Hi, Actually it makes it slightly worse - given the responses on another thread it is probably due to not pushing enough into C code. Obviously use of blas etc will be faster but it doesn't change the fact that removing the inner loop would be faster still. Bruce On 2/22/06, Nadav Horesh <nadavh@visionsense.com> wrote:

You may get a significant boost by replacing the line: w=w+ eta * (y*x - y**2*w) with w *= 1.0 - eta*y*y w += eta*y*x

I ran a test on a similar expression and got 5 fold speed increase. The dot() function runs faster if you compile with dotblas.

Nadav.

-----Original Message----- From: numpy-discussion-admin@lists.sourceforge.net on behalf of Bruce Southey Sent: Tue 21-Feb-06 17:15 To: Brian Blais Cc: python-list@python.org; numpy-discussion@lists.sourceforge.net; scipy-user@scipy.net Subject: Re: [Numpy-discussion] algorithm, optimization, or other problem? Hi, In the current version, note that Y is scalar so replace the squaring (Y**2) with Y*Y as you do in the dohebb function. On my system without blas etc removing the squaring removes a few seconds (16.28 to 12.4). It did not seem to help factorizing Y.

Also, eta and tau are constants so define them only once as scalars outside the loops and do the division outside the loop. It only saves about 0.2 seconds but these add up.

The inner loop probably can be vectorized because it is just vector operations on a matrix. You are just computing over the ith dimension of X. I think that you could be able to find the matrix version on the net.

Regards Bruce

On 2/21/06, Brian Blais <bblais@bryant.edu> wrote:

...

Hello,

I am trying to translate some Matlab/mex code to Python, for doing neural simulations. This application is definitely computing-time limited, and I need to optimize at least one inner loop of the code, or perhaps even rethink the algorithm. The procedure is very simple, after initializing any variables:

1) select a random input vector, which I will call "x". right now I have it as an array, and I choose columns from that array randomly. in other cases, I may need to take an image, select a patch, and then make that a column vector.

2) calculate an output value, which is the dot product of the "x" and a weight vector, "w", so

y=dot(x,w)

3) modify the weight vector based on a matrix equation, like:

w=w+ eta * (y*x - y**2*w) ^ | +---- learning rate constant

4) repeat steps 1-3 many times

I've organized it like:

for e in 100: # outer loop for i in 1000: # inner loop (steps 1-3)

display things.

so that the bulk of the computation is in the inner loop, and is amenable to converting to a faster language. This is my issue:

straight python, in the example posted below for 250000 inner-loop steps, takes 20 seconds for each outer-loop step. I tried Pyrex, which should work very fast on such a problem, takes about 8.5 seconds per outer-loop step. The same code as a C-mex file in matlab takes 1.5 seconds per outer-loop step.

Given the huge difference between the Pyrex and the Mex, I feel that there is something I am doing wrong, because the C-code for both should run comparably. Perhaps the approach is wrong? I'm willing to take any suggestions! I don't mind coding some in C, but the Python API seemed a bit challenging to me.

One note: I am using the Numeric package, not numpy, only because I want to be able to use the Enthought version for Windows. I develop on Linux, and haven't had a chance to see if I can compile numpy using the Enthought Python for Windows.

If there is anything else anyone needs to know, I'll post it. I put the main script, and a dohebb.pyx code below.

thanks!

Brian Blais

-- -----------------

bblais@bryant.edu http://web.bryant.edu/~bblais

# Main script:

from dohebb import * import pylab as p from Numeric import * from RandomArray import * import time

x=random((100,1000)) # 1000 input vectors

numpats=x.shape[0] w=random((numpats,1));

th=random((1,1))

params={} params['eta']=0.001; params['tau']=100.0; old_mx=0; for e in range(100):

rnd=randint(0,numpats,250000) t1=time.time() if 0: # straight python for i in range(len(rnd)): pat=rnd[i] xx=reshape(x[:,pat],(1,-1)) y=matrixmultiply(xx,w) w=w+params['eta']*(y*transpose(xx)-y**2*w); th=th+(1.0/params['tau'])*(y**2-th); else: # pyrex dohebb(params,w,th,x,rnd) print time.time()-t1

p.plot(w,'o-') p.xlabel('weights') p.show()

#=============================================

# dohebb.pyx

cdef extern from "Numeric/arrayobject.h":

struct PyArray_Descr: int type_num, elsize char type

ctypedef class Numeric.ArrayType [object PyArrayObject]: cdef char *data cdef int nd cdef int *dimensions, *strides cdef object base cdef PyArray_Descr *descr cdef int flags

def dohebb(params,ArrayType w,ArrayType th,ArrayType X,ArrayType rnd):

cdef int num_iterations cdef int num_inputs cdef int offset cdef double *wp,*xp,*thp cdef int *rndp cdef double eta,tau

eta=params['eta'] # learning rate tau=params['tau'] # used for variance estimate

cdef double y num_iterations=rnd.dimensions[0] num_inputs=w.dimensions[0]

# get the pointers wp=<double *>w.data xp=<double *>X.data rndp=<int *>rnd.data thp=<double *>th.data

for it from 0 <= it < num_iterations:

offset=rndp[it]*num_inputs

# calculate the output y=0.0 for i from 0 <= i < num_inputs: y=y+wp[i]*xp[i+offset]

# change in the weights for i from 0 <= i < num_inputs: wp[i]=wp[i]+eta*(y*xp[i+offset] - y*y*wp[i])

# estimate the variance thp[0]=thp[0]+(1.0/tau)*(y**2-thp[0])

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