Vectorizing a numpy array call of varying indices - python

I have a 2D numpy array and a list of lists of indices for which I wish to compute the sum of the corresponding 1D vectors from the numpy array. This can be easily done through a for loop or via list comprehension, but I wonder if it's possible to vectorize it. With similar code I gain about 40x speedups from the vectorization.
Here's sample code:
import numpy as np
indices = [[1,2],[1,3],[2,0,3],[1]]
array_2d = np.array([[0.5, 1.5],[1.5,2.5],[2.5,3.5],[3.5,4.5]])
soln = [np.sum(array_2d[x], axis=-1) for x in indices]
(edit): Note that the indices are not (x,y) coordinates for array_2d, instead indices[0] = [1,2] represents the first and second vectors (rows) in array_2d. The number of elements of each list in indices can be variable.
This is what I would hope to be able to do:
vectorized_soln = np.sum(array_2d[indices[:]], axis=-1)
Does anybody know if there are any ways of achieving this?

First to all, I think you have a typo in the third element of indices...
The easy way to do that is building a sub_array with two arrays of indices:
i = np.array([1,1,2])
j = np.array([2,3,?])
sub_arr2d = array_2d[i,j]
and finally, you can take the sum of sub_arr2d...

Related

bootstrap numpy 2D array

I am trying to sample with replacement a base 2D numpy array with shape of (4,2) by rows, say 10 times. The final output should be a 3D numpy array.
Have tried the code below, it works. But is there a way to do it without the for loop?
base=np.array([[20,30],[50,60],[70,80],[10,30]])
print(np.shape(base))
nsample=10
tmp=np.zeros((np.shape(base)[0],np.shape(base)[1],10))
for i in range(nsample):
id_pick = np.random.choice(np.shape(base)[0], size=(np.shape(base)[0]))
print(id_pick)
boot1=base[id_pick,:]
tmp[:,:,i]=boot1
print(tmp)
Here's one vectorized approach -
m,n = base.shape
idx = np.random.randint(0,m,(m,nsample))
out = base[idx].swapaxes(1,2)
Basic idea is that we generate all the possible indices with np.random.randint as idx. That would an array of shape (m,nsample). We use this array to index into the input array along the first axis. Thus, it selects random rows off base. To get the final output with a shape (m,n,nsample), we need to swap last two axes.
You can use the stack function from numpy. Your code would then look like:
base=np.array([[20,30],[50,60],[70,80],[10,30]])
print(np.shape(base))
nsample=10
tmp = []
for i in range(nsample):
id_pick = np.random.choice(np.shape(base)[0], size=(np.shape(base)[0]))
print(id_pick)
boot1=base[id_pick,:]
tmp.append(boot1)
tmp = np.stack(tmp, axis=-1)
print(tmp)
Based on #Divakar 's answer, if you already know the shape of this 2D-array, you can treat it as an (8,) 1D array while bootstrapping, and then reshape it:
m, n = base.shape
flatbase = np.reshape(base, (m*n,))
idxs = np.random.choice(range(8), (numReps, m*n))
bootflats = flatbase[idx]
boots = np.reshape(flatbase, (numReps, m, n))

How to get chunks of submatrices faster?

I have a really big matrix (nxn)for which I would to build the intersecting tiles (submatrices) with the dimensions mxm. There will be an offset of step bvetween each contiguous submatrices. Here is an example for n=8, m=4, step=2:
import numpy as np
matrix=np.random.randn(8,8)
n=matrix.shape[0]
m=4
step=2
This will store all the corner indices (x,y) from which we will take a 4x4 natrix: (x:x+4,x:x+4)
a={(i,j) for i in range(0,n-m+1,step) for j in range(0,n-m+1,step)}
The submatrices will be extracted like that
sub_matrices = np.zeros([m,m,len(a)])
for i,ind in enumerate(a):
x,y=ind
sub_matrices[:,:,i]=matrix[x:x+m, y:y+m]
Is there a faster way to do this submatrices initialization?
We can leverage np.lib.stride_tricks.as_strided based scikit-image's view_as_windows to get sliding windows. More info on use of as_strided based view_as_windows.
from skimage.util.shape import view_as_windows
# Get indices as array
ar = np.array(list(a))
# Get all sliding windows
w = view_as_windows(matrix,(m,m))
# Get selective ones by indexing with ar
selected_windows = np.moveaxis(w[ar[:,0],ar[:,1]],0,2)
Alternatively, we can extract the row and col indices with a list comprehension and then index with those, like so -
R = [i[0] for i in a]
C = [i[1] for i in a]
selected_windows = np.moveaxis(w[R,C],0,2)
Optimizing from the start, we can skip the creation of stepping array, a and simply use the step arg with view_as_windows, like so -
view_as_windows(matrix,(m,m),step=2)
This would give us a 4D array and indexing into the first two axes of it would have all the mxm shaped windows. These windows are simply views into input and hence no extra memory overhead plus virtually free runtime!
import numpy as np
a = np.random.randn(n, n)
b = a[0:m*step:step, 0:m*step:step]
If you have a one-dimension array, you can get it's submatrix by the following code:
c = a[start:end:step]
If the dimension is two or more, add comma between every dimension.
d = a[start1:end1:step1, start2:end3:step2]

