快速稀疏矩阵乘法无需分配密集阵列

时间:2018-04-17 00:45:19

标签: python performance numpy scipy sparse-matrix

我有一个m x m稀疏矩阵similarities和一个带有m个元素combined_scales的向量。我希望将similarities中的第i列乘以combined_scales[i]。这是我的第一次尝试:

for i in range(m):
    scale = combined_scales[i]
    similarities[:, i] *= scale

这在语义上是正确的,但表现不佳,所以我尝试将其更改为:

# sparse.diags creates a diagonal matrix.
# docs: https://docs.scipy.org/doc/scipy-0.14.0/reference/generated/scipy.sparse.diags.html
similarities *= sparse.diags(combined_scales)

但是在运行此行时我立即得到MemoryError。奇怪的是,scipy似乎试图在这里分配一个密集的numpy数组:

Traceback (most recent call last):
  File "main.py", line 108, in <module>
    loop.run_until_complete(main())
  File "C:\Users\james\AppData\Local\Programs\Python\Python36-32\lib\asyncio\base_events.py", line 466, in run_until_complete
    return future.result()
  File "main.py", line 100, in main
    magic.fit(df)
  File "C:\cygwin64\home\james\code\py\relativity\ml.py", line 127, in fit
    self._scale_similarities(X, net_similarities)
  File "C:\cygwin64\home\james\code\py\relativity\ml.py", line 148, in _scale_similarities
    similarities *= sparse.diags(combined_scales)
  File "C:\Users\james\AppData\Local\Programs\Python\Python36-32\lib\site-packages\scipy\sparse\base.py", line 440, in __mul__
    return self._mul_sparse_matrix(other)
  File "C:\Users\james\AppData\Local\Programs\Python\Python36-32\lib\site-packages\scipy\sparse\compressed.py", line 503, in _mul_sparse_matrix
    data = np.empty(nnz, dtype=upcast(self.dtype, other.dtype))
MemoryError

如何防止它在此处分配密集阵列?感谢。

1 个答案:

答案 0 :(得分:2)

来自sparse.compressed

class _cs_matrix    # common for csr and csc
    def _mul_sparse_matrix(self, other):
        M, K1 = self.shape
        K2, N = other.shape

        major_axis = self._swap((M,N))[0]
        other = self.__class__(other)  # convert to this format

        idx_dtype = get_index_dtype((self.indptr, self.indices,
                                     other.indptr, other.indices),
                                    maxval=M*N)
        indptr = np.empty(major_axis + 1, dtype=idx_dtype)

        fn = getattr(_sparsetools, self.format + '_matmat_pass1')
        fn(M, N,
           np.asarray(self.indptr, dtype=idx_dtype),
           np.asarray(self.indices, dtype=idx_dtype),
           np.asarray(other.indptr, dtype=idx_dtype),
           np.asarray(other.indices, dtype=idx_dtype),
           indptr)

        nnz = indptr[-1]
        idx_dtype = get_index_dtype((self.indptr, self.indices,
                                     other.indptr, other.indices),
                                    maxval=nnz)
        indptr = np.asarray(indptr, dtype=idx_dtype)
        indices = np.empty(nnz, dtype=idx_dtype)
        data = np.empty(nnz, dtype=upcast(self.dtype, other.dtype))

        fn = getattr(_sparsetools, self.format + '_matmat_pass2')
        fn(M, N, np.asarray(self.indptr, dtype=idx_dtype),
           np.asarray(self.indices, dtype=idx_dtype),
           self.data,
           np.asarray(other.indptr, dtype=idx_dtype),
           np.asarray(other.indices, dtype=idx_dtype),
           other.data,
           indptr, indices, data)

        return self.__class__((data,indices,indptr),shape=(M,N))

similarities是一个稀疏的csr矩阵。 other矩阵diag已在

中转换为csr
other = self.__class__(other) 

csr_matmat_pass1(已编译的代码)使用selfother的索引运行,返回nnz,输出中非零项的数量。

然后分配将保存indptr结果的indicesdatacsr_matmat_pass2数组。这些用于创建返回矩阵

self.__class__((data,indices,indptr),shape=(M,N))

创建data数组时出错:

data = np.empty(nnz, dtype=upcast(self.dtype, other.dtype))

