I'm facing a problem with vectorizing a function so that it applies efficiently on a numpy array.
My program entries :
A pos_part 2D Array of Nb_particles lines, 3 columns (basicaly x,y,z coordinates, only z is relevant for the part that bothers me) Nb_particles can up to several hundreds of thousands.
An prop_part 1D array with Nb_particles values. This part I got covered, creation is made with some nice numpy functions ; I just put here a basic distribution that ressembles real values.
A z_distances 1D Array, a simple np.arange betwwen z=0 and z=z_max.
Then come the calculation that takes time, because where I can't find a way to do things properply with only numpy operation of arrays. What i want to do is :
For all distances z_i in z_distances, sum all values from prop_part if corresponding particle coordinate z_particle < z_i. This would return a 1D array the same length as z_distances.
My ideas so far :
Version 0, for loop, enumerate and np.where do retrieve the index of values that I need to sum. Obviously quite long.
Version 1, using a mask on a new array (combination of z coordinates and particle properties), and sum on the masked array. Seems better than v0
Version 2, another mask and a np.vectorize, but i understand it's not efficient as vectorize is basicaly a for loop. Still seems better than v0
Version 3, I'm trying to use mask on a function that can I directly apply to z_distances, but it's not working so far.
So, here I am. There is maybe something to do with a sort and a cumulative sum, but I don't know how to do this, so any help would be greatly appreciated. Please find below the code to make things clearer
Thanks in advance.
import numpy as np
import time
import matplotlib.pyplot as plt
# Creation of particles' positions
Nb_part = 150_000
pos_part = 10*np.random.rand(Nb_part,3)
pos_part[:,0] = pos_part[:,1] = 0
#usefull property creation
beta = 1/1.5
prop_part = (1/beta)*np.exp(-pos_part[:,2]/beta)
z_distances = np.arange(0,10,0.1)
#my version 0
t0=time.time()
result = np.empty(len(z_distances))
for index_dist, val_dist in enumerate(z_distances):
positions = np.where(pos_part[:,2]<val_dist)[0]
result[index_dist] = sum(prop_part[i] for i in positions)
print("v0 :",time.time()-t0)
#A graph to help understand
plt.figure()
plt.plot(z_distances,result, c="red")
plt.ylabel("Sum of particles' usefull property for particles with z-pos<d")
plt.xlabel("d")
#version 1 ??
t1=time.time()
combi = np.column_stack((pos_part[:,2],prop_part))
result2 = np.empty(len(z_distances))
for index_dist, val_dist in enumerate(z_distances):
mask = (combi[:,0]<val_dist)
result2[index_dist]=sum(combi[:,1][mask])
print("v1 :",time.time()-t1)
plt.plot(z_distances,result2, c="blue")
#version 2
t2=time.time()
def themask(a):
mask = (combi[:,0]<a)
return sum(combi[:,1][mask])
thefunc = np.vectorize(themask)
result3 = thefunc(z_distances)
print("v2 :",time.time()-t2)
plt.plot(z_distances,result3, c="green")
### This does not work so far
# version 3
# =============================
# t3=time.time()
# def thesum(a):
# mask = combi[combi[:,0]<a]
# return sum(mask[:,1])
# result4 = thesum(z_distances)
# print("v3 :",time.time()-t3)
# =============================
You can get a lot more performance by writing your first version completely in numpy. Replace pythons sum with np.sum. Instead of the for i in positions list comprehension, simply pass the positions mask you are creating anyways.
Indeed, the np.where is not necessary and my best version looks like:
#my version 0
t0=time.time()
result = np.empty(len(z_distances))
for index_dist, val_dist in enumerate(z_distances):
positions = pos_part[:, 2] < val_dist
result[index_dist] = np.sum(prop_part[positions])
print("v0 :",time.time()-t0)
# out: v0 : 0.06322097778320312
You can get a bit faster if z_distances is very long by using numba.
Running calc for the first time usually creates some overhead which we can get rid of by running the function for some small set of `z_distances.