random but consistent permutation of two numpy arrays

currently im facing a problem regarding the permutation of 2 numpy arrays of different row sizes, i know how to to utilize the np.random.shuffle function but i cannot seem to find a solution to my specific problem, the examples from the numpy documentation only refers to nd arrays with the same row sizes, e.g x.shape=[10][784] y.shape=[10][784]
I want to permute/random shuffle the column values in a consistent order for both arrays with those shapes:x.shape=[60000][784], y.shape=[10000][784].
e.g.
x[59000] = [0,1,2,3,4,5,6,7,8,9]
y[9999] = [0,1,2,3,4,5,6,7,8,9]
After the permutation, both of them should be shuffled in the same consistent way e.g.
x[59000] = [3,0,1,6,7,2,9,8,4,5] y[9999] = [3,0,1,6,7,2,9,8,4,5]
The shuffle order needs to be consistent over the two arrays which have different row sizes. I seem to get a ValueError: Found input variables with inconsistent numbers of samples: [60000, 10000]" Any ideas on how to fix this issue? Really appreciate any help!
Stick the arrays together and permute the combined array:
merged = numpy.concatenate([x, y])
numpy.shuffle(merged.T)
x, y = numpy.split(merged, [x.shape[0]])
Check also old threads
Better way to shuffle two numpy arrays in unison
Or compute a permutation ahead
your_permutation = np.shuffle(np.array([0, 1, 2, 3, 4, 5]))
i = np.argsort(your_permutation)
x = x[i]
y = y[i]

