Using generator instead of nested loops - python

I have the following nested loop. But it is inefficient time wise. So using a generator would be much better. Do you know how to do that?
x_sph[:] = [r*sin_t*cos_p for cos_p in cos_phi for sin_t in sin_theta for r in p]
It seems like some of you are of the opinion (looking at comments) that using a generator was not helpful in this case. I am under the impression that using generators will avoid assigning variables to memory, and thus save memory and time. Am I wrong?

Judging from your code snippet you want to do something numerical and you want to do it fast. A generator won't help much in this respect. But using the numpy module will. Do it like so:
import numpy
# Change your p into an array, you'll see why.
r = numpy.array(p) # If p is a list this will change it into 1 dimensional vector.
sin_theta = numpy.array(sin_theta) # Same with the rest.
cos_phi = numpy.array(cos_phi)
x_sph = r.dot(sin_theta).dot(cos_phi)
In fact I'd use numpy even earlier, by doing:
phi = numpy.array(phi) # I don't know how you calculate this but you can start here with a phi list.
theta = numpy.array(theta)
sin_theta =numpy.sin(theta)
cos_phi = numpy.cos(phi)
You could even skip the intermediate sin_theta and cos_phi assignments and just put all the stuff in one line. It'll be long and complicated so I'll omit it but I do numpy-maths like that sometimes.
And numpy is fast, it'll make a huge difference. At least a noticeable one.

[...] creates a list and (...) a generator :
generator = (r*sin_t*cos_p for cos_p in cos_phi for sin_t in sin_theta for r in p)
for value in generator:
# Do something

To turn a loop into a generator, you can make it a function and yield:
def x_sph(p, cos_phi, sin_theta):
for r in p:
for sin_t in sin_theta:
for cos_p in cos_phi:
yield r * sin_t * cos_p
However, note that the advantages of generators are generally only realised if you don't need to calculate all values and can break at some point, or if you don't want to store all the values (the latter is a space rather than time advantage). If you end up calling this:
lst = list(x_sph(p, cos_phi, sin_theta))
then you won't see any gain.

Related

Which is better: deque or list slicing?

If I use the code
from collections import deque
q = deque(maxlen=2)
while step <= step_max:
calculate(item)
q.append(item)
another_calculation(q)
how does it compare in efficiency and readability to
q = []
while step <= step_max:
calculate(item)
q.append(item)
q = q[-2:]
another_calculation(q)
calculate() and another_calculation() are not real in this case but in my actual program are simply two calculations. I'm doing these calculations every step for millions of steps (I'm simulating an ion in 2-d space). Because there are so many steps, q gets very long and uses a lot of memory, while another_calculation() only uses the last two values of q. I had been using the latter method, then heard deque mentioned and thought it might be more efficient; thus the question.
I.e., how do deques in python compare to just normal list slicing?
q = q[-2:]
now this is a costly operation because it recreates a list everytime (and copies the references). (A nasty side effect here is that it changes the reference of q even if you can use q[:] = q[-2:] to avoid that).
The deque object just changes the start of the list pointer and "forgets" the oldest item. So it's faster and it's one of the usages it's been designed for.
Of course, for 2 values, there isn't much difference, but for a bigger number there is.
If I interpret your question correctly, you have a function, that calculates a value, and you want to do another calculation with this and the previous value. The best way is to use two variables:
while step <= step_max:
item = calculate()
another_calculation(previous_item, item)
previous_item = item
If the calculations are some form of vector math, you should consider using numpy.

