在cython中创建小型数组需要花费大量的时间

我正在为numpy编写一个新的随机数生成器,当我遇到这种非常奇怪的行为时,根据任意分布产生随机数:

这是test.pyx

#cython: boundscheck=False
#cython: wraparound=False
import numpy as np
cimport numpy as np
cimport cython

def BareBones(np.ndarray[double, ndim=1] a,np.ndarray[double, ndim=1] u,r):
    return u

def UntypedWithLoop(a,u,r):
    cdef int i,j=0
    for i in range(u.shape[0]):
        j+=i
    return u,j

def BSReplacement(np.ndarray[double, ndim=1] a, np.ndarray[double, ndim=1] u):
    cdef np.ndarray[np.int_t, ndim=1] r=np.empty(u.shape[0],dtype=int)
    cdef int i,j=0
    for i in range(u.shape[0]):
        j=i
    return r

setup.py

from distutils.core import setup
from Cython.Build import cythonize
setup(name = "simple cython func",ext_modules = cythonize('test.pyx'),)

分析代码

#!/usr/bin/python
from __future__ import division

import subprocess
import timeit

#Compile the cython modules before importing them
subprocess.call(['python', 'setup.py', 'build_ext', '--inplace'])

sstr="""
import test
import numpy
u=numpy.random.random(10)
a=numpy.random.random(10)
a=numpy.cumsum(a)
a/=a[-1]
r=numpy.empty(10,int)
"""

print "binary search: creates an array[N] and performs N binary searches to fill it:n",timeit.timeit('numpy.searchsorted(a,u)',sstr)
print "Simple replacement for binary search:takes the same args as np.searchsorted and similarly returns a new array. this performs only one trivial operation per element:n",timeit.timeit('test.BSReplacement(a,u)',sstr)

print "barebones function doing nothing:",timeit.timeit('test.BareBones(a,u,r)',sstr)
print "Untyped inputs and doing N iterations:",timeit.timeit('test.UntypedWithLoop(a,u,r)',sstr)
print "time for just np.empty()",timeit.timeit('numpy.empty(10,int)',sstr)

二进制搜索实现按照len(u)*Log(len(a))时间顺序执行。 微不足道的cython函数按len(u)的顺序运行。 两者都返回一个len(u)的1D int数组。

然而,即使这样,没有计算微不足道的实现需要比numpy库中的全二值搜索更长的时间。 (它是用C编写的:https://github.com/numpy/numpy/blob/202e78d607515e0390cffb1898e11807f117b36a/numpy/core/src/multiarray/item_selection.c请参阅PyArray_SearchSorted)

结果是:

binary search: creates an array[N] and performs N binary searches to fill it:
1.15157485008
Simple replacement for binary search:takes the same args as np.searchsorted and similarly returns a new array. this performs only one trivial operation per element:
3.69442796707
barebones function doing nothing: 0.87496304512
Untyped inputs and doing N iterations: 0.244267940521
time for just np.empty() 1.0983929634

为什么np.empty()步骤需要花费太多时间? 我能做些什么来获得我可以返回的空数组?

C函数执行此操作,并运行一系列完整性检查,并在内部循环中使用更长的算法。 (我删除了所有的逻辑,除了循环本身从我的例子)


更新

原来有两个不同的问题:

  • 单独的np.empty(10)调用具有巨大的开销,并且需要花费尽可能多的时间来搜索已分配的新数组,并对其执行10个二进制搜索
  • 只需声明缓冲区语法np.ndarray[...]也具有比接收无类型变量和迭代50次花费更多时间的大量开销。
  • 50次迭代的结果:

    binary search: 2.45336699486
    Simple replacement:3.71126317978
    barebones function doing nothing: 0.924916028976
    Untyped inputs and doing N iterations: 0.316384077072
    time for just np.empty() 1.04949498177
    

    Cython列表中对此进行了讨论,可能会提供一些有用的建议:https://groups.google.com/forum/#!topic/cython-users/CwtU_jYADgM

    通常,尽管我尝试在Cython之外分配小数组,请将它们传入并在随后的方法调用中重新使用它们。 我明白,这并不总是一种选择。


    在Cython函数中创建np.empty有一些开销,正如你已经看到的那样。 在这里,您将看到一个关于如何创建空数组并将其传递给Cython模块以便填充正确值的示例:

    n=10

    numpy.searchsorted: 1.30574745517
    cython O(1): 3.28732016088
    cython no array declaration 1.54710909596
    

    n=100

    numpy.searchsorted: 4.15200545373
    cython O(1): 13.7273431067
    cython no array declaration 11.4186086744
    

    正如你已经指出的那样, numpy版本比较好,因为它是O(len(u)*long(len(a))) ,这里的算法是O(len(u)*len(a)) ...

    我也尝试使用Memoryview,基本上通过double[:]更改np.ndarray[double, ndim=1] double[:] ,但在这种情况np.ndarray[double, ndim=1]一个选项更快。

    新的.pyx文件是:

    from __future__ import division
    import numpy as np
    cimport numpy as np
    cimport cython
    
    @cython.boundscheck(False)
    @cython.wraparound(False)
    def JustLoop(np.ndarray[double, ndim=1] a, np.ndarray[double, ndim=1] u,
                 np.ndarray[int, ndim=1] r):
        cdef int i,j
        for j in range(u.shape[0]):
            if u[j] < a[0]:
                r[j] = 0
                continue
    
            if u[j] > a[a.shape[0]-1]:
                r[j] = a.shape[0]-1
                continue
    
            for i in range(1, a.shape[0]):
                if u[j] >= a[i-1] and u[j] < a[i]:
                    r[j] = i
                    break
    
    @cython.boundscheck(False)
    @cython.wraparound(False)
    def WithArray(np.ndarray[double, ndim=1] a, np.ndarray[double, ndim=1] u):
        cdef np.ndarray[np.int_t, ndim=1] r=np.empty(u.shape[0],dtype=int)
        cdef int i,j
        for j in range(u.shape[0]):
            if u[j] < a[0]:
                r[j] = 0
                continue
    
            if u[j] > a[a.shape[0]-1]:
                r[j] = a.shape[0]-1
                continue
    
            for i in range(1, a.shape[0]):
                if u[j] >= a[i-1] and u[j] < a[i]:
                    r[j] = i
                    break
        return r
    

    新的.py文件:

    import numpy
    import subprocess
    import timeit
    
    #Compile the cython modules before importing them
    subprocess.call(['python', 'setup.py', 'build_ext', '--inplace'])
    from test import *
    
    sstr="""
    import test
    import numpy
    u=numpy.random.random(10)
    a=numpy.random.random(10)
    a=numpy.cumsum(a)
    a/=a[-1]
    a.sort()
    r = numpy.empty(u.shape[0], dtype=int)
    """
    
    print "numpy.searchsorted:",timeit.timeit('numpy.searchsorted(a,u)',sstr)
    print "cython O(1):",timeit.timeit('test.WithArray(a,u)',sstr)
    print "cython no array declaration",timeit.timeit('test.JustLoop(a,u,r)',sstr)
    
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