I have a function which requires a DateTime argument. A possibility is that a user might provide a ZonedDateTime argument. As far as I can tell there are three possible ways to catch this without breaking:
Accept both arguments in a single method, and perform a type conversion if necessary via an if... statement
function ofdatetime(dt::AbstractDateTime)
if dt::ZonedDateTime
dt = DateTime(dt, UTC)
end
...
end
Define a second method which simply converts the type and calls the first method
function ofdatetime(dt::DateTime)
...
end
function ofdatetime(dt::ZonedDateTime)
dt = DateTime(dt, UTC)
return ofdatetime(dt)
end
Redefine the entire function body for the second method
function ofdatetime(dt::DateTime)
...
end
function ofdatetime(dt::ZonedDateTime)
dt = DateTime(dt, UTC)
...
end
Of course, this doesn't apply when a different argument type implies that the function actually do something different - the whole point of multiple dispatch - but this is a toy example. I'm wondering what is best practice in these cases? It needn't be exclusively to do with time zones, this is just the example I'm working with. Perhaps a relevant question is 'how does Julia do multiple dispatch under the hood?' i.e. are arguments dispatched to relevant methods by something like an if... else/switch... case block, or is it more clever than that?
The answer in the comments is correct that, ideally, you would write your ofdatetime function such that all operations on dt within your function body are general to any AbstractDateTime; in any case where the the difference between DateTime and ZonedDateTime would matter, you can use dispatch at that point within your function to take care of the details.
Failing that, either of 2 or 3 is generally preferable to 1 in your question, since for either of those, the branch can be elided in the case that the type of df is known at compile-time. Of the latter two, 2 is probably preferable to 3 as written in your example in terms of general code style ("DRY"), but if you were able to avoid the type conversion by writing entirely different function bodies, then 3 could actually have better performance than if the type conversion is at all expensive.
In general though, the best of all worlds is to keep most your code generic to either type, and only dispatch at the last possible moment.
Related
Is this bad practice? It seems like a lot could go wrong here.*
I am setting the argument of an outer function to be a global variable for a function defined inside it. I am just doing this to work around some existing code.
f = function(a,b){h = function(c){print(b);b+c}}
myh = f(1,2)
myh(7)
#[1] 2
#[1] 9
*On the other hand, it's perfectly acceptable to write something like
h = function(c){print(7);7+c}
Creating a function that creates functions (or a function factory) is a totally acceptable code practice. See https://adv-r.hadley.nz/function-factories.html for more details on certain parts of the technical implementation in R.
It is most often used if you need to create functions at runtime or you need to create a lot of similar funcions.
The function factory you have created could be considered similar to a function factory that would create different sized counters that told the user how much the amount was incremented by.
It is important to keep track of the functions you create this way however.
Let me know if you'd like more clarification on anything.
(One possible bad practise in the function you have created though is an unused argument a).
As I'm learning Julia, I am wondering how to properly do things I might have done in Python, Java or C++ before. For example, previously I might have used an abstract base class (or interface) to define a family of models through classes. Each class might then have a method like calculate. So to call it I might have model.calculate(), where the model is an object from one of the inheriting classes.
I get that Julia uses multiple dispatch to overload functions with different signatures such as calculate(model). The question I have is how to create different models. Do I use the type system for that and create different types like:
abstract type Model end
type BlackScholes <: Model end
type Heston <: Model end
where BlackScholes and Heston are different types of model? If so, then I can overload different calculate methods:
function calculate(model::BlackScholes)
# code
end
function calculate(model::Heston)
# code
end
But I'm not sure if this is a proper and idiomatic use of types in Julia. I will greatly appreciate your guidance!
This is a hard question to answer. Julia offers a wide range of tools to solve any given problem, and it would be hard for even a core developer of the language to assert that one particular approach is "right" or even "idiomatic".
For example, in the realm of simulating and solving stochastic differential equations, you could look at the approach taken by Chris Rackauckas (and many others) in the suite of packages under the JuliaDiffEq umbrella. However, many of these people are extremely experienced Julia coders, and what they do may be somewhat out of reach for less experienced Julia coders who just want to model something in a manner that is reasonably sensible and attainable for a mere mortal.
