2016-07-22 51 views
0

我有一些代码,我正在努力加快与Numba。我已经对这个话题做了一些阅读,但是我一直无法弄清楚它的100%。Numba不加速功能

下面是代码:

import pandas as pd 
import matplotlib.pyplot as plt 
import numpy as np 
import scipy.stats as st 
import seaborn as sns 
from numba import jit, vectorize, float64, autojit 
sns.set(context='talk', style='ticks', font_scale=1.2, rc={'figure.figsize': (6.5, 5.5), 'xtick.direction': 'in', 'ytick.direction': 'in'}) 

#%% constraints 
x_min = 0        # death below this 
x_max = 20        # maximum weight 
t_max = 100        # maximum time 
foraging_efficiencies = np.linspace(0, 1, 10)    # potential foraging efficiencies 
R = 10.0         # Resource level 

#%% make the body size and time categories 
body_sizes = np.arange(x_min, x_max+1) 
time_steps = np.arange(t_max) 

#%% parameter functions 
@jit 
def metabolic_fmr(x, u,temp):       # metabolic cost function 
    fmr = 0.125*(2**(0.2*temp))*(1 + 0.5*u) + x*0.1 
    return fmr 

def intake_dist(u):       # intake stochastic function (returns a vector) 
    g = st.binom.pmf(np.arange(R+1), R, u) 
    return g 

@jit 
def mass_gain(x, u, temp):      # mass gain function (returns a vector) 
    x_prime = x - metabolic_fmr(x, u,temp) + np.arange(R+1) 
    x_prime = np.minimum(x_prime, x_max) 
    x_prime = np.maximum(x_prime, 0) 
    return x_prime 

@jit 
def prob_attack(P):       # probability of an attack 
    p_a = 0.02*P 
    return p_a 

@jit 
def prob_see(u):       # probability of not seeing an attack 
    p_s = 1-(1-u)**0.3 
    return p_s 

@jit 
def prob_lethal(x):       # probability of lethality given a successful attack 
    p_l = 0.5*np.exp(-0.05*x) 
    return p_l 

@jit 
def prob_mort(P, u, x): 
    p_m = prob_attack(P)*prob_see(u)*prob_lethal(x) 
    return np.minimum(p_m, 1) 

#%% terminal fitness function 
@jit 
def terminal_fitness(x): 
    t_f = 15.0*x/(x+5.0) 
    return t_f 

#%% linear interpolation function 
@jit 
def linear_interpolation(x, F, t): 
    floor = x.astype(int) 
    delta_c = x-floor 
    ceiling = floor + 1 
    ceiling[ceiling>x_max] = x_max 
    floor[floor<x_min] = x_min 
    interpolated_F = (1-delta_c)*F[floor,t] + (delta_c)*F[ceiling,t] 
    return interpolated_F 

#%% solver 
@jit 
def solver_jit(P, temp): 
    F = np.zeros((len(body_sizes), len(time_steps)))   # Expected fitness 
    F[:,-1] = terminal_fitness(body_sizes)    # expected terminal fitness for every body size 
    V = np.zeros((len(foraging_efficiencies), len(body_sizes), len(time_steps)))  # Fitness for each foraging effort 
    D = np.zeros((len(body_sizes), len(time_steps)))   # Decision 
    for t in range(t_max-1)[::-1]: 
     for x in range(x_min+1, x_max+1):    # iterate over every body size except dead 
      for i in range(len(foraging_efficiencies)):  # iterate over every possible foraging efficiency 
       u = foraging_efficiencies[i] 
       g_u = intake_dist(u)    # calculate the distribution of intakes 
       xp = mass_gain(x, u, temp)   # calculate the mass gain 
       p_m = prob_mort(P, u, x)   # probability of mortality 
       V[i,x,t] = (1 - p_m)*(linear_interpolation(xp, F, t+1)*g_u).sum()  # Fitness calculation 
      vmax = V[:,x,t].max() 
      idx = np.argwhere(V[:,x,t]==vmax).min() 
      D[x,t] = foraging_efficiencies[idx] 
      F[x,t] = vmax 
    return D, F 

def solver_norm(P, temp): 
    F = np.zeros((len(body_sizes), len(time_steps)))   # Expected fitness 
    F[:,-1] = terminal_fitness(body_sizes)    # expected terminal fitness for every body size 
    V = np.zeros((len(foraging_efficiencies), len(body_sizes), len(time_steps)))  # Fitness for each foraging effort 
    D = np.zeros((len(body_sizes), len(time_steps)))   # Decision 
    for t in range(t_max-1)[::-1]: 
     for x in range(x_min+1, x_max+1):    # iterate over every body size except dead 
      for i in range(len(foraging_efficiencies)):  # iterate over every possible foraging efficiency 
       u = foraging_efficiencies[i] 
       g_u = intake_dist(u)    # calculate the distribution of intakes 
       xp = mass_gain(x, u, temp)   # calculate the mass gain 
       p_m = prob_mort(P, u, x)   # probability of mortality 
       V[i,x,t] = (1 - p_m)*(linear_interpolation(xp, F, t+1)*g_u).sum()  # Fitness calculation 
      vmax = V[:,x,t].max() 
      idx = np.argwhere(V[:,x,t]==vmax).min() 
      D[x,t] = foraging_efficiencies[idx] 
      F[x,t] = vmax 
    return D, F 

