1,000 loops each)
In [157]: %timeit max_count_unique_num_2(x)
240 µs ± 1.92 µs per loop (mean ± std. dev. of 7 runs, 1,000 loops each)
In [158]: x = np.random.randint(0, 200000, size=300000).astype(np.int64)
In [159]: %timeit max_count_unique_num(x)
1.01 ms ± 7.2 µs per loop (mean ± std. dev. of 7 runs, 1,000 loops each)
In [160]: %timeit np_unique(x)
18.1 ms ± 395 µs per loop (mean ± std. dev. of 7 runs, 100 loops each)
In [161]: %timeit max_count_unique_num_2(x)
3.58 ms ± 28.7 µs per loop (mean ± std. dev. of 7 runs, 100 loops each)
So:
If large integer in x and the size is not large, max_count_unique_num_2 beats max_count_unique_num.
Both max_count_unique_num and max_count_unique_num_2 are significantly faster than np.unique.
Small modification on max_count_unique_num_2 can return the item that has maximum occurrence, even all items having same maximum occurrence.
max_count_unique_num_2 can even be accelerated if x is itself sorted by removing x.sort().
What if shortening your code:
#nb.njit("int64(int64[:])", fastmath=True)
def shortened(x):
num = np.zeros(x.max() + 1, dtype=x.dtype)
for k in x:
num[k] += 1
return num.max()
or paralleled:
#nb.njit("int64(int64[:])", parallel=True, fastmath=True)
def shortened_paralleled(x):
num = np.zeros(x.max() + 1, dtype=x.dtype)
for k in nb.prange(x.size):
num[x[k]] += 1
return num.max()
Parallelizing will beat for larger data sizes. Note that parallel will get different result in some runs and need to be cured if be possible.
For handling the floats (or negative values) using Numba:
#nb.njit("int8(float64[:])", fastmath=True)
def shortened_float(x):
num = np.zeros(x.size, dtype=np.int8)
for k in x:
for j in range(x.shape[0]):
if k == x[j]:
num[j] += 1
return num.max()
IMO, np.unique(x, return_counts=True)[1].max() is the best choice which handle both integers and floats in a very fast implementation. Numba can be faster for integers (it depends on the data sizes as larger data sizes weaker performance; AIK, it is due to looping instinct than arrays), but for floats the code must be optimized in terms of performance if it could; But I don't think that Numba can beat NumPy unique, particularly when we faced to large data.
Notes: np.bincount can handle just integers.
You can do that without using numpy too.
arr = [1,1,2,2,3,3,4,5,6,1,3,5,7,1]
counts = list(map(list(arr).count, set(arr)))
list(set(arr))[counts.index(max(counts))]
If you want to use numpy then try this,
arr = np.array([1,1,2,2,3,3,4,5,6,1,3,5,7,1])
uniques, counts = np.unique(arr, return_counts = True)
uniques[np.where(counts == counts.max())]
Both do the exact same job. To check which method is more efficient just do this,
time_i = time.time()
<arr declaration> # Creating a new array each iteration can cause the total time to increase which would be biased against the numpy method.
for i in range(10**5):
<method you want>
time_f = time.time()
When I ran this I got 0.39 seconds for the first method and 2.69 for the second one. So it's pretty safe to say that the first method is more efficient.
What I want to say is that your implementation is almost the same as numpy.bincount. If you want to make it universal, you can consider encoding the original data:
def encode(ar):
# Equivalent to numpy.unique(ar, return_inverse=True)[1] when ar.ndim == 1
flatten = ar.ravel()
perm = flatten.argsort()
sort = flatten[perm]
mask = np.concatenate(([False], sort[1:] != sort[:-1]))
encoded = np.empty(sort.shape, np.int64)
encoded[perm] = mask.cumsum()
encoded.shape = ar.shape
return encoded
def count_max(ar):
return max_count_unique_num(encode(ar))
import numpy as np
a = np.random.random((500, 500, 500))
b = np.random.random((500, 500))
%timeit a[250, :, :] = b
%timeit a[:, 250, :] = b
%timeit a[:, :, 250] = b
107 µs ± 2.76 µs per loop (mean ± std. dev. of 7 runs, 10000 loops each)
52 µs ± 88.1 ns per loop (mean ± std. dev. of 7 runs, 10000 loops each)
1.59 ms ± 4.45 µs per loop (mean ± std. dev. of 7 runs, 1000 loops each)
Observations:
Performance across the three runs above is different: modifying the 1st and 3rd dimension (slicing the 2nd) is the fastest among the three, while modifying the 1st and 2nd dimension (slicing the 3rd) is the slowest.
