[Numpy-discussion] Mean of n values within an array

Phil Ruggera pruggera at gmail.com
Fri Aug 4 00:46:04 EDT 2006


Tweek2 is slightly faster, but does not produce the same result as the
regular python baseline:

regular python took: 11.997997 sec.
numpy convolve took: 0.611996 sec.
numpy convolve tweek 1 took: 0.442029 sec.
numpy convolve tweek 2 took: 0.418857 sec.
Traceback (most recent call last):
 File "G:\Python\Dev\mean.py", line 57, in ?
numpy.testing.assert_equal(reg, np3)
 File "C:\Python24\Lib\site-packages\numpy\testing\utils.py", line
130, in assert_equal
return assert_array_equal(actual, desired, err_msg)
 File "C:\Python24\Lib\site-packages\numpy\testing\utils.py", line
217, in assert_array_equal
assert cond,\
AssertionError:
Arrays are not equal (mismatch 17.1428571429%):
Array 1: [ 0.0000000000000000e+00 6.5000000000000002e-01 1.3000000000000000e+00
..., 1.7842500000000002e+03 1.785550000...
Array 2: [ 0.0000000000000000e+00 6.5000000000000002e-01 1.3000000000000000e+00
..., 1.7842500000000002e+03 1.785550000...

Code:

# mean of n values within an array
import numpy, time
def nmean(list,n):
   a = []
   for i in range(1,len(list)+1):
       start = i-n
       divisor = n
       if start < 0:
           start = 0
           divisor = i
       a.append(sum(list[start:i])/divisor)
   return a

def testNP(code, text):
    start = time.clock()
    for x in range(1000):
        np = code(t,50)
    print text, "took: %f sec."%(time.clock() - start)
    return np

t = [1.3*i for i in range(1400)]
reg = testNP(nmean, 'regular python')

t = numpy.array(t,dtype=float)

def numpy_nmean_conv(list,n):
    b = numpy.ones(n,dtype=float)
    a = numpy.convolve(list,b,mode="full")
    for i in range(n):
        a[i] /= i + 1
    a[n:] /= n
    return a[:len(list)]

np1 = testNP(numpy_nmean_conv, 'numpy convolve')

def numpy_nmean_conv_nl_tweak1(list,n):
   b = numpy.ones(n,dtype=float)
   a = numpy.convolve(list,b,mode="full")
   a[:n] /= numpy.arange(1, n+1)
   a[n:] /= n
   return a[:len(list)]

np2 = testNP(numpy_nmean_conv_nl_tweak1, 'numpy convolve tweek 1')

def numpy_nmean_conv_nl_tweak2(list,n):

   b = numpy.ones(n,dtype=float)
   a = numpy.convolve(list,b,mode="full")
   a[:n] /= numpy.arange(1, n + 1)
   a[n:] *= 1.0/n
   return a[:len(list)]

np3 = testNP(numpy_nmean_conv_nl_tweak2, 'numpy convolve tweek 2')

numpy.testing.assert_equal(reg, np1)
numpy.testing.assert_equal(reg, np2)
numpy.testing.assert_equal(reg, np3)

