如何在NumPy计算中避免使用Kronecker产品

时间:2018-01-02 08:36:17

标签: python arrays numpy optimization matrix-multiplication

背景

生成随机权重列表后:

sizes = [784,30,10]
weights = [np.random.randn(y, x) for x, y in zip(sizes[:-1],sizes[1:])]

利用Numpy的Kronecker产品来创建foo(形状(900, 23520)):

foo = np.kron(np.identity(30),weights[0])

然后,矩阵将foo与来自data的切片相乘,即

bar = np.dot(foo,data[0])

data[0].shape(23520,)data[0].dtypefloat32

问题

foo相当浪费。具有weights[0]形状的(30,784)如何以更加智能的方式与data[0]进行乘法运算?

更一般地说,data[0]是来自形状为(1666,23520)的数组的切片,因此乘法过程需要执行1666次。此外,数据数组接近稀疏,少于20%的条目非零。

这是我尝试过的循环:

for i in range(len(data)):
    foo = np.kron(np.identity(30),weights[0])
    bar = np.dot(foo,data[i])

2 个答案:

答案 0 :(得分:2)

诀窍是将data重塑为3D张量,然后对weights[0]使用np.tensordot,从而绕过foo创建,就像这样 - < / p>

k = 30 # kernel size
data3D = data.reshape(data.shape[0],k,-1)
out = np.tensordot(data3D, weights[0], axes=(2,1)).reshape(-1,k**2)

在引擎盖下,tensordot使用移调轴,重塑然后np.dot。因此,使用所有 manual-labor 来避免对tensordot的函数调用,我们会有一个,如此 -

out = data.reshape(-1,data.shape[1]//k).dot(weights[0].T).reshape(-1,k**2)

Related post to understand tensordot

示例运行

让我们用一个玩具示例来解释可能无法理解问题的人会发生什么:

In [68]: # Toy setup and code run with original codes
    ...: k = 3 # kernel size, which is 30 in the original case
    ...: 
    ...: data = np.random.rand(4,6)
    ...: w0 = np.random.rand(3,2) # this is weights[0]
    ...: foo = np.kron(np.identity(k), w0)
    ...: output_first_row = foo.dot(data[0])

所以,问题是摆脱foo创建步骤并转到output_first_row并为data的所有行执行此操作。

建议的解决方案是:

...: data3D = data.reshape(data.shape[0],k,-1)
...: vectorized_out = np.tensordot(data3D, w0, axes=(2,1)).reshape(-1,k**2)

让我们验证结果:

In [69]: output_first_row
Out[69]: array([ 0.11,  0.13,  0.34,  0.67,  0.53,  1.51,  0.17,  0.16,  0.44])

In [70]: vectorized_out
Out[70]: 
array([[ 0.11,  0.13,  0.34,  0.67,  0.53,  1.51,  0.17,  0.16,  0.44],
       [ 0.43,  0.23,  0.73,  0.43,  0.38,  1.05,  0.64,  0.49,  1.41],
       [ 0.57,  0.45,  1.3 ,  0.68,  0.51,  1.48,  0.45,  0.28,  0.85],
       [ 0.41,  0.35,  0.98,  0.4 ,  0.24,  0.75,  0.22,  0.28,  0.71]])

所有提议方法的运行时测试 -

In [30]: import numpy as np

In [31]: sizes = [784,30,10]

In [32]: weights = [np.random.rand(y, x) for x, y in zip(sizes[:-1],sizes[1:])]

In [33]: data = np.random.rand(1666,23520)

In [37]: k = 30 # kernel size

# @Paul Panzer's soln
In [38]: %timeit (weights[0] @ data.reshape(-1, 30, 784).swapaxes(1, 2)).swapaxes(1, 2)
1 loops, best of 3: 707 ms per loop

In [39]: %timeit np.tensordot(data.reshape(data.shape[0],k,-1), weights[0], axes=(2,1)).reshape(-1,k**2)
10 loops, best of 3: 114 ms per loop

In [40]: %timeit data.reshape(-1,data.shape[1]//k).dot(weights[0].T).reshape(-1,k**2)
10 loops, best of 3: 118 ms per loop

This Q&A及其下的评论可能有助于了解tensordot如何更好地与tensors合作。

答案 1 :(得分:1)

你基本上在进行矩阵 - 矩阵乘法,其中第一个因子是weights[0],第二个是data[i],它被切割成30个相等的切片,形成列。

import numpy as np

sizes = [784,30,10]
weights = [np.random.randn(y, x) for x, y in zip(sizes[:-1],sizes[1:])]

k = 2
# create sparse data
data = np.maximum(np.random.uniform(-100, 1, (k, 23520)), 0)

foo = np.kron(np.identity(30),weights[0])

# This is the original loop as a list comprehension
bar = [np.dot(foo,d) for d in data]

# This is the equivalent using matrix multiplication.
# We can take advantage of the fact that the '@' operator
# can do batch matrix multiplication (it uses the last two
# dimensions as the matrix and all others as batch index).
# The reshape does the chopping up but gives us rows where columns
# are required, hence the first swapaxes.
# The second swapaxes is to make the result directly comparable to
# the `np.kron` based result.
bar2 = (weights[0] @ data.reshape(k, 30, 784).swapaxes(1, 2)).swapaxes(1, 2)

# Instead of letting numpy do the batching we can glue all the
# columns of all the second factors together into one matrix   
bar3 = (weights[0] @ data.reshape(-1, 784).T).T.reshape(k, -1)

# This last formulation works more or less unchanged on sparse data
from scipy import sparse
dsp = sparse.csr_matrix(data.reshape(-1, 784))
bar4 = (weights[0] @ dsp.T).T.reshape(k, -1)


print(np.allclose(bar, bar2.reshape(k, -1)))
print(np.allclose(bar, bar3))
print(np.allclose(bar, bar4))

打印:

True
True
True