[Numpy-discussion] ufunc for sum of squared difference
Sebastian Berg
sebastian at sipsolutions.net
Fri Nov 4 17:33:05 EDT 2016
On Fr, 2016-11-04 at 15:42 -0400, Matthew Harrigan wrote:
> I didn't notice identity before. Seems like frompyfunc always sets
> it to None. If it were zero maybe it would work as desired here.
>
> In the writing your own ufunc doc, I was wondering if the pointer to
> data could be used to get a constant at runtime. If not, what could
> that be used for?
> static void double_logit(char **args, npy_intp *dimensions,
> npy_intp* steps, void* data)
> Why would the numerical accuracy be any different? The subtraction
> and square operations look identical and I thought np.sum just calls
> np.add.reduce, so the reduction step uses the same code and would
> therefore have the same accuracy.
>
Sorry, did not read it carefully, I guess `c` is the mean, so you are
doing the two pass method.
- Sebastian
> Thanks
>
> On Fri, Nov 4, 2016 at 1:56 PM, Sebastian Berg <sebastian at sipsolution
> s.net> wrote:
> > On Fr, 2016-11-04 at 13:11 -0400, Matthew Harrigan wrote:
> > > I was reading this and got thinking about if a ufunc could
> > compute
> > > the sum of squared differences in a single pass without a
> > temporary
> > > array. The python code below demonstrates a possible approach.
> > >
> > > import numpy as np
> > > x = np.arange(10)
> > > c = 1.0
> > > def add_square_diff(x1, x2):
> > > return x1 + (x2-c)**2
> > > ufunc = np.frompyfunc(add_square_diff, 2, 1)
> > > print(ufunc.reduce(x) - x[0] + (x[0]-c)**2)
> > > print(np.sum(np.square(x-c)))
> > >
> > > I have (at least) 4 questions:
> > > 1. Is it possible to pass run time constants to a ufunc written
> > in C
> > > for use in its inner loop, and if so how?
> >
> > I don't think its anticipated, since a ufunc could in most cases
> > use a
> > third argument, but a 3 arg ufunc can't be reduced. Not sure if
> > there
> > might be some trickery possible.
> >
> > > 2. Is it possible to pass an initial value to reduce to avoid the
> > > clean up required for the first element?
> >
> > This is the identity normally. But the identity can only be 0, 1 or
> > -1
> > right now I think. The identity is what the output array gets
> > initialized with (which effectively makes it the first value passed
> > into the inner loop).
> >
> > > 3. Does that ufunc work, or are there special cases which cause
> > it to
> > > fall apart?
> > > 4. Would a very specialized ufunc such as this be considered for
> > > incorporating in numpy since it would help reduce time and memory
> > of
> > > functions already in numpy?
> > >
> >
> > Might be mixing up things, however, IIRC the single pass approach
> > has a
> > bad numerical accuracy, so that I doubt that it is a good default
> > algorithm.
> >
> > - Sebastian
> >
> >
> > > Thank you,
> > > Matt
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