The below code achieves roughly a factor of two speedup over pure numpy on my laptop.
import numba as nb
#nb.njit(parallel=True)
def calc(result, z_distances):
n = z_distances.shape[0]
for ii in nb.prange(n):
pos = pos_part[:, 2] < z_distances[ii]
result[ii] = np.sum(prop_part[pos])
return result
result4 = np.zeros_like(result)
# _t = time.time()
# calc(result4, z_distances[:10])
# print(time.time()-_t)
t3 = time.time()
result4 = calc(result4, z_distances)
print("v3 :", time.time()-t3)
plt.plot(z_distances, result4)
I have a set of 46 years worth of rainfall data. It's in the form of 46 numpy arrays each with a shape of 145, 192, so each year is a different array of maximum rainfall data at each lat and lon coordinate in the given model.
I need to create a global map of tau values by doing an M-K test (Mann-Kendall) for each coordinate over the 46 years.
I'm still learning python, so I've been having trouble finding a way to go through all the data in a simple way that doesn't involve me making 27840 new arrays for each coordinate.
So far I've looked into how to use scipy.stats.kendalltau and using the definition from here: https://github.com/mps9506/Mann-Kendall-Trend
EDIT:
To clarify and add a little more detail, I need to perform a test on for each coordinate and not just each file individually. For example, for the first M-K test, I would want my x=46 and I would want y=data1[0,0],data2[0,0],data3[0,0]...data46[0,0]. Then to repeat this process for every single coordinate in each array. In total the M-K test would be done 27840 times and leave me with 27840 tau values that I can then plot on a global map.
EDIT 2:
I'm now running into a different problem. Going off of the suggested code, I have the following:
for i in range(145):
for j in range(192):
out[i,j] = mk_test(yrmax[:,i,j],alpha=0.05)
print out
I used numpy.stack to stack all 46 arrays into a single array (yrmax) with shape: (46L, 145L, 192L) I've tested it out and it calculates p and tau correctly if I change the code from out[i,j] to just out. However, doing this messes up the for loop so it only takes the results from the last coordinate in stead of all of them. And if I leave the code as it is above, I get the error: TypeError: list indices must be integers, not tuple
My first guess was that it has to do with mk_test and how the information is supposed to be returned in the definition. So I've tried altering the code from the link above to change how the data is returned, but I keep getting errors relating back to tuples. So now I'm not sure where it's going wrong and how to fix it.
EDIT 3:
One more clarification I thought I should add. I've already modified the definition in the link so it returns only the two number values I want for creating maps, p and z.
I don't think this is as big an ask as you may imagine. From your description it sounds like you don't actually want the scipy kendalltau, but the function in the repository you posted. Here is a little example I set up:
from time import time
import numpy as np
from mk_test import mk_test
data = np.array([np.random.rand(145, 192) for _ in range(46)])
mk_res = np.empty((145, 192), dtype=object)
start = time()
for i in range(145):
for j in range(192):
out[i, j] = mk_test(data[:, i, j], alpha=0.05)
print(f'Elapsed Time: {time() - start} s')
Elapsed Time: 35.21990394592285 s
My system is a MacBook Pro 2.7 GHz Intel Core I7 with 16 GB Ram so nothing special.
Each entry in the mk_res array (shape 145, 192) corresponds to one of your coordinate points and contains an entry like so:
array(['no trend', 'False', '0.894546014835', '0.132554125342'], dtype='<U14')
One thing that might be useful would be to modify the code in mk_test.py to return all numerical values. So instead of 'no trend'/'positive'/'negative' you could return 0/1/-1, and 1/0 for True/False and then you wouldn't have to worry about the whole object array type. I don't know what kind of analysis you might want to do downstream but I imagine that would preemptively circumvent any headaches.
Thanks to the answers provided and some work I was able to work out a solution that I'll provide here for anyone else that needs to use the Mann-Kendall test for data analysis.