There seems no monotonicity of speed w.r.t. the dimension being sliced.
Questions are:
What mechanism behind numpy makes my observations?
With answer to 1st question in mind, how to speed up my code by arranging dimensions properly, as some dimensions are modified in bulk and the rests are just being sliced?
As several comments have indicated, it's all about locality of reference. Think about what numpy has to do at the low-level, and how far away from each other in memory the consecutive lvalues are in the 3rd case.
Note also how the results of the timings change when the array are not C-contiguous, but F-contiguous instead:
a = np.asfortranarray(a)
b = np.asfortranarray(b)
%timeit a[250, :, :] = b
%timeit a[:, 250, :] = b
%timeit a[:, :, 250] = b
892 µs ± 22 µs per loop (mean ± std. dev. of 7 runs, 1000 loops each)
169 µs ± 66.4 ns per loop (mean ± std. dev. of 7 runs, 10000 loops each)
158 µs ± 24.2 ns per loop (mean ± std. dev. of 7 runs, 10000 loops each)
(very small side-note: for the same reason, it is sometimes advantageous to sort a DataFrame before doing a groupby and a bunch of repetitive operations on the groups, somewhat counter-intuitively since the sort itself takes O(nlogn)).
I have a calculation in my code that get carried out thousands of times and I wanted to see if I could make it faster as it is currently using two nested loops. I assumed that if I used broadcasting I could make it several times faster.
I've shown the two options below, which thankfully give the same results.
import numpy as np
n = 1000
x = np.random.random([n, 3])
y = np.random.random([n, 3])
func_weight = np.random.random(n)
result = np.zeros([n, 9])
result_2 = np.zeros([n, 9])
# existing
for a in range(3):
for b in range(3):
result[:, 3*a + b] = x[:, a] * y[:, b] * func_weight
# broadcasting - assumed this would be faster
for a in range(3):
result_2[:, 3*a:3*(a+1)] = np.expand_dims(x[:, a], axis=-1) * y * np.expand_dims(func_weight, axis=-1)
Timings
n=100
nested loops: 24.7 µs ± 362 ns per loop (mean ± std. dev. of 7 runs, 10000 loops each)
broadcasting: 70.3 µs ± 1.22 µs per loop (mean ± std. dev. of 7 runs, 10000 loops each)
n=1000
nested loops: 50.5 µs ± 913 ns per loop (mean ± std. dev. of 7 runs, 10000 loops each)
broadcasting: 148 µs ± 372 ns per loop (mean ± std. dev. of 7 runs, 10000 loops each)
n=10000
nested loops: 327 µs ± 7.99 µs per loop (mean ± std. dev. of 7 runs, 1000 loops each)
broadcasting: 864 µs ± 5.57 µs per loop (mean ± std. dev. of 7 runs, 1000 loops each)
In my testing, broadcasting is always slower, so I'm a little confused as to what is happening. I'm guessing that because I had to use expand_dims to get the shapes aligned in the second solution, that is what the big impact on performance is. Is that correct? As the array size grows, there's not much change in performance with the nested loop always about 3 times quicker.
Is there a more optimal third solution that I haven't considered?