It is is possible that the only "right" answer to this question is to direct users to the Performance Tips section of the docs, and then assert that as long as you aren't violating any of the recommendations there, then what you are doing is probably okay.
I think the best way I can answer this question from my own personal experience is to provide an example of how I (a mere mortal) would approach the problem of simulating different Ito processes. It is actually not too far off what you have put in the question, although with one additional layer. To be clear, I make no claim that this is the "right" way to do things, merely that it is one approach that utilizes multiple dispatch and Julia's type system in a reasonably sensible fashion.
I start off with an abstract type, for nesting specific subtypes that represent specific models.
abstract type ItoProcess ; end
Now I define some specific model subtypes, e.g.
struct GeometricBrownianMotion <: ItoProcess
mu::Float64
sigma::Float64
end
struct Heston <: ItoProcess
mu::Float64
kappa::Float64
theta::Float64
xi::Float64
end
Note, in this case I don't need to add constructors that convert arguments to Float64, since Julia does this automatically, e.g. GeometricBrownianMotion(1, 2.0) will work out-of-the-box, as Julia will automatically convert 1 to 1.0 when constructing the type.
However, I might want to add some constructors for common parameterizations, e.g.
GeometricBrownianMotion() = GeometricBrownianMotion(0.0, 1.0)
I might also want some functions that return useful information about my models, e.g.
number_parameter(model::GeometricBrownianMotion) = 2
number_parameter(model::Heston) = 4
In fact, given how I've defined the models above, I could actually be a bit sneaky and define a method that works for all subtypes:
number_parameter(model::T) where {T<:ItoProcess} = length(fieldnames(typeof(model)))
Now I want to add some code that allows me to simulate my models:
function simulate(model::T, numobs::Int, stval) where {T<:ItoProcess}
# code here that is common to all subtypes of ItoProcess
simulate_inner(model, somethingelse)
# maybe more code that is common to all subtypes of ItoProcess
end
function simulate_inner(model::GeometricBrownianMotion, somethingelse)
# code here that is specific to GeometricBrownianMotion
end
function simulate_inner(model::Heston, somethingelse)
# code here that is specific to Heston
end
Note that I have used the abstract type to allow me to group all code that is common to all subtypes of ItoProcess in the simulate function. I then use multiple dispatch and simulate_inner to run any code that needs to be specific to a particular subtype of ItoProcess. For the aforementioned reasons, I hesitate to use the phrase "idiomatic", but let me instead say that the above is quite a common pattern in typical Julia code.
The one thing to be careful of in the above code is to ensure that the output type of the simulate function is type-stable, that is, the output type can be uniquely determined by the input types. Type stability is usually an important factor in ensuring performant Julia code. An easy way in this case to ensure type-stability is to always return Matrix{Float64} (if the output type is fixed for all subtypes of ItoProcess then obviously it is uniquely determined). I examine a case where the output type depends on input types below for my estimate example. Anyway, for simulate I might always return Matrix{Float64} since for GeometricBrownianMotion I only need one column, but for Heston I will need two (the first for price of the asset, the second for the volatility process).
In fact, depending on how the code is used, type-stability is not always necessary for performant code (see eg using function barriers to prevent type-instability from flowing through to other parts of your program), but it is a good habit to be in (for Julia code).
I might also want routines to estimate these models. Again, I can follow the same approach (but with a small twist):
function estimate(modeltype::Type{T}, data)::T where {T<:ItoProcess}
# again, code common to all subtypes of ItoProcess
estimate_inner(modeltype, data)
# more common code
return T(some stuff generated from function that can be used to construct T)
end
function estimate_inner(modeltype::Type{GeometricBrownianMotion}, data)
# code specific to GeometricBrownianMotion
end
function estimate_inner(modeltype::Type{Heston}, data)
# code specific to Heston
end
There are a few differences from the simulate case. Instead of inputting an instance of GeometricBrownianMotion or Heston, I instead input the type itself. This is because I don't actually need an instance of the type with defined values for the fields. In fact, the values of those fields is the very thing I am attempting to estimate! But I still want to use multiple dispatch, hence the ::Type{T} construct. Note also I have specified an output type for estimate. This output type is dependent on the ::Type{T} input, and so the function is type-stable (output type can be uniquely determined by input types). But common with the simulate case, I have structured the code so that code that is common to all subtypes of ItoProcess only needs to be written once, and code that is specific to the subtypes is separted out.