np.bincount for 1 line, vectorized multidimensional averaging

I am trying to vectorize an operation using numpy, which I use in a python script that I have profiled, and found this operation to be the bottleneck and so needs to be optimized since I will run it many times.
The operation is on a data set of two parts. First, a large set (n) of 1D vectors of different lengths (with maximum length, Lmax) whose elements are integers from 1 to maxvalue. The set of vectors is arranged in a 2D array, data, of size (num_samples,Lmax) with trailing elements in each row zeroed. The second part is a set of scalar floats, one associated with each vector, that I have a computed and which depend on its length and the integer-value at each position. The set of scalars is made into a 1D array, Y, of size num_samples.
The desired operation is to form the average of Y over the n samples, as a function of (value,position along length,length).
This entire operation can be vectorized in matlab with use of the accumarray function: by using 3 2D arrays of the same size as data, whose elements are the corresponding value, position, and length indices of the desired final array:
sz_Y = num_samples;
sz_len = Lmax
sz_pos = Lmax
sz_val = maxvalue
ind_len = repmat( 1:sz_len ,1 ,sz_samples);
ind_pos = repmat( 1:sz_pos ,sz_samples,1 );
ind_val = data
ind_Y = repmat((1:sz_Y)',1 ,Lmax );
copiedY=Y(ind_Y);
mask = data>0;
finalarr=accumarray({ind_val(mask),ind_pos(mask),ind_len(mask)},copiedY(mask), [sz_val sz_pos sz_len])/sz_val;
I was hoping to emulate this implementation with np.bincounts. However, np.bincounts differs to accumarray in two relevant ways:
both arguments must be of same 1D size, and
there is no option to choose the shape of the output array.
In the above usage of accumarray, the list of indices, {ind_val(mask),ind_pos(mask),ind_len(mask)}, is 1D cell array of 1x3 arrays used as index tuples, while in np.bincounts it must be 1D scalars as far as I understand. I expect np.ravel may be useful but am not sure how to use it here to do what I want. I am coming to python from matlab and some things do not translate directly, e.g. the colon operator which ravels in opposite order to ravel. So my question is how might I use np.bincount or any other numpy method to achieve an efficient python implementation of this operation.
EDIT: To avoid wasting time: for these multiD index problems with complicated index manipulation, is the recommend route to just use cython to implement the loops explicity?
EDIT2: Alternative Python implementation I just came up with.
Here is a heavy ram solution:
First precalculate:
Using index units for length (i.e., length 1 =0) make a 4D bool array, size (num_samples,Lmax+1,Lmax+1,maxvalue) , holding where the conditions are satisfied for each value in Y.
ALLcond=np.zeros((num_samples,Lmax+1,Lmax+1,maxvalue+1),dtype='bool')
for l in range(Lmax+1):
for i in range(Lmax+1):
for v in range(maxvalue+!):
ALLcond[:,l,i,v]=(data[:,i]==v) & (Lvec==l)`
Where Lvec=[len(row) for row in data]. Then get the indices for these using np.where and initialize a 4D float array into which you will assign the values of Y:
[indY,ind_len,ind_pos,ind_val]=np.where(ALLcond)
Yval=np.zeros(np.shape(ALLcond),dtype='float')
Now in the loop in which I have to perform the operation, I compute it with the two lines:
Yval[ind_Y,ind_len,ind_pos,ind_val]=Y[ind_Y]
Y_avg=sum(Yval)/num_samples
This gives a factor of 4 or so speed up over the direct loop implementation. I was expecting more. Perhaps, this is a more tangible implementation for Python heads to digest. Any faster suggestions are welcome :)
One way is to convert the 3 "indices" to a linear index and then apply bincount. Numpy's ravel_multi_index is essentially the same as MATLAB's sub2ind. So the ported code could be something like:
shape = (Lmax+1, Lmax+1, maxvalue+1)
posvec = np.arange(1, Lmax+1)
ind_len = np.tile(Lvec[:,None], [1, Lmax])
ind_pos = np.tile(posvec, [n, 1])
ind_val = data
Y_copied = np.tile(Y[:,None], [1, Lmax])
mask = posvec <= Lvec[:,None] # fill-value independent
lin_idx = np.ravel_multi_index((ind_len[mask], ind_pos[mask], ind_val[mask]), shape)
Y_avg = np.bincount(lin_idx, weights=Y_copied[mask], minlength=np.prod(shape)) / n
Y_avg.shape = shape
This is assuming data has shape (n, Lmax), Lvec is Numpy array, etc. You may need to adapt the code a little to get rid of off-by-one errors.
One could argue that the tile operations are not very efficient and not very "numpythonic". Something with broadcast_arrays could be nice, but I think I prefer this way:
shape = (Lmax+1, Lmax+1, maxvalue+1)
posvec = np.arange(1, Lmax+1)
len_idx = np.repeat(Lvec, Lvec)
pos_idx = np.broadcast_to(posvec, data.shape)[mask]
val_idx = data[mask]
Y_copied = np.repeat(Y, Lvec)
mask = posvec <= Lvec[:,None] # fill-value independent
lin_idx = np.ravel_multi_index((len_idx, pos_idx, val_idx), shape)
Y_avg = np.bincount(lin_idx, weights=Y_copied, minlength=np.prod(shape)) / n
Y_avg.shape = shape
Note broadcast_to was added in Numpy 1.10.0.

Convert a list of 2D numpy arrays to one 3D numpy array?

I have a list of several hundred 10x10 arrays that I want to stack together into a single Nx10x10 array. At first I tried a simple
newarray = np.array(mylist)
But that returned with "ValueError: setting an array element with a sequence."
Then I found the online documentation for dstack(), which looked perfect: "...This is a simple way to stack 2D arrays (images) into a single 3D array for processing." Which is exactly what I'm trying to do. However,
newarray = np.dstack(mylist)
tells me "ValueError: array dimensions must agree except for d_0", which is odd because all my arrays are 10x10. I thought maybe the problem was that dstack() expects a tuple instead of a list, but
newarray = np.dstack(tuple(mylist))
produced the same result.
At this point I've spent about two hours searching here and elsewhere to find out what I'm doing wrong and/or how to go about this correctly. I've even tried converting my list of arrays into a list of lists of lists and then back into a 3D array, but that didn't work either (I ended up with lists of lists of arrays, followed by the "setting array element as sequence" error again).
Any help would be appreciated.
newarray = np.dstack(mylist)
should work. For example:
import numpy as np
# Here is a list of five 10x10 arrays:
x = [np.random.random((10,10)) for _ in range(5)]
y = np.dstack(x)
print(y.shape)
# (10, 10, 5)
# To get the shape to be Nx10x10, you could use rollaxis:
y = np.rollaxis(y,-1)
print(y.shape)
# (5, 10, 10)
np.dstack returns a new array. Thus, using np.dstack requires as much additional memory as the input arrays. If you are tight on memory, an alternative to np.dstack which requires less memory is to
allocate space for the final array first, and then pour the input arrays into it one at a time.
For example, if you had 58 arrays of shape (159459, 2380), then you could use
y = np.empty((159459, 2380, 58))
for i in range(58):
# instantiate the input arrays one at a time
x = np.random.random((159459, 2380))
# copy x into y
y[..., i] = x

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