个人JIT功能往往比未即时编译的人快得多。例如,一旦运行jit,prob_mort的速度会提高大约600%。然而,解算器本身也快不了多少:

In [3]: %timeit -n 10 solver_jit(200, 25) 
10 loops, best of 3: 3.94 s per loop 

In [4]: %timeit -n 10 solver_norm(200, 25) 
10 loops, best of 3: 4.09 s per loop 

我知道有些功能不能实时编译的,所以我换成一个自定义功能JIT的st.binom.pmf功能,实际上减慢时间到每回路大约17秒,比5倍慢。据推测,因为scipy功能在这一点上经过了大量优化。

所以我怀疑慢度要么在linear_interpolate函数中,要么在jitted函数之外的解算器代码中的某处(因为在某一点上我解开了所有的函数并运行了solver_norm并获得了相同的时间)。有关慢速部分在哪里以及如何加速的想法?

UPDATE

这是我在试图用来加速JIT二项式代码

@jit 
def factorial(n): 
    if n==0: 
     return 1 
    else: 
     return n*factorial(n-1) 

@vectorize([float64(float64,float64,float64)]) 
def binom(k, n, p): 
    binom_coef = factorial(n)/(factorial(k)*factorial(n-k)) 
    pmf = binom_coef*p**k*(1-p)**(n-k) 
    return pmf 

@jit 
def intake_dist(u):       # intake stochastic function (returns a vector) 
    g = binom(np.arange(R+1), R, u) 
    return g 

更新2 我试着在nopython模式下运行我的二项式代码,并发现我做错了,因为它是递归的。一旦固定,通过改变代码:

@jit(int64(int64), nopython=True) 
def factorial(nn): 
    res = 1 
    for ii in range(2, nn + 1): 
     res *= ii 
    return res 

@vectorize([float64(float64,float64,float64)], nopython=True) 
def binom(k, n, p): 
    binom_coef = factorial(n)/(factorial(k)*factorial(n-k)) 
    pmf = binom_coef*p**k*(1-p)**(n-k) 
    return pmf 

求解器现在

In [34]: %timeit solver_jit(200, 25) 
1 loop, best of 3: 921 ms per loop 

大约是3.5倍更快运行。但是,solver_jit()和solver_norm()仍然以同样的速度运行,这意味着在jit函数外部有一些代码会减慢速度。

+0

您可以发布您的自定义'binom.pmf'功能?我猜测你使用jit没有得到任何改进的原因是'intake_dist'在你最内层的循环中,并且这个不能被解决,所以你在求解器中使用了“对象模式”。 – JoshAdel

+0

如果'binom.pmf'是瓶颈,你可以尝试包装rmath版本,并通过cffi调用它,正如我在本博文中所描述的:https://www.continuum.io/blog/developer-blog/calling- c-libraries-numba-using-cffi – JoshAdel

回答

1

我能够对代码进行一些更改,以便jit版本可以在nopython模式下完全编译。在我的笔记本电脑上,结果如下:

%timeit solver_jit(200, 25) 
1 loop, best of 3: 50.9 ms per loop 

%timeit solver_norm(200, 25) 
1 loop, best of 3: 192 ms per loop 

仅供参考,我使用的是Numba 0.27.0。我承认,Numba的编译错误仍然难以确定发生了什么,但是由于我一直在玩它一段时间,我已经建立了一个需要修正的直觉。完整的代码如下,但这里是改变我的上榜:

  • linear_interpolation变化x.astype(int)x.astype(np.int64),以便它可以在nopython模式下进行编译。
  • 在解算器中,使用np.sum作为函数而不是数组的方法。
  • np.argwhere不支持。编写一个自定义循环。

可能会进行一些进一步的优化,但是这会提供最初的加速。

的完整代码:

import pandas as pd 
import matplotlib.pyplot as plt 
import numpy as np 
import scipy.stats as st 
import seaborn as sns 
from numba import jit, vectorize, float64, autojit, njit 
sns.set(context='talk', style='ticks', font_scale=1.2, rc={'figure.figsize': (6.5, 5.5), 'xtick.direction': 'in', 'ytick.direction': 'in'}) 

#%% constraints 
x_min = 0        # death below this 
x_max = 20        # maximum weight 
t_max = 100        # maximum time 
foraging_efficiencies = np.linspace(0, 1, 10)    # potential foraging efficiencies 
R = 10.0         # Resource level 

#%% make the body size and time categories 
body_sizes = np.arange(x_min, x_max+1) 
time_steps = np.arange(t_max) 

#%% parameter functions 
@njit 
def metabolic_fmr(x, u,temp):       # metabolic cost function 
    fmr = 0.125*(2**(0.2*temp))*(1 + 0.5*u) + x*0.1 
    return fmr 

@njit() 
def factorial(nn): 
    res = 1 
    for ii in range(2, nn + 1): 
     res *= ii 
    return res 