Adding further properties to a function: timing and iteration improvement

I have a function written in python which does two procedures:
Preprocessing: read in data from an array and compute some values that I will later need to prevent repeated computation
Iterate and compute a 'summary' of the data at every stage and use this to solve an optimisation problem.
The code is as follows:
import numpy as np
def iterative_hessian(data, targets,
sketch_method, sketch_size, num_iters):
'''
Original problem is min 0.5*||Ax-b||_2^2
iterative_hessian asks us to minimise 0.5*||S_Ax||_2^2 - <A^Tb, x>
for a summary of the data S_A
'''
A = data
y = targets
n,d = A.shape
x0 = np.zeros(shape=(d,))
m = int(sketch_size) # sketching dimension
ATy = A.T#y
covariance_mat = A.T.dot(A)
for n_iter in range(int(num_iters)):
S_A = m**(-0.5)*np.random.normal(size=(m, n))
B = S_A.T.dot(S_A)
z = ATy - covariance_mat#x0 + np.dot(S_A.T, np.dot(S_A,x0)) #
x_new = np.linalg.solve(B,z)
x0 = x_new
return np.ravel(x0)
In practise I do not use the S_A = m**(-0.5)*np.random.normal(size=(m, n)) line but use a different random transform which is faster to apply but in principle it is sufficient for the question. This code works well for what I need but I was wondering if there is a reasonable way to do the following:
Instead of repeating the line S_A = m**(-0.5)*np.random.normal(size=(m, n)) for every iteration, is there a way to specify the number of independent random copies (num_iters - which can be thought of as between 10 and 30) of S_A that are needed prior to the iteration and scan through the input only once to generate all such copies? I think this would store the S_A variables in some kind of multi-dimensional array but I'm not sure how best to do this, or whether it is even practical. I have tried a basic example doing this in parallel but it is slower than repeatedly passing through the matrix.
Suppose that I want to endow this function with more properties, for instance I want to return the average time taken on line x_new = np.linalg.solve(B,z). Doing this is straightforward - import a time module and put the code in the function, however, this will always time the function and perhaps I only want to do this when testing. An easy way around this is to create a parameter in the function definition time_updates = False and then have if time_updates == False: proceed as above else: copy the exact same code but with some timing functionality added. Is there a better way to do this which can perhaps use classes in Python?
My intention is to use this iteration on blocks of data read in from a file which doesn't fit into memory. Whilst it might be possible to store a block in memory, it would be convenient if the function only passed over that block once rather than num_iters times. Passing over the quantities computed , S_A, covariance_matrix etc, is fine however.

Initialize Multiple Numpy Arrays (Multiple Assignment) - Like MATLAB deal()

I was unable to find anything describing how to do this, which leads to be believe I'm not doing this in the proper idiomatic Python way. Advice on the 'proper' Python way to do this would also be appreciated.
I have a bunch of variables for a datalogger I'm writing (arbitrary logging length, with a known maximum length). In MATLAB, I would initialize them all as 1-D arrays of zeros of length n, n bigger than the number of entries I would ever see, assign each individual element variable(measurement_no) = data_point in the logging loop, and trim off the extraneous zeros when the measurement was over. The initialization would look like this:
[dData gData cTotalEnergy cResFinal etc] = deal(zeros(n,1));
Is there a way to do this in Python/NumPy so I don't either have to put each variable on its own line:
dData = np.zeros(n)
gData = np.zeros(n)
etc.
I would also prefer not just make one big matrix, because keeping track of which column is which variable is unpleasant. Perhaps the solution is to make the (length x numvars) matrix, and assign the column slices out to individual variables?
EDIT: Assume I'm going to have a lot of vectors of the same length by the time this is over; e.g., my post-processing takes each log file, calculates a bunch of separate metrics (>50), stores them, and repeats until the logs are all processed. Then I generate histograms, means/maxes/sigmas/etc. for all the various metrics I computed. Since initializing 50+ vectors is clearly not easy in Python, what's the best (cleanest code and decent performance) way of doing this?
If you're really motivated to do this in a one-liner you could create an (n_vars, ...) array of zeros, then unpack it along the first dimension:
a, b, c = np.zeros((3, 5))
print(a is b)
# False
Another option is to use a list comprehension or a generator expression:
a, b, c = [np.zeros(5) for _ in range(3)] # list comprehension
d, e, f = (np.zeros(5) for _ in range(3)) # generator expression
print(a is b, d is e)
# False False
Be careful, though! You might think that using the * operator on a list or tuple containing your call to np.zeros() would achieve the same thing, but it doesn't:
h, i, j = (np.zeros(5),) * 3
print(h is i)
# True
This is because the expression inside the tuple gets evaluated first. np.zeros(5) therefore only gets called once, and each element in the repeated tuple ends up being a reference to the same array. This is the same reason why you can't just use a = b = c = np.zeros(5).
Unless you really need to assign a large number of empty array variables and you really care deeply about making your code compact (!), I would recommend initialising them on separate lines for readability.
Nothing wrong or un-Pythonic with
dData = np.zeros(n)
gData = np.zeros(n)
etc.
You could put them on one line, but there's no particular reason to do so.
dData, gData = np.zeros(n), np.zeros(n)
Don't try dData = gData = np.zeros(n), because a change to dData changes gData (they point to the same object). For the same reason you usually don't want to use x = y = [].
The deal in MATLAB is a convenience, but isn't magical. Here's how Octave implements it
function [varargout] = deal (varargin)
if (nargin == 0)
print_usage ();
elseif (nargin == 1 || nargin == nargout)
varargout(1:nargout) = varargin;
else
error ("deal: nargin > 1 and nargin != nargout");
endif
endfunction
In contrast to Python, in Octave (and presumably MATLAB)
one=two=three=zeros(1,3)
assigns different objects to the 3 variables.
Notice also how MATLAB talks about deal as a way of assigning contents of cells and structure arrays. http://www.mathworks.com/company/newsletters/articles/whats-the-big-deal.html
If you put your data in a collections.defaultdict you won't need to do any explicit initialization. Everything will be initialized the first time it is used.
import numpy as np
import collections
n = 100
data = collections.defaultdict(lambda: np.zeros(n))
for i in range(1, n):
data['g'][i] = data['d'][i - 1]
# ...
How about using map:
import numpy as np
n = 10 # Number of data points per array
m = 3 # Number of arrays being initialised
gData, pData, qData = map(np.zeros, [n] * m)