The first thing I needed to do was flatten the original array I had into a 1D array. I know there is probably an easier way to go about doing this, but I ultimately used the following code based on code Grr suggested using.
`x = 46
out1 = np.empty(x)
out = np.empty((0))
for i in range(146):
for j in range(193):
out1 = yrmax[:,i,j]
out = np.append(out, out1, axis=0) `
Then I reshaped the resulting array (out) as follows:
out2 = np.reshape(out,(27840,46))
I did this so my data would be in a format compatible with scipy.stats.kendalltau 27840 is the total number of values I have at every coordinate that will be on my map (i.e. it's just 145*192) and the 46 is the number of years the data spans.
I then used the following loop I modified from Grr's code to find Kendall-tau and it's respective p-value at each latitude and longitude over the 46 year period.
`x = range(46)
y = np.zeros((0))
for j in range(27840):
b = sc.stats.kendalltau(x,out2[j,:])
y = np.append(y, b, axis=0)`
Finally, I reshaped the data one for time as shown:newdata = np.reshape(y,(145,192,2)) so the final array is in a suitable format to be used to create a global map of both tau and p-values.
Thanks everyone for the assistance!
Depending on your situation, it might just be easiest to make the arrays.
You won't really need them all in memory at once (not that it sounds like a terrible amount of data). Something like this only has to deal with one "copied out" coordinate trend at once:
SIZE = (145,192)
year_matrices = load_years() # list of one 145x192 arrays per year
result_matrix = numpy.zeros(SIZE)
for x in range(SIZE[0]):
for y in range(SIZE[1]):
coord_trend = map(lambda d: d[x][y], year_matrices)
result_matrix[x][y] = analyze_trend(coord_trend)
print result_matrix
Now, there are things like itertools.izip that could help you if you really want to avoid actually copying the data.
Here's a concrete example of how Python's "zip" might works with data like yours (although as if you'd used ndarray.flatten on each year):
year_arrays = [
['y0_coord0_val', 'y0_coord1_val', 'y0_coord2_val', 'y0_coord2_val'],
['y1_coord0_val', 'y1_coord1_val', 'y1_coord2_val', 'y1_coord2_val'],
['y2_coord0_val', 'y2_coord1_val', 'y2_coord2_val', 'y2_coord2_val'],
]
assert len(year_arrays) == 3
assert len(year_arrays[0]) == 4
coord_arrays = zip(*year_arrays) # i.e. `zip(year_arrays[0], year_arrays[1], year_arrays[2])`
# original data is essentially transposed
assert len(coord_arrays) == 4
assert len(coord_arrays[0]) == 3
assert coord_arrays[0] == ('y0_coord0_val', 'y1_coord0_val', 'y2_coord0_val', 'y3_coord0_val')
assert coord_arrays[1] == ('y0_coord1_val', 'y1_coord1_val', 'y2_coord1_val', 'y3_coord1_val')
assert coord_arrays[2] == ('y0_coord2_val', 'y1_coord2_val', 'y2_coord2_val', 'y3_coord2_val')
assert coord_arrays[3] == ('y0_coord2_val', 'y1_coord2_val', 'y2_coord2_val', 'y3_coord2_val')
flat_result = map(analyze_trend, coord_arrays)
The example above still copies the data (and all at once, rather than a coordinate at a time!) but hopefully shows what's going on.
Now, if you replace zip with itertools.izip and map with itertools.map then the copies needn't occur — itertools wraps the original arrays and keeps track of where it should be fetching values from internally.
There's a catch, though: to take advantage itertools you to access the data only sequentially (i.e. through iteration). In your case, it looks like the code at https://github.com/mps9506/Mann-Kendall-Trend/blob/master/mk_test.py might not be compatible with that. (I haven't reviewed the algorithm itself to see if it could be.)
Also please note that in the example I've glossed over the numpy ndarray stuff and just show flat coordinate arrays. It looks like numpy has some of it's own options for handling this instead of itertools, e.g. this answer says "Taking the transpose of an array does not make a copy". Your question was somewhat general, so I've tried to give some general tips as to ways one might deal with larger data in Python.
