做像这样的事情
import numpy as np
a = np.random.rand(10**4, 10**4)
b = np.dot(a, a)
使用多核,并且运行良好。
不过,a
中的元素是64位浮点数(在32位平台中是32位吗?),我想将8位整数数组相乘。不过,请尝试以下几点:
a = np.random.randint(2, size=(n, n)).astype(np.int8)
结果导致点积不使用多核,因此在我的PC上运行速度慢了大约1000倍。
array: np.random.randint(2, size=shape).astype(dtype)
dtype shape %time (average)
float32 (2000, 2000) 62.5 ms
float32 (3000, 3000) 219 ms
float32 (4000, 4000) 328 ms
float32 (10000, 10000) 4.09 s
int8 (2000, 2000) 13 seconds
int8 (3000, 3000) 3min 26s
int8 (4000, 4000) 12min 20s
int8 (10000, 10000) It didn't finish in 6 hours
float16 (2000, 2000) 2min 25s
float16 (3000, 3000) Not tested
float16 (4000, 4000) Not tested
float16 (10000, 10000) Not tested
我知道NumPy使用BLAS,它不支持整数,但如果我使用SciPy BLAS包装器,即。
import scipy.linalg.blas as blas
a = np.random.randint(2, size=(n, n)).astype(np.int8)
b = blas.sgemm(alpha=1.0, a=a, b=a)
计算是多线程的。现在,对于浮点32,blas.sgemm
的运行时间与np.dot
完全相同,但对于非浮点数,它会将所有内容转换为float32
并输出浮点数,这是np.dot
所不做的。(此外,b
现在是F_CONTIGUOUS
顺序,这是一个较小的问题)。
因此,如果我想做整数矩阵乘法,我必须执行以下操作之一:
np.dot
,很高兴我保留了8位的sgemm
,并使用了4倍的内存。np.float16
,只使用了2倍的内存,但需要注意的是,np.dot
在float16阵列上比在float32阵列上慢得多,比int8慢得多。我可以遵循选项4吗?这样的库存在吗?
免责声明:我实际上正在运行NumPy + MKL,但我已经在vanilly NumPy上尝试了类似的测试,得到了类似的结果。
发布于 2016-02-17 20:31:51
请注意,虽然这个答案变得陈旧,但numpy可能会获得优化的整数支持。请验证此答案在您的设置中是否仍然工作得更快。
numpy.dot
进行计算,这将释放全局解释器锁。因此,可以使用相对轻量级的threads,并且可以从主线程访问数组以提高内存效率。实施:
import numpy as np
from numpy.testing import assert_array_equal
import threading
from time import time
def blockshaped(arr, nrows, ncols):
"""
Return an array of shape (nrows, ncols, n, m) where
n * nrows, m * ncols = arr.shape.
This should be a view of the original array.
"""
h, w = arr.shape
n, m = h // nrows, w // ncols
return arr.reshape(nrows, n, ncols, m).swapaxes(1, 2)
def do_dot(a, b, out):
#np.dot(a, b, out) # does not work. maybe because out is not C-contiguous?
out[:] = np.dot(a, b) # less efficient because the output is stored in a temporary array?
def pardot(a, b, nblocks, mblocks, dot_func=do_dot):
"""
Return the matrix product a * b.
The product is split into nblocks * mblocks partitions that are performed
in parallel threads.
"""
n_jobs = nblocks * mblocks
print('running {} jobs in parallel'.format(n_jobs))
out = np.empty((a.shape[0], b.shape[1]), dtype=a.dtype)
out_blocks = blockshaped(out, nblocks, mblocks)
a_blocks = blockshaped(a, nblocks, 1)
b_blocks = blockshaped(b, 1, mblocks)
threads = []
for i in range(nblocks):
for j in range(mblocks):
th = threading.Thread(target=dot_func,
args=(a_blocks[i, 0, :, :],
b_blocks[0, j, :, :],
out_blocks[i, j, :, :]))
th.start()
threads.append(th)
for th in threads:
th.join()
return out
if __name__ == '__main__':
a = np.ones((4, 3), dtype=int)
b = np.arange(18, dtype=int).reshape(3, 6)
assert_array_equal(pardot(a, b, 2, 2), np.dot(a, b))
a = np.random.randn(1500, 1500).astype(int)
start = time()
pardot(a, a, 2, 4)
time_par = time() - start
print('pardot: {:.2f} seconds taken'.format(time_par))
start = time()
np.dot(a, a)
time_dot = time() - start
print('np.dot: {:.2f} seconds taken'.format(time_dot))
在这个实现中,我获得了大约x4的加速比,这是我的机器中的物理核心数:
running 8 jobs in parallel
pardot: 5.45 seconds taken
np.dot: 22.30 seconds taken
发布于 2018-02-21 14:20:09
"Why is it faster to perform float by float matrix multiplication compared to int by int?“解释了整数如此缓慢的原因:首先,CPU有高吞吐量的浮点流水线。其次,BLAS没有整数类型。
解决方法:将矩阵转换为float32
值的可以获得很大的加速。在2015年的MacBook专业版上,90倍的加速效果如何?(使用float64
的效果只有一半好。)
import numpy as np
import time
def timeit(callable):
start = time.time()
callable()
end = time.time()
return end - start
a = np.random.random_integers(0, 9, size=(1000, 1000)).astype(np.int8)
timeit(lambda: a.dot(a)) # ≈0.9 sec
timeit(lambda: a.astype(np.float32).dot(a.astype(np.float32)).astype(np.int8) ) # ≈0.01 sec
https://stackoverflow.com/questions/35101312
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