This answer is turning into an essay, so I should tie it off here. Hopefully this is useful to the OP, as well as anyone else getting into Julia. I just want to finish by emphasizing that what I have done above is only one approach, there are others that will be just as performant, but I have personally found the above to be useful from a structural perspective, as well as reasonably common across the Julia ecosystem.
I want to write a version that accepts a supplementary argument. The difference with the initial version only resides in a few lines of codes, potentially within loops. A typical example is to user a vector of weight w.
One solution is to completely rewrite a new function
function f(Vector::a)
...
for x in a
...
s += x[i]
...
end
...
end
function f(a::Vector, w::Vector)
...
for x in a
...
s += x[i] * w[i]
...
end
...
end
This solution duplicates code and therefore makes the program harder to maintain.
I could split ... into different helper functions, which are called by both functions, but the resulting code would be hard to follow
Another solution is to write only one function and use a ? : structure for each line that should be changed
function f(a, w::Union(Nothing, Vector) = nothing)
....
for x in a
...
s += (w == nothing)? x[i] : x[i] * w[i]
...
end
....
end
This code requires to check a condition at every step in a loop, which does not sound efficient, compared to the first version.
I'm sure there is a better solution, maybe using macros. What would be a good way to deal with this?
There are lots of ways to do this sort of thing, ranging from optional arguments to custom types to metaprogramming with #eval'ed code generation (this would splice in the changes for each new method as you loop over a list of possibilities).
I think in this case I'd use a combination of the approaches suggested by #ColinTBowers and #GnimucKey.
It's fairly simple to define a custom array type that is all ones:
immutable Ones{N} <: AbstractArray{Int,N}
dims::NTuple{N, Int}
end
Base.size(O::Ones) = O.dims
Base.getindex(O::Ones, I::Int...) = (checkbounds(O, I...); 1)
I've chosen to use an Int as the element type since it tends to promote well. Now all you need is to be a bit more flexible in your argument list and you're good to go:
function f(a::Vector, w::AbstractVector=Ones(size(a))
…
This should have a lower overhead than either of the other proposed solutions; getindex should inline nicely as a bounds check and the number 1, there's no type instability, and you don't need to rewrite your algorithm. If you're sure that all your accesses are in-bounds, you could even remove the bounds checking as an additional optimization. Or on a recent 0.4, you could define and use Base.unsafe_getindex(O::Ones, I::Int...) = 1 (that won't quite work on 0.3 since it's not guaranteed to be defined for all AbstractArrays).
In this case, using Optional Arguments may play the trick.
Just make the w argument default to ones().
I've come up against this problem a few times. If you want to avoid the conditional if statement inside the loop, one possibility is to use multiple dispatch over some dummy types. For example:
abstract MyFuncTypes
type FuncWithNoWeight <: MyFuncTypes; end
evaluate(x::Vector, i::Int, ::FuncWithNoWeight) = x[i]
type FuncWithWeight{T} <: MyFuncTypes
w::Vector{T}
end
evaluate(x::Vector, i::Int, wT::FuncWithWeight) = x[i] * wT.w[i]
function f(a, w::MyFuncTypes=FuncWithNoWeight())
....
for x in a
...
s += evaluate(x, i, w)
...
end
....
end
I extend the evaluate method over FuncWithNoWeight and FuncWithWeight in order to get the appropriate behaviour. I also nest these types within an abstract type MyFuncTypes, which is the second input to f (with default value of FuncWithNoWeight). From here, multiple dispatch and Julia's type system takes care of the rest.
One neat thing about this approach is that if you decide later on you want to add a third type of behaviour inside the loop (not necessarily even weighting, pretty much any type of transformation will be possible), it is as simple as defining a new type, nesting it under MyFuncTypes, and extending the evaluate method to the new type.