I ran into the same task and have managed to come up with a vectorized solution using numpy and scipy.
The formula are the same as in this page: https://vsp.pnnl.gov/help/Vsample/Design_Trend_Mann_Kendall.htm.
The trickiest part is to work out the adjustment for the tied values. I modified the code as in this answer to compute the number of tied values for each record, in a vectorized manner.
Below are the 2 functions:
import copy
import numpy as np
from scipy.stats import norm
def countTies(x):
'''Count number of ties in rows of a 2D matrix
Args:
x (ndarray): 2d matrix.
Returns:
result (ndarray): 2d matrix with same shape as <x>. In each
row, the number of ties are inserted at (not really) arbitary
locations.
The locations of tie numbers in are not important, since
they will be subsequently put into a formula of sum(t*(t-1)*(2t+5)).
Inspired by: https://stackoverflow.com/a/24892274/2005415.
'''
if np.ndim(x) != 2:
raise Exception("<x> should be 2D.")
m, n = x.shape
pad0 = np.zeros([m, 1]).astype('int')
x = copy.deepcopy(x)
x.sort(axis=1)
diff = np.diff(x, axis=1)
cated = np.concatenate([pad0, np.where(diff==0, 1, 0), pad0], axis=1)
absdiff = np.abs(np.diff(cated, axis=1))
rows, cols = np.where(absdiff==1)
rows = rows.reshape(-1, 2)[:, 0]
cols = cols.reshape(-1, 2)
counts = np.diff(cols, axis=1)+1
result = np.zeros(x.shape).astype('int')
result[rows, cols[:,1]] = counts.flatten()
return result
def MannKendallTrend2D(data, tails=2, axis=0, verbose=True):
'''Vectorized Mann-Kendall tests on 2D matrix rows/columns
Args:
data (ndarray): 2d array with shape (m, n).
Keyword Args:
tails (int): 1 for 1-tail, 2 for 2-tail test.
axis (int): 0: test trend in each column. 1: test trend in each
row.
Returns:
z (ndarray): If <axis> = 0, 1d array with length <n>, standard scores
corresponding to data in each row in <x>.
If <axis> = 1, 1d array with length <m>, standard scores
corresponding to data in each column in <x>.
p (ndarray): p-values corresponding to <z>.
'''
if np.ndim(data) != 2:
raise Exception("<data> should be 2D.")
# alway put records in rows and do M-K test on each row
if axis == 0:
data = data.T
m, n = data.shape
mask = np.triu(np.ones([n, n])).astype('int')
mask = np.repeat(mask[None,...], m, axis=0)
s = np.sign(data[:,None,:]-data[:,:,None]).astype('int')
s = (s * mask).sum(axis=(1,2))
#--------------------Count ties--------------------
counts = countTies(data)
tt = counts * (counts - 1) * (2*counts + 5)
tt = tt.sum(axis=1)
#-----------------Sample Gaussian-----------------
var = (n * (n-1) * (2*n+5) - tt) / 18.
eps = 1e-8 # avoid dividing 0
z = (s - np.sign(s)) / (np.sqrt(var) + eps)
p = norm.cdf(z)
p = np.where(p>0.5, 1-p, p)
if tails==2:
p=p*2
return z, p
I assume your data come in the layout of (time, latitude, longitude), and you are examining the temporal trend for each lat/lon cell.
To simulate this task, I synthesized a sample data array of shape (50, 145, 192). The 50 time points are taken from Example 5.9 of the book Wilks 2011, Statistical methods in the atmospheric sciences. And then I simply duplicated the same time series 27840 times to make it (50, 145, 192).
