Is there an equivalent to numpy's apply_along_axis() (or R's apply())in Julia? I've got a 3D array and I would like to apply a custom function to each pair of co-ordinates of dimensions 1 and 2. The results should be in a 2D array.
Obviously, I could do two nested for loops iterating over the first and second dimension and then reshape, but I'm worried about performance.
This Example produces the output I desire (I am aware this is slightly pointless for sum(). It's just a dummy here:
test = reshape(collect(1:250), 5, 10, 5)
a=[]
for(i in 1:5)
for(j in 1:10)
push!(a,sum(test[i,j,:]))
end
end
println(reshape(a, 5,10))
Any suggestions for a faster version?
Cheers
Julia has the mapslices function which should do exactly what you want. But keep in mind that Julia is different from other languages you might know: library functions are not necessarily faster than your own code, because they may be written to a level of generality higher than what you actually need, and in Julia loops are fast. So it's quite likely that just writing out the loops will be faster.
That said, a couple of tips:
Read the performance tips section of the manual. From that you'd learn to put everything in a function, and to not use untyped arrays like a = [].
The slice or sub function can avoid making a copy of the data.
How about
f = sum # your function here
Int[f(test[i, j, :]) for i in 1:5, j in 1:10]
The last line is a two-dimensional array comprehension.
The Int in front is to guarantee the type of the elements; this should not be necessary if the comprehension is inside a function.
Note that you should (almost) never use untyped (Any) arrays, like your a = [], since this will be slow. You can write a = Int[] instead to create an empty array of Ints.
EDIT: Note that in Julia, loops are fast. The need for creating functions like that in Python and R comes from the inherent slowness of loops in those languages. In Julia it's much more common to just write out the loop.
Related
I am looking for different ways of writing for loops in Julia! I know this is a basic question but I'm wondering what some of the different options are and if there are advantages/disadvantages with respect to performance.
For loop
Pro: fully flexible has break and continue
Con: no return, must specify iterator at start
While loop
Pro: fully flexible has break and continue
Con: no return, if iterator must be handled manually
Label+goto
Please don't use this for loops
Generator comprehension/Vector comprehension
Pro: Has return value, continue is expressed with filter clause, comes in lazy (generator) and eager forms (vector), can create multidimensional return vale
Con: really ugly for anything long, no break
Broadcast
Pro: express transform of multiple input susictly, has return value with output structure matching what it should be. Can be expressed with just a dot and supports loop fusion.
Con: no break no contine. Writing body means writing a function. Wrapping things you want to broadcast as scalar in Ref is a bit ugly
Map/pmap/asyncmap
Written in do-block form
Pro: can easily change to run distributed or asynchronously, had a return value
Con: no break, no continue
foreach function
It is a lot like map but no return value. So save on allocating that.
Other than that same pros and cons
This is straight from the Julia docs:
The for loop makes common repeated evaluation idioms easier to write. Since counting up and down like the above while loop does is so common, it can be expressed more concisely with a for loop:
julia> for i = 1:5
println(i)
end
1
2
3
4
5
Here the 1:5 is a range object, representing the sequence of numbers 1, 2, 3, 4, 5. The for loop iterates through these values, assigning each one in turn to the variable i. One rather important distinction between the previous while loop form and the for loop form is the scope during which the variable is visible. If the variable i has not been introduced in another scope, in the for loop form, it is visible only inside of the for loop, and not outside/afterward. You'll either need a new interactive session instance or a different variable name to test this:
julia> for j = 1:5
println(j)
end
1
2
3
4
5
julia> j
ERROR: UndefVarError: j not defined
See Scope of Variables for a detailed explanation of the variable scope and how it works in Julia.
In general, the for loop construct can iterate over any container. In these cases, the alternative (but fully equivalent) keyword in or ∈ is typically used instead of =, since it makes the code read more clearly:
julia> for i in [1,4,0]
println(i)
end
1
4
0
julia> for s ∈ ["foo","bar","baz"]
println(s)
end
foo
bar
baz
Various types of iterable containers will be introduced and discussed in later sections of the manual (see, e.g., Multi-dimensional Arrays).
I am quite new to Clojure, although I am familiar with functional languages, mainly Scala.