@vectorize([float64(float64,float64,float64)], nopython=True) 
def binom(k, n, p): 
    binom_coef = factorial(n)/(factorial(k)*factorial(n-k)) 
    pmf = binom_coef*p**k*(1-p)**(n-k) 
    return pmf 

@njit 
def intake_dist(u):       # intake stochastic function (returns a vector) 
    g = binom(np.arange(R+1), R, u) 
    return g 

@njit 
def mass_gain(x, u, temp):      # mass gain function (returns a vector) 
    x_prime = x - metabolic_fmr(x, u,temp) + np.arange(R+1) 
    x_prime = np.minimum(x_prime, x_max) 
    x_prime = np.maximum(x_prime, 0) 
    return x_prime 

@njit 
def prob_attack(P):       # probability of an attack 
    p_a = 0.02*P 
    return p_a 

@njit 
def prob_see(u):       # probability of not seeing an attack 
    p_s = 1-(1-u)**0.3 
    return p_s 

@njit 
def prob_lethal(x):       # probability of lethality given a successful attack 
    p_l = 0.5*np.exp(-0.05*x) 
    return p_l 

@njit 
def prob_mort(P, u, x): 
    p_m = prob_attack(P)*prob_see(u)*prob_lethal(x) 
    return np.minimum(p_m, 1) 

#%% terminal fitness function 
@njit 
def terminal_fitness(x): 
    t_f = 15.0*x/(x+5.0) 
    return t_f 

#%% linear interpolation function 
@njit 
def linear_interpolation(x, F, t): 
    floor = x.astype(np.int64) 
    delta_c = x-floor 
    ceiling = floor + 1 
    ceiling[ceiling>x_max] = x_max 
    floor[floor<x_min] = x_min 
    interpolated_F = (1-delta_c)*F[floor,t] + (delta_c)*F[ceiling,t] 
    return interpolated_F 

#%% solver 
@njit 
def solver_jit(P, temp): 
    F = np.zeros((len(body_sizes), len(time_steps)))   # Expected fitness 
    F[:,-1] = terminal_fitness(body_sizes)    # expected terminal fitness for every body size 
    V = np.zeros((len(foraging_efficiencies), len(body_sizes), len(time_steps)))  # Fitness for each foraging effort 
    D = np.zeros((len(body_sizes), len(time_steps)))   # Decision 
    for t in range(t_max-2,-1,-1): 
     for x in range(x_min+1, x_max+1):    # iterate over every body size except dead 
      for i in range(len(foraging_efficiencies)):  # iterate over every possible foraging efficiency 
       u = foraging_efficiencies[i] 
       g_u = intake_dist(u)    # calculate the distribution of intakes 
       xp = mass_gain(x, u, temp)   # calculate the mass gain 
       p_m = prob_mort(P, u, x)   # probability of mortality 
       V[i,x,t] = (1 - p_m)*np.sum((linear_interpolation(xp, F, t+1)*g_u))  # Fitness calculation 
      vmax = V[:,x,t].max() 

      for k in xrange(V.shape[0]): 
       if V[k,x,t] == vmax: 
        idx = k 
        break 
      #idx = np.argwhere(V[:,x,t]==vmax).min() 
      D[x,t] = foraging_efficiencies[idx] 
      F[x,t] = vmax 
    return D, F 

def solver_norm(P, temp): 
    F = np.zeros((len(body_sizes), len(time_steps)))   # Expected fitness 
    F[:,-1] = terminal_fitness(body_sizes)    # expected terminal fitness for every body size 
    V = np.zeros((len(foraging_efficiencies), len(body_sizes), len(time_steps)))  # Fitness for each foraging effort 
    D = np.zeros((len(body_sizes), len(time_steps)))   # Decision 
    for t in range(t_max-1)[::-1]: 
     for x in range(x_min+1, x_max+1):    # iterate over every body size except dead 
      for i in range(len(foraging_efficiencies)):  # iterate over every possible foraging efficiency 
       u = foraging_efficiencies[i] 
       g_u = intake_dist(u)    # calculate the distribution of intakes 
       xp = mass_gain(x, u, temp)   # calculate the mass gain 
       p_m = prob_mort(P, u, x)   # probability of mortality 
       V[i,x,t] = (1 - p_m)*(linear_interpolation(xp, F, t+1)*g_u).sum()  # Fitness calculation 
      vmax = V[:,x,t].max() 
      idx = np.argwhere(V[:,x,t]==vmax).min() 
      D[x,t] = foraging_efficiencies[idx] 
      F[x,t] = vmax 
    return D, F 
+0

谢谢!这加快了我的代码,从每次运行4.02秒到每次运行320毫秒!线性插值的技巧,使用np.int64,对我来说是一个挂断,因为我不知道是什么问题阻止了它在没有python模式下编译。单凭这一点,时间减少了3秒。我也知道argwhere不被支持,但没有自定义代码来替换它。谢谢您的帮助! 320毫秒是一个巨大的改进! – Nate

0

如上所述,可能有一些代码正在回退到对象模式。我只是想补充说,你可以使用njit而不是jit来禁用对象模式。这将有助于诊断哪些代码是罪魁祸首。