Below is the computation:
x = np.array([0.44,1.18,2.69,2.08,3.66,1.72,2.82,0.72,1.46,1.30,1.35,0.54,\
2.74,1.13,2.50,1.72,2.27,2.82,1.98,2.44,2.53,2.00,1.12,2.13,1.36,\
4.9,2.94,1.75,1.69,1.88,1.31,1.76,2.17,2.38,1.16,1.39,1.36,\
1.03,1.11,1.35,1.44,1.84,1.69,3.,1.36,6.37,4.55,0.52,0.87,1.51])
# create a big cube with shape: (T, Y, X)
arr = np.zeros([len(x), 145, 192])
for i in range(arr.shape[1]):
for j in range(arr.shape[2]):
arr[:, i, j] = x
print(arr.shape)
# re-arrange into tabular layout: (Y*X, T)
arr = np.transpose(arr, [1, 2, 0])
arr = arr.reshape(-1, len(x))
print(arr.shape)
import time
t1 = time.time()
z, p = MannKendallTrend2D(arr, tails=2, axis=1)
p = p.reshape(145, 192)
t2 = time.time()
print('time =', t2-t1)
The p-value for that sample time series is 0.63341565, which I have validated against the pymannkendall module result. Since arr contains merely duplicated copies of x, the resultant p is a 2d array of size (145, 192), with all 0.63341565.
And it took me only 1.28 seconds to compute that.
I need to write a matrix convolution without using any built in functions to help. I am taking an image and turning it to greyscale, and then I'm supposed to pass a filter matrix over it. One of the filter matrices I have to use is:
[[-1,0,1],
[-1,0,1],
[-1,0,1]]
I understand how convolutions work, I just don't understand how to apply the convolution with code. Here is the code I am using to get my greyscale array:
import numpy
from scipy import misc
mylist = []
for i in myfile:
mylist.append(i)
for i in mylist:
q = i
print(q)
image = misc.imread(q[0:-1])
threshold()
image = misc.imread('image1.png')
def averageArr(pixel): #make the pixel color values more realistic
return 0.299*pixel[:,:,0] + 0.587*pixel[:,:,1] + 0.114*pixel[:,:,2]
def threshold():
picture = averageArr(image)
for i in range(0,picture.shape[0]): #begin thresholding
for j in range(0,picture.shape[1]):
myList.append(i,j)
misc.imsave('image1.png') #save the image file
I take the values from the function, and add them to a list, and then I am supposed to iterate over the list, but I'm not sure how to go about doing that. I can use scipy and numpy to read and arrange the matrix, but the actual convolution function has to be written.
I implemented computation of average RGB value of a Python Imaging Library image in 2 ways:
1 - using lists
def getAverageRGB(image):
"""
Given PIL Image, return average value of color as (r, g, b)
"""
# no. of pixels in image
npixels = image.size[0]*image.size[1]
# get colors as [(cnt1, (r1, g1, b1)), ...]
cols = image.getcolors(npixels)
# get [(c1*r1, c1*g1, c1*g2),...]
sumRGB = [(x[0]*x[1][0], x[0]*x[1][1], x[0]*x[1][2]) for x in cols]
# calculate (sum(ci*ri)/np, sum(ci*gi)/np, sum(ci*bi)/np)
# the zip gives us [(c1*r1, c2*r2, ..), (c1*g1, c1*g2,...)...]
avg = tuple([sum(x)/npixels for x in zip(*sumRGB)])
return avg
2 - using numpy
def getAverageRGBN(image):
"""
Given PIL Image, return average value of color as (r, g, b)
"""
# get image as numpy array
im = np.array(image)
# get shape
w,h,d = im.shape
# change shape
im.shape = (w*h, d)
# get average
return tuple(np.average(im, axis=0))
I was surprised to find that #1 runs about 20% faster than #2.
Am I using numpy correctly? Is there a better way to implement the average computation?
Surprising indeed.
You may want to use:
tuple(im.mean(axis=0))
to compute your mean (r,g,b), but I doubt it's gonna improve things a lot. Have you tried to profile getAverageRGBN and find the bottleneck?
One-liner w/o changing dimension or writing getAverageRGBN:
np.array(image).mean(axis=(0,1))
Again, it might not improve any performance.