I am trying to figure out what is the idiomatic way to operate on collections in Clojure. I am particularly confused by the behaviour of functions such as map.
In Scala, a great care is taken in making so that map will always return a collection of the same type of the original collection, as long as this makes sense:
List(1, 2, 3) map (2 *) == List(2, 4, 6)
Set(1, 2, 3) map (2 *) == Set(2, 4, 6)
Vector(1, 2, 3) map (2 *) == Vector(2, 4, 6)
Instead, in Clojure, as far as I understand, most operations such as map or filter are lazy, even when invoked on eager data-structures. This has the weird result of making
(map #(* 2 %) [1 2 3])
a lazy-list instead of a vector.
While I prefer, in general, lazy operations, I find the above confusing. In fact, vectors guarantee certain performance characteristics that lists do not.
Say I use the result from above and append on its end. If I understand correctly, the result is not evaluated until I try to append on it, then it is evaluated and I get a list instead of a vector; so I have to traverse it to append on the end. Of course I could turn it into a vector afterwards, but this gets messy and can be overlooked.
If I understand correctly, map is polymorphic and it would not be a problem to implement is so that it returns a vector on vectors, a list on lists, a stream on streams (this time with lazy semantics) and so on. I think I am missing something about the basic design of Clojure and its idioms.
What is the reason basic operations on clojure data structures do not preverse the structure?
In Clojure many functions are based on the Seq abstraction.
The benefit of this approach is that you don't have to write a function for every different collection type - as long as your collection can be viewed as a sequence (things with a head and possibly a tail), you can use it with all of the seq functions. Functions that take seqs and output seqs are much more composable and thus re-usable than functions that limit their use to a certain collection type. When writing your own function on seq you don't need to handle special cases like: if the user gives me a vector, I have to return a vector, etc. Your function will fit in just as good inside the seq pipeline as any other seq function.
The reason that map returns a lazy seq is a design choice. In Clojure lazyness is the default for many of these functional constructions. If you want to have other behavior, like parallelism without intermediate collections, take a look at the reducers library: http://clojure.com/blog/2012/05/08/reducers-a-library-and-model-for-collection-processing.html
As far as performance goes, map always has to apply a function n times on a collection, from the first to the last element, so its performance will always be O(n) or worse. In this case vector or list makes no difference. The possible benefit that laziness would give you is when you would only consume the first part of the list. If you must append something to the end of map's output, a vector is indeed more efficient. You can use mapv (added in Clojure 1.4) in this case: it takes in a collection and will output a vector. I would say, only worry about these performance optimizations if you have a very good reason for it. Most of the time it's not worth it.
Read more about the seq abstraction here: http://clojure.org/sequences
Another vector-returning higher order function that was added in Clojure 1.4 is filterv.
As far as I can tell the only difference is speed and you have to be a bit tricker in how you define lambda functions.
For instance:
map(lambda x: x + 1, range(4)) == [(lambda x: x + 1)(y) for y in range(4)]
It seems to me like the second way is more pythonic, but I am not sure why.
EDIT:
Yes I understand that the lambda would be excluded in the second example, I was just trying to show as equivalent code as possible.
The right way to do this would be
[y + 1 for y in range(4)]
No need to construct a lambda function here. Your code would unnecessarily build a new function object in every single iteration of the list comprehension.
That said, you can write any call to map() as an equivalent list comprehension. If the first argument to map() is a lambda function, the list comprehension is usually preferred. If the first argument to map() is a function name, both variants are fine. Some people (including me) prefer, say,
map(str, my_list)
while others prefer
[str(x) for x in my_list]
There is no difference, but the pythonic way would be to omit the lambda completely:
[y + 1 for y in range(4)]
Note also that if your mapping function is a "built-in" (written in C) function, rather than a python function or a lambda, map will be faster.
Another pythonic, but uncommon, way (avoids unnecessary lambda) would be:
map(1 .__add__, range(4)) # thanks to SvenMarnach for this
It is usually preferable to avoid lambdas in mapping forms, because a list comprehension will always be more efficient, AND clearer. By contrast, using multi-line functions is perfectly acceptable - there is no way to write them inline, and even if you could, it would likely be less clear.