返回结果只包含太多非零值的内存。

什么是msimilarities.nnz

是否有足够的内存可以similarities.copy()

在使用similarities *= ...时,首先必须similarities * other。然后,结果将替换self。它不会尝试进行就地乘法。

按列

进行内部迭代

有很多关于行(或列)更快迭代的问题,试图做排序或获取最大行值等事情。直接使用csr属性可以大大加快这一速度。我认为这个想法在这里适用

示例:

In [275]: A = sparse.random(10,10,.2,'csc').astype(int)
In [276]: A.data[:] = np.arange(1,21)
In [277]: A.A
Out[277]: 
array([[ 0,  0,  4,  0,  0,  0,  0,  0,  0,  0],
       [ 0,  3,  0,  0,  0,  0,  0,  0,  0,  0],
       [ 1,  0,  0,  0,  0, 10,  0,  0, 16, 18],
       [ 0,  0,  0,  0,  0, 11, 14,  0,  0,  0],
       [ 0,  0,  0,  0,  0,  0,  0,  0,  0,  0],
       [ 0,  0,  0,  0,  8,  0,  0,  0,  0,  0],
       [ 0,  0,  0,  0,  9, 12,  0,  0, 17,  0],
       [ 2,  0,  0,  0,  0, 13,  0,  0,  0,  0],
       [ 0,  0,  5,  7,  0,  0,  0, 15,  0, 19],
       [ 0,  0,  6,  0,  0,  0,  0,  0,  0, 20]])
In [280]: B = sparse.diags(np.arange(1,11),dtype=int)
In [281]: B
Out[281]: 
<10x10 sparse matrix of type '<class 'numpy.int64'>'
    with 10 stored elements (1 diagonals) in DIAgonal format>
In [282]: (A*B).A
Out[282]: 
array([[  0,   0,  12,   0,   0,   0,   0,   0,   0,   0],
       [  0,   6,   0,   0,   0,   0,   0,   0,   0,   0],
       [  1,   0,   0,   0,   0,  60,   0,   0, 144, 180],
       [  0,   0,   0,   0,   0,  66,  98,   0,   0,   0],
       [  0,   0,   0,   0,   0,   0,   0,   0,   0,   0],
       [  0,   0,   0,   0,  40,   0,   0,   0,   0,   0],
       [  0,   0,   0,   0,  45,  72,   0,   0, 153,   0],
       [  2,   0,   0,   0,   0,  78,   0,   0,   0,   0],
       [  0,   0,  15,  28,   0,   0,   0, 120,   0, 190],
       [  0,   0,  18,   0,   0,   0,   0,   0,   0, 200]], dtype=int64)

对列进行迭代迭代:

In [283]: A1=A.copy()
In [284]: for i,j,v in zip(A1.indptr[:-1],A1.indptr[1:],np.arange(1,11)):
     ...:     A1.data[i:j] *= v
     ...:     
In [285]: A1.A
Out[285]: 
array([[  0,   0,  12,   0,   0,   0,   0,   0,   0,   0],
       [  0,   6,   0,   0,   0,   0,   0,   0,   0,   0],
       [  1,   0,   0,   0,   0,  60,   0,   0, 144, 180],
       [  0,   0,   0,   0,   0,  66,  98,   0,   0,   0],
       [  0,   0,   0,   0,   0,   0,   0,   0,   0,   0],
       [  0,   0,   0,   0,  40,   0,   0,   0,   0,   0],
       [  0,   0,   0,   0,  45,  72,   0,   0, 153,   0],
       [  2,   0,   0,   0,   0,  78,   0,   0,   0,   0],
       [  0,   0,  15,  28,   0,   0,   0, 120,   0, 190],
       [  0,   0,  18,   0,   0,   0,   0,   0,   0, 200]])

时间比较:

In [287]: %%timeit A1=A.copy()
     ...: A1 *= B
     ...: 
375 µs ± 1.29 µs per loop (mean ± std. dev. of 7 runs, 1000 loops each)
In [288]: %%timeit A1 = A.copy()
     ...: for i,j,v in zip(A1.indptr[:-1],A1.indptr[1:],np.arange(1,11)):
     ...:     A1.data[i:j] *= v
     ...:     
79.9 µs ± 1.47 µs per loop (mean ± std. dev. of 7 runs, 10000 loops each)