In PIL or Pillow, in Python 3.4+:
from statistics import mean
average_color = [mean(image.getdata(band)) for band in range(3)]
In R, I am using ccf or acf to compute the pair-wise cross-correlation function so that I can find out which shift gives me the maximum value. From the looks of it, R gives me a normalized sequence of values. Is there something similar in Python's scipy or am I supposed to do it using the fft module? Currently, I am doing it as follows:
xcorr = lambda x,y : irfft(rfft(x)*rfft(y[::-1]))
x = numpy.array([0,0,1,1])
y = numpy.array([1,1,0,0])
print xcorr(x,y)
To cross-correlate 1d arrays use numpy.correlate.
For 2d arrays, use scipy.signal.correlate2d.
There is also scipy.stsci.convolve.correlate2d.
There is also matplotlib.pyplot.xcorr which is based on numpy.correlate.
See this post on the SciPy mailing list for some links to different implementations.
Edit: #user333700 added a link to the SciPy ticket for this issue in a comment.
If you are looking for a rapid, normalized cross correlation in either one or two dimensions
I would recommend the openCV library (see http://opencv.willowgarage.com/wiki/ http://opencv.org/). The cross-correlation code maintained by this group is the fastest you will find, and it will be normalized (results between -1 and 1).
While this is a C++ library the code is maintained with CMake and has python bindings so that access to the cross correlation functions is convenient. OpenCV also plays nicely with numpy. If I wanted to compute a 2-D cross-correlation starting from numpy arrays I could do it as follows.
import numpy
import cv
#Create a random template and place it in a larger image
templateNp = numpy.random.random( (100,100) )
image = numpy.random.random( (400,400) )
image[:100, :100] = templateNp
#create a numpy array for storing result
resultNp = numpy.zeros( (301, 301) )
#convert from numpy format to openCV format
templateCv = cv.fromarray(numpy.float32(template))
imageCv = cv.fromarray(numpy.float32(image))
resultCv = cv.fromarray(numpy.float32(resultNp))
#perform cross correlation
cv.MatchTemplate(templateCv, imageCv, resultCv, cv.CV_TM_CCORR_NORMED)
#convert result back to numpy array
resultNp = np.asarray(resultCv)
For just a 1-D cross-correlation create a 2-D array with shape equal to (N, 1 ). Though there is some extra code involved to convert to an openCV format the speed-up over scipy is quite impressive.
I just finished writing my own optimised implementation of normalized cross-correlation for N-dimensional arrays. You can get it from here.
It will calculate cross-correlation either directly, using scipy.ndimage.correlate, or in the frequency domain, using scipy.fftpack.fftn/ifftn depending on whichever will be quickest.
For 1D array, numpy.correlate is faster than scipy.signal.correlate, under different sizes, I see a consistent 5x peformance gain using numpy.correlate. When two arrays are of similar size (the bright line connecting the diagonal), the performance difference is even more outstanding (50x +).
# a simple benchmark
res = []
for x in range(1, 1000):
list_x = []
for y in range(1, 1000):
# generate different sizes of series to compare
l1 = np.random.choice(range(1, 100), size=x)
l2 = np.random.choice(range(1, 100), size=y)
time_start = datetime.now()
np.correlate(a=l1, v=l2)
t_np = datetime.now() - time_start
time_start = datetime.now()
scipy.signal.correlate(in1=l1, in2=l2)
t_scipy = datetime.now() - time_start
list_x.append(t_scipy / t_np)
res.append(list_x)
plt.imshow(np.matrix(res))
As default, scipy.signal.correlate calculates a few extra numbers by padding and that might explained the performance difference.
>> l1 = [1,2,3,2,1,2,3]
>> l2 = [1,2,3]
>> print(numpy.correlate(a=l1, v=l2))
>> print(scipy.signal.correlate(in1=l1, in2=l2))
[14 14 10 10 14]
[ 3 8 14 14 10 10 14 8 3] # the first 3 is [0,0,1]dot[1,2,3]