Another difference is that because map can take multiple sequences to map against, and passes them as positional parameters to the mapping function, one can avoid the zipping that would be required in a list comprehension:
[x+y for x,y in zip(range(4), range(2,6))]
#vs
from operator import add
map(add, range(4), range(2,6))
I'm trying to implement the Softmax regression algorithm to solve the K-classifier problem after watching Professor Andrew Ng's lectures on GLM. I thought I understood everything he was saying until it finally came to writing the code to implement the cost function for Softmax regression, which is as follows:
The problem I am having is trying to figure out a way to vectorize this. Again I thought I understood how to go about vectorizing equations like this since I was able to do it for linear and logistic regression, but after looking at that formula I am stuck.
While I would love to figure out a vectorized solution for this (I realize there is a similar question posted already: Vectorized Implementation of Softmax Regression), what I am more interested in is whether any of you can tell me a way (your way) to methodically convert equations like this into vectorized forms. For example, for those of you who are experts or seasoned veterans in ML, when you read of new algorithms in the literature for the first time, and see them written in similar notation to the equation above, how do you go about converting them to vectorized forms?
I realize I might be coming off as being like the student who is asking Mozart, "How do you play the piano so well?" But my question is simply motivated from a desire to become better at this material, and assuming that not everyone was born knowing how to vectorize equations, and so someone out there must have devised their own system, and if so, please share! Many thanks in advance!
Cheers
This one looks pretty hard to vectorize since you are doing exponentials inside of your summations. I assume you are raising e to arbitrary powers. What you can vectorize is the second term of the expression \sum \sum theta ^2 just make sure to use .* operator in matlab enter link description here to computer \theta ^2
Same goes for the inner terms of the ratio of the that goes into the logarithm. \theta ' x^(i) is vectorizable expression.
You might also benefit from a memoization or dynamic programming technique and try to reuse the results of computations of e^\theta' x^(i).
Generally in my experience the way to vectorize is first to get non-vectorized implementation working. Then try to vectorize the most obvious parts of your computation. At every step tweak your function very little and always check if you get the same result as non-vectorized computation. Also, having multiple test cases is very helpful.
The help files that come with Octave have this entry:
19.1 Basic Vectorization
To a very good first approximation, the goal in vectorization is to
write code that avoids loops and uses whole-array operations. As a
trivial example, consider
for i = 1:n
for j = 1:m
c(i,j) = a(i,j) + b(i,j);
endfor
endfor
compared to the much simpler
c = a + b;
This isn't merely easier to write; it is also internally much easier to
optimize. Octave delegates this operation to an underlying
implementation which, among other optimizations, may use special vector
hardware instructions or could conceivably even perform the additions in
parallel. In general, if the code is vectorized, the underlying
implementation has more freedom about the assumptions it can make in
order to achieve faster execution.
This is especially important for loops with "cheap" bodies. Often it
suffices to vectorize just the innermost loop to get acceptable
performance. A general rule of thumb is that the "order" of the
vectorized body should be greater or equal to the "order" of the
enclosing loop.
As a less trivial example, instead of
for i = 1:n-1
a(i) = b(i+1) - b(i);
endfor
write
a = b(2:n) - b(1:n-1);
This shows an important general concept about using arrays for
indexing instead of looping over an index variable.  Index Expressions.
Also use boolean indexing generously. If a condition
needs to be tested, this condition can also be written as a boolean
index. For instance, instead of
for i = 1:n
if (a(i) > 5)
a(i) -= 20
endif
endfor
write
a(a>5) -= 20;
which exploits the fact that 'a > 5' produces a boolean index.
Use elementwise vector operators whenever possible to avoid looping
(operators like '.*' and '.^').  Arithmetic Ops. For simple
inline functions, the 'vectorize' function can do this automatically.
-- Built-in Function: vectorize (FUN)
Create a vectorized version of the inline function FUN by replacing
all occurrences of '', '/', etc., with '.', './', etc.
This may be useful, for example, when using inline functions with
numerical integration or optimization where a vector-valued
function is expected.
fcn = vectorize (inline ("x^2 - 1"))
=> fcn = f(x) = x.^2 - 1
quadv (fcn, 0, 3)
=> 6
See also:  inline,  formula,
 argnames.
Also exploit broadcasting in these elementwise operators both to
avoid looping and unnecessary intermediate memory allocations.
 Broadcasting.