How to shuffle an array with n entries without generating range(n)

So, I'm looking at python and I have a large 2d numpy array of data, and I want to take m rows of this large data matrix. I've looked into random.sample, and numpy.random.shuffle and numpy.random.permutation, all of these work, but usually they return the whole permutation or at least generate the entire range(n). If I had a very large dataset, then doing something like
data = numpy.random.uniform((n,100))
myvec = data[random.sample(range(n),m),:]
will allocate a vector range(n) which blows up pretty fast. So i thought I could use xrange, which return a generator, but hey, you can't just get any element from an generator, that's not the way they work.
I tried it out, and it works.
data = numpy.random.uniform((n,100))
myvec = data[random.sample(xrange(n),m),:]
Any idea how?
UPDATE:
I can use
samp = random.sample(range(n),10)
for n up to 100000000 before I get a memory error. If i use
samp = random.sample(xrange(n),10)
on the other hand, I only start getting errors because of int converson to C, namely, the int gets too long to get converted to C, at around 1000000000. Sure it's only a factor of 10, but I'm curious. the xrange variant is also much faster.
def sample(n, m):
d = set()
while len(d) < m:
d.add(randrange(n))
return d
>>> sample(100000000000000000000000000000000000, 10)
set([5577049102993258248888250482046894L, 86044086231860190654588187118815513L, 2021737354726858669049814270580972L, 6253501639432326715043836478191628L, 5306460388221333758367322518700483L, 62195356583363524099133566314034473L, 376650426515181012918370326724858L, 80588135672357701239461833469588557L, 1978959860575617450893346333245569L, 41904683348442252013350548717573039L])
Note that simple {randrange(n) for _ in range(m)} will do the job with very high probability.
So it turns out xrange and iterators can be accessed by indexing, which is exactly what random.sample() uses. So that's how it works.
a = xrange(10)
print a[5] #this works.
Elazar's solution works just as well though.

How to avoid using for-loops with numpy?