UPDATE: As Matt B. has pointed out, the first version of my answer accidentally introduced type instability into the function with my solution. As a general rule I typically find that if Matt posts something it is worth paying close attention (hint, hint, check out his answer). I'm still learning a lot about Julia (and am answering questions on StackOverflow to facilitate that learning). I've updated my answer to remove the type instability pointed out by Matt.
I've got a symbol that represents the name of a function to be called:
julia> func_sym = :tanh
I can use that symbol to get the tanh function and call it using:
julia> eval(func_sym)(2)
0.9640275800758169
But I'd rather avoid the 'eval' there as it will be called many times and it's expensive (and func_sym can have several different values depending on context).
IIRC in Ruby you can say something like:
obj.send(func_sym, args)
Is there something similar in Julia?
EDIT: some more details on why I have functions represented by symbols:
I have a type (from a neural network) that includes the activation function, originally I included it as a funcion:
type NeuralLayer
weights::Matrix{Float32}
biases::Vector{Float32}
a_func::Function
end
However, I needed to serialize these things to files using JLD, but it's not possible to serialize a Function, so I went with a symbol:
type NeuralLayer
weights::Matrix{Float32}
biases::Vector{Float32}
a_func::Symbol
end
And currently I use the eval approach above to call the activation function. There are collections of NeuralLayers and each can have it's own activation function.
#Isaiah's answer is spot-on; perhaps even more-so after the edit to the original question. To elaborate and make this more specific to your case: I'd change your NeuralLayer type to be parametric:
type NeuralLayer{func_type}
weights::Matrix{Float32}
biases::Vector{Float32}
end
Since func_type doesn't appear in the types of the fields, the constructor will require you to explicitly specify it: layer = NeuralLayer{:excitatory}(w, b). One restriction here is that you cannot modify a type parameter.
Now, func_type could be a symbol (like you're doing now) or it could be a more functionally relevant parameter (or parameters) that tunes your activation function. Then you define your activation functions like this:
# If you define your NeuralLayer with just one parameter:
activation(layer::NeuralLayer{:inhibitory}) = …
activation(layer::NeuralLayer{:excitatory}) = …
# Or if you want to use several physiological parameters instead:
activation{g_K,g_Na,g_l}(layer::NeuralLayer{g_K,g_Na,g_l} = f(g_K, g_Na, g_l)
The key point is that functions and behavior are external to the data. Use type definitions and abstract type hierarchies to define behavior, as is coded in the external functions… but only store data itself in the types. This is dramatically different from Python or other strongly object-oriented paradigms, and it takes some getting used to.
But I'd rather avoid the 'eval' there as it will be called many times and it's expensive (and func_sym can have several different values depending on context).
This sort of dynamic dispatch is possible in Julia, but not recommended. Changing the value of 'func_sym' based on context defeats type inference as well as method specialization and inlining. Instead, the recommended approach is to use multiple dispatch, as detailed in the Methods section of the manual.
I have a function that logs into a sensor via telnet/pexpect and acts as a data collector.
I don't want to rewrite the part that logs in, grabs the data, and parses out relevant output from it (pexpect). However, I need to do different things with this code and the data it gathers
For example, I may need to:
Time until the first reading is returned
Take the average of a varying number of sensor readings
Return the status (which is one piece of data) or return the sensor
reading (which is a separate piece of
data) from the output
Ultimately, it should still login and parse output the same and I want to use one code block for that part.
Higher up in the code, it's being used instantaneously. When I call it, I know what type of data I need to gather and that's that. Constructing objects is too clumsy.
My usage has outstripped adding more arguments to a single function.
Any ideas?
This is such a common situation, I'm surprised you haven't already done what everyone else does.
Refactor your function to decompose it into smaller functions.
Functions are objects, and can be passed as arguments to other functions.
def step1():
whatever
def step2():
whatever
def step2_alternative():
whatever
def original( args ):
step1()
step2()
def revised( args, step2_choice ):
step1()
step2_choice()
Now you can do this.
revised( step2 )
revised( step2_alternative )
It's just OO programming with function objects.
Could you pass a data processing function to the function you described as an argument?
That may be more or less elegant, depending on your taste.
(Forgive me: I know nothing about pexpect, and I may even have misunderstood your question!)