Use built-in and library functions if possible. Built-in and
compiled functions are very fast. Even with an m-file library function,
chances are good that it is already optimized, or will be optimized more
in a future release.
For instance, even better than
a = b(2:n) - b(1:n-1);
is
a = diff (b);
Most Octave functions are written with vector and array arguments in
mind. If you find yourself writing a loop with a very simple operation,
chances are that such a function already exists. The following
functions occur frequently in vectorized code:
Index manipulation
* find
* sub2ind
* ind2sub
* sort
* unique
* lookup
* ifelse / merge
Repetition
* repmat
* repelems
Vectorized arithmetic
* sum
* prod
* cumsum
* cumprod
* sumsq
* diff
* dot
* cummax
* cummin
Shape of higher dimensional arrays
* reshape
* resize
* permute
* squeeze
* deal
Also look at these pages from a Stanford ML wiki for some more guidance with examples.
http://ufldl.stanford.edu/wiki/index.php/Vectorization
http://ufldl.stanford.edu/wiki/index.php/Logistic_Regression_Vectorization_Example
http://ufldl.stanford.edu/wiki/index.php/Neural_Network_Vectorization
I'm new to OCaml, and I'd like to implement Gaussian Elimination as an exercise. I can easily do it with a stateful algorithm, meaning keep a matrix in memory and recursively operating on it by passing around a reference to it.
This statefulness, however, smacks of imperative programming. I know there are capabilities in OCaml to do this, but I'd like to ask if there is some clever functional way I haven't thought of first.
OCaml arrays are mutable, and it's hard to avoid treating them just like arrays in an imperative language.
Haskell has immutable arrays, but from my (limited) experience with Haskell, you end up switching to monadic, mutable arrays in most cases. Immutable arrays are probably amazing for certain specific purposes. I've always imagined you could write a beautiful implementation of dynamic programming in Haskell, where the dependencies among array entries are defined entirely by the expressions in them. The key is that you really only need to specify the contents of each array entry one time. I don't think Gaussian elimination follows this pattern, and so it seems it might not be a good fit for immutable arrays. It would be interesting to see how it works out, however.
You can use a Map to emulate a matrix. The key would be a pair of integers referencing the row and column. You'll want to use your own get x y function to ensure x < n and y < n though, instead of accessing the Map directly. (edit) You can use the compare function in Pervasives directly.
module OrderedPairs = struct
type t = int * int
let compare = Pervasives.compare
end
module Pairs = Map.Make (OrderedPairs)
let get_ n set x y =
assert( x < n && y < n );
Pairs.find (x,y) set
let set_ n set x y v =
assert( x < n && y < n );
Pairs.add (x,y) set v
Actually, having a general set of functions (get x y and set x y at a minimum), without specifying the implementation, would be an even better option. The functions then can be passed to the function, or be implemented in a module through a functor (a better solution, but having a set of functions just doing what you need would be a first step since you're new to OCaml). In this way you can use a Map, Array, Hashtbl, or a set of functions to access a file on the hard-drive to implement the matrix if you wanted. This is the really important aspect of functional programming; that you trust the interface over exploiting the side-effects, and not worry about the underlying implementation --since it's presumed to be pure.
The answers so far are using/emulating mutable data-types, but what does a functional approach look like?
To see, let's decompose the problem into some functional components:
Gaussian elimination involves a sequence of row operations, so it is useful first to define a function taking 2 rows and scaling factors, and returning the resultant row operation result.
The row operations we want should eliminate a variable (column) from a particular row, so lets define a function which takes a pair of rows and a column index and uses the previously defined row operation to return the modified row with that column entry zero.
Then we define two functions, one to convert a matrix into triangular form, and another to back-substitute a triangular matrix to the diagonal form (using the previously defined functions) by eliminating each column in turn. We could iterate or recurse over the columns, and the matrix could be defined as a list, vector or array of lists, vectors or arrays. The input is not changed, but a modified matrix is returned, so we can finally do:
let out_matrix = to_diagonal (to_triangular in_matrix);
What makes it functional is not whether the data-types (array or list) are mutable, but how they they are used. This approach may not be particularly 'clever' or be the most efficient way to do Gaussian eliminations in OCaml, but using pure functions lets you express the algorithm cleanly.