I have already written the following piece of code, which does exactly what I want, but it goes way too slow. I am certain that there is a way to make it faster, but I cant seem to find how it should be done. The first part of the code is just to show what is of which shape.
two images of measurements (VV1 and HH1)
precomputed values, VV simulated and HH simulated, which both depend on 3 parameters (precomputed for (101, 31, 11) values)
the index 2 is just to put the VV and HH images in the same ndarray, instead of making two 3darrays
VV1 = numpy.ndarray((54, 43)).flatten()
HH1 = numpy.ndarray((54, 43)).flatten()
precomp = numpy.ndarray((101, 31, 11, 2))
two of the three parameters we let vary
comp = numpy.zeros((len(parameter1), len(parameter2)))
for i,(vv,hh) in enumerate(zip(VV1,HH1)):
comp0 = numpy.zeros((len(parameter1),len(parameter2)))
for j in range(len(parameter1)):
for jj in range(len(parameter2)):
comp0[j,jj] = numpy.min((vv-precomp[j,jj,:,0])**2+(hh-precomp[j,jj,:,1])**2)
comp+=comp0
The obvious thing i know i should do is get rid of as many for-loops as I can, but I don't know how to make the numpy.min behave properly when working with more dimensions.
A second thing (less important if it can get vectorized, but still interesting) i noticed is that it takes mostly CPU time, and not RAM, but i searched a long time already, but i cant find a way to write something like "parfor" instead of "for" in matlab, (is it possible to make an #parallel decorator, if i just put the for-loop in a separate method?)
edit: in reply to Janne Karila: yeah that definately improves it a lot,
for (vv,hh) in zip(VV1,HH1):
comp+= numpy.min((vv-precomp[...,0])**2+(hh-precomp[...,1])**2, axis=2)
Is definitely a lot faster, but is there any possibility to remove the outer for-loop too? And is there a way to make a for-loop parallel, with an #parallel or something?
This can replace the inner loops, j and jj
comp0 = numpy.min((vv-precomp[...,0])**2+(hh-precomp[...,1])**2, axis=2)
This may be a replacement for the whole loop, though all this indexing is stretching my mind a bit. (this creates a large intermediate array though)
comp = numpy.sum(
numpy.min((VV1.reshape(-1,1,1,1) - precomp[numpy.newaxis,...,0])**2
+(HH1.reshape(-1,1,1,1) - precomp[numpy.newaxis,...,1])**2,
axis=2),
axis=0)
One way to parallelize the loop is to construct it in such a way as to use map. In that case, you can then use multiprocessing.Pool to use a parallel map.
I would change this:
for (vv,hh) in zip(VV1,HH1):
comp+= numpy.min((vv-precomp[...,0])**2+(hh-precomp[...,1])**2, axis=2)
To something like this:
def buildcomp(vvhh):
vv, hh = vvhh
return numpy.min((vv-precomp[...,0])**2+(hh-precomp[...,1])**2, axis=2)
if __name__=='__main__':
from multiprocessing import Pool
nthreads = 2
p = Pool(nthreads)
complist = p.map(buildcomp, np.column_stack((VV1,HH1)))
comp = np.dstack(complist).sum(-1)
Note that the dstack assumes that each comp.ndim is 2, because it will add a third axis, and sum along it. This will slow it down a bit because you have to build the list, stack it, then sum it, but these are all either parallel or numpy operations.
I also changed the zip to a numpy operation np.column_stack, since zip is much slower for long arrays, assuming they're already 1d arrays (which they are in your example).
I can't easily test this so if there's a problem, feel free to let me know.
In computer science, there is the concept of Big O notation, used for getting an approximation of how much work is required to do something. To make a program fast, do as little as possible.
This is why Janne's answer is so much faster, you do fewer calculations. Taking this principle farther, we can apply the concept of memoization, because you are CPU bound instead of RAM bound. You can use the memory library, if it needs to be more complex than the following example.
class AutoVivification(dict):
"""Implementation of perl's autovivification feature."""
def __getitem__(self, item):
try:
return dict.__getitem__(self, item)
except KeyError:
value = self[item] = type(self)()
return value
memo = AutoVivification()
def memoize(n, arr, end):
if not memo[n][arr][end]:
memo[n][arr][end] = (n-arr[...,end])**2
return memo[n][arr][end]
for (vv,hh) in zip(VV1,HH1):
first = memoize(vv, precomp, 0)
second = memoize(hh, precomp, 1)
comp+= numpy.min(first+second, axis=2)
Anything that has already been computed gets saved to memory in the dictionary, and we can look it up later instead of recomputing it. You can even break down the math being done into smaller steps that are each memoized if necessary.
The AutoVivification dictionary is just to make it easier to save the results inside of memoize, because I'm lazy. Again, you can memoize any of the math you do, so if numpy.min is slow, memoize it too.

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