On 8/3/06, Charles R Harris <charlesr.harris at gmail.com> wrote:
> Hi Scott,
>
>
> On 8/3/06, Scott Ransom <sransom at nrao.edu> wrote:
> > You should be able to modify the kernel so that you can avoid
> > many of the divides at the end.  Something like:
> >
> > def numpy_nmean_conv_nl2(list,n):
> >     b = numpy.ones(n,dtype=float) / n
> >     a = numpy.convolve (c,b,mode="full")
> >     # Note: something magic in here to fix the first 'n' values
> >     return a[:len(list)]
>
>
> Yep, I tried that but it wasn't any faster. It might help for really *big*
> arrays. The first n-1 values still need to be fixed after.
>
> Chuck
>
> > I played with it a bit, but don't have time to figure out exactly
> > how convolve is mangling the first n return values...
> >
> > Scott
> >
> >
> >
> > On Thu, Aug 03, 2006 at 09:38:25AM -0600, Charles R Harris wrote:
> > > Heh,
> > >
> > > This is fun. Two more variations with 1000 reps instead of 100 for
> better
> > > timing:
> > >
> > > def numpy_nmean_conv_nl_tweak1(list,n):
> > >   b = numpy.ones(n,dtype=float)
> > >   a = numpy.convolve(list,b,mode="full")
> > >   a[:n] /= numpy.arange(1, n + 1)
> > >   a[n:] /= n
> > >   return a[:len(list)]
> > >
> > > def numpy_nmean_conv_nl_tweak2(list,n):
> > >   b = numpy.ones(n,dtype=float)
> > >   a = numpy.convolve(list,b,mode="full")
> > >   a[:n] /= numpy.arange(1, n + 1)
> > >   a[n:] *= 1.0/n
> > >   return a[:len(list)]
> > >
> > > Which gives
> > >
> > > numpy convolve took: 2.630000 sec.
> > > numpy convolve noloop took: 0.320000 sec.
> > > numpy convolve noloop tweak1 took: 0.250000 sec.
> > > numpy convolve noloop tweak2 took: 0.240000 sec.
> > >
> > > Chuck
> > >
> > > On 8/2/06, Phil Ruggera <pruggera at gmail.com> wrote:
> > > >
> > > >A variation of the proposed convolve routine is very fast:
> > > >
> > > >regular python took: 1.150214 sec.
> > > >numpy mean slice took: 2.427513 sec.
> > > >numpy convolve took: 0.546854 sec.
> > > >numpy convolve noloop took: 0.058611 sec.
> > > >
> > > >Code:
> > > >
> > > ># mean of n values within an array
> > > >import numpy, time
> > > >def nmean(list,n):
> > > >    a = []
> > > >    for i in range(1,len(list)+1):
> > > >        start = i-n
> > > >        divisor = n
> > > >        if start < 0:
> > > >            start = 0
> > > >            divisor = i
> > > >        a.append(sum(list[start:i])/divisor)
> > > >    return a
> > > >
> > > >t = [1.0*i for i in range(1400)]
> > > >start = time.clock()
> > > >for x in range(100):
> > > >    reg = nmean(t,50)
> > > >print "regular python took: %f sec."%(time.clock() - start)
> > > >
> > > >def numpy_nmean(list,n):
> > > >    a = numpy.empty(len(list),dtype=float)
> > > >    for i in range(1,len(list)+1):
> > > >        start = i-n
> > > >        if start < 0:
> > > >            start = 0
> > > >        a[i-1] = list[start:i].mean(0)
> > > >    return a
> > > >
> > > >t = numpy.arange (0,1400,dtype=float)
> > > >start = time.clock()
> > > >for x in range(100):
> > > >    npm = numpy_nmean(t,50)
> > > >print "numpy mean slice took: %f sec."%(time.clock() - start)
> > > >
> > > >def numpy_nmean_conv(list,n):
> > > >    b = numpy.ones(n,dtype=float)
> > > >    a = numpy.convolve(list,b,mode="full")
> > > >    for i in range(0,len(list)):
> > > >        if i < n :
> > > >            a[i] /= i + 1
> > > >        else :
> > > >            a[i] /= n
> > > >    return a[:len(list)]
> > > >
> > > >t = numpy.arange(0,1400,dtype=float)
> > > >start = time.clock ()
> > > >for x in range(100):
> > > >    npc = numpy_nmean_conv(t,50)
> > > >print "numpy convolve took: %f sec."%(time.clock() - start)
> > > >
> > > >def numpy_nmean_conv_nl(list,n):
> > > >    b = numpy.ones(n,dtype=float)
> > > >    a = numpy.convolve(list,b,mode="full")
> > > >    for i in range(n):
> > > >        a[i] /= i + 1
> > > >    a[n:] /= n
> > > >    return a[:len(list)]
> > > >
> > > >t = numpy.arange(0,1400,dtype=float)
> > > >start = time.clock()
> > > >for x in range(100):
> > > >    npn = numpy_nmean_conv_nl(t,50)
> > > >print "numpy convolve noloop took: %f sec."%( time.clock() - start)
> > > >
> > > >numpy.testing.assert_equal(reg,npm)
> > > >numpy.testing.assert_equal(reg,npc)
> > > >numpy.testing.assert_equal(reg,npn)
> > > >
> > > >On 7/29/06, David Grant < davidgrant at gmail.com> wrote:
> > > >>
> > > >>
> > > >>
> > > >> On 7/29/06, Charles R Harris <charlesr.harris at gmail.com > wrote:
> > > >> >
> > > >> > Hmmm,
> > > >> >
> > > >> > I rewrote the subroutine a bit.
> > > >> >
> > > >> >
> > > >> > def numpy_nmean(list,n):
> > > >> >     a = numpy.empty(len(list),dtype=float)
> > > >> >
> > > >> >     b = numpy.cumsum(list)
> > > >> >     for i in range(0,len(list)):
> > > >> >         if i < n :
> > > >> >             a[i] = b[i]/(i+1)
> > > >> >         else :
> > > >> >             a[i] = (b[i] - b[i-n])/(i+1)
> > > >> >     return a
> > > >> >
> > > >> > and got
> > > >> >
> > > >> > regular python took: 0.750000 sec.
> > > >> > numpy took: 0.380000 sec.
> > > >>
> > > >>
> > > >> I got rid of the for loop entirely. Usually this is the thing to do,
> at
> > > >> least this will always give speedups in Matlab and also in my limited
> > > >> experience with Numpy/Numeric:
> > > >>
> > > >>  def numpy_nmean2(list,n):
> > > >>
> > > >>     a = numpy.empty(len(list),dtype=float)
> > > >>     b = numpy.cumsum(list)
> > > >>      c = concatenate((b[n:],b[:n]))
> > > >>     a[:n] = b[:n]/(i+1)
> > > >>      a[n:] = (b[n:] - c[n:])/(i+1)
> > > >>     return a
> > > >>
> > > >> I got no noticeable speedup from doing this which I thought was
> pretty
> > > >> amazing. I even profiled all the functions, the original, the one
> > > >written by
> > > >> Charles, and mine, using hotspot just to make sure nothing funny was
> > > >going
> > > >> on. I guess plain old Python can be better than you'd expect in
> certain
> > > >> situtations.
> > > >>
> > > >> --
> > > >> David Grant
> > > >
> > >
> >-------------------------------------------------------------------------
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> >
> > >
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> >
> > --
> > --
> > Scott M. Ransom            Address:  NRAO
> > Phone:  (434) 296-0320               520 Edgemont Rd.
> > email:   sransom at nrao.edu             Charlottesville, VA 22903 USA
> > GPG Fingerprint: 06A9 9553 78BE 16DB 407B  FFCA 9BFA B6FF FFD3 2989




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