In [126]: %%timeit
...: result = np.zeros([n,9])
...: for a in range(3):
...: for b in range(3):
...: result[:, 3*a + b] = x[:, a] * y[:, b] * func_weight
141 µs ± 255 ns per loop (mean ± std. dev. of 7 runs, 10000 loops each)
In [128]: %%timeit
...: result_2 = np.zeros([n,9])
...: for a in range(3):
...: result_2[:, 3*a:3*(a+1)] = np.expand_dims(x[:, a], axis=-1) * y * n
...: p.expand_dims(func_weight, axis=-1)
202 µs ± 10.8 µs per loop (mean ± std. dev. of 7 runs, 1000 loops each)
A fully broadcasted version:
In [130]: %%timeit
...: result_3 = (x[:,:,None]*y[:,None,:]*func_weight[:,None,None]).reshape(
...: n,9)
88.8 µs ± 73.1 ns per loop (mean ± std. dev. of 7 runs, 10000 loops each)
Replacing the expand_dims with np.newaxis/None expansion:
In [131]: %%timeit
...: result_2 = np.zeros([n,9])
...: for a in range(3):
...: result_2[:, 3*a:3*(a+1)] = x[:, a,None] * y * func_weight[:,None]
132 µs ± 315 ns per loop (mean ± std. dev. of 7 runs, 10000 loops each)
So yes, expand_dims is a bit slow, I think because it tries to be general purpose. And an extra layer of function calls.
expand_dims is just a.reshape(shape), but it takes a bit of time to translate your axis parameter into the shape tuple. As an experienced user I find that the None syntax is clearer (and faster) - visually it stands out as a dimension-adding action.
Using the following code, I get the impression that the insert into a numpy array is dependant from the array size.
Are there any numpy based workarounds for this performance limit (or also non numpy based)?
if True:
import numpy as np
import datetime
import timeit
myArray = np.empty((0, 2), dtype='object')
myString = "myArray = np.insert(myArray, myArray.shape[0], [[ds, runner]], axis=0)"
runner = 1
ds = datetime.datetime.utcfromtimestamp(runner)
% timeit myString
19.3 ns ± 0.715 ns per loop (mean ± std. dev. of 7 runs, 10000000 loops each)
for runner in range(30_000):
ds = datetime.datetime.utcfromtimestamp(runner)
myArray = np.insert(myArray, myArray.shape[0], [[ds, runner]], axis=0)
print("len(myArray):", len(myArray))
% timeit myString
len(myArray): 30000
38.1 ns ± 1.1 ns per loop (mean ± std. dev. of 7 runs, 10000000 loops each)
This has to do with the way numpy works. For each insert operation, it takes the whole array and stores it in a new place. I would recommend using list append and convert it then to a numpy array. Maybe duplicate of this question
Your approach:
In [18]: arr = np.array([])
In [19]: for i in range(1000):
...: arr = np.insert(arr, arr.shape[0],[1,2,3])
...:
In [20]: arr.shape
Out[20]: (3000,)
In [21]: %%timeit
...: arr = np.array([])
...: for i in range(1000):
...: arr = np.insert(arr, arr.shape[0],[1,2,3])
...:
31.9 ms ± 194 µs per loop (mean ± std. dev. of 7 runs, 10 loops each)
Compare that with concatenate:
In [22]: %%timeit
...: arr = np.array([])
...: for i in range(1000):
...: arr = np.concatenate((arr, [1,2,3]))
...:
5.49 ms ± 20.6 µs per loop (mean ± std. dev. of 7 runs, 100 loops each)
and with a list extend:
In [23]: %%timeit
...: alist = []
...: for i in range(1000):
...: alist.extend([1,2,3])
...: arr = np.array(alist)
384 µs ± 13.2 µs per loop (mean ± std. dev. of 7 runs, 1000 loops each)
We discourage the use of concatenate (or np.append) because it is slow, and can be hard to initialize. List append, or extend, is faster. Your use of insert is even worse than concatenate.
concatenate makes a whole new array each time. insert does so as well, but because it's designed to put the new values anywhere in the original, it is much more complicated, and hence slower. Look at its code if you don't believe me.
lists are designed for growth; new items are added via a simple object (pointer) insertion into a buffer that has growth growth. That is, the growth takes occurs in-place.
Insertion into a full array is also pretty good:
In [27]: %%timeit
...: arr = np.zeros((1000,3),int)
...: for i in range(1000):
...: arr[i,:] = [1,2,3]
...: arr = arr.ravel()
1.69 ms ± 9.47 µs per loop (mean ± std. dev. of 7 runs, 1000 loops each)