更新:此功能现已移至sciPy.stats.qmc.discrepancy
,并进行了Cython移植,并实现了并行化。
我有一个使用for循环的函数,我想使用numpy来提高速度。但是似乎这样做没有效果,因为numpy版本似乎慢了两倍。以下是代码:
import numpy as np
import itertools
import timeit
def func():
sample = np.random.random_sample((100, 2))
disc1 = 0
disc2 = 0
n_sample = len(sample)
dim = sample.shape[1]
for i in range(n_sample):
prod = 1
for k in range(dim):
sub = np.abs(sample[i, k] - 0.5)
prod *= 1 + 0.5 * sub - 0.5 * sub ** 2
disc1 += prod
for i, j in itertools.product(range(n_sample), range(n_sample)):
prod = 1
for k in range(dim):
a = 0.5 * np.abs(sample[i, k] - 0.5)
b = 0.5 * np.abs(sample[j, k] - 0.5)
c = 0.5 * np.abs(sample[i, k] - sample[j, k])
prod *= 1 + a + b - c
disc2 += prod
c2 = (13 / 12) ** dim - 2 / n_sample * disc1 + 1 / (n_sample ** 2) * disc2
def func_numpy():
sample = np.random.random_sample((100, 2))
disc1 = 0
disc2 = 0
n_sample = len(sample)
dim = sample.shape[1]
disc1 = np.sum(np.prod(1 + 0.5 * np.abs(sample - 0.5) - 0.5 * np.abs(sample - 0.5) ** 2, axis=1))
for i, j in itertools.product(range(n_sample), range(n_sample)):
disc2 += np.prod(1 + 0.5 * np.abs(sample[i] - 0.5) + 0.5 * np.abs(sample[j] - 0.5) - 0.5 * np.abs(sample[i] - sample[j]))
c2 = (13 / 12) ** dim - 2 / n_sample * disc1 + 1 / (n_sample ** 2) * disc2
print('Normal function time: ' , timeit.repeat('func()', number=20, repeat=5, setup="from __main__ import func"))
print('numpy function time: ', timeit.repeat('func_numpy()', number=20, repeat=5, setup="from __main__ import func_numpy"))
计时输出为:
Normal function time: [2.831496894999873, 2.832342429959681, 2.8009242500411347, 2.8075121529982425, 2.824807019031141]
numpy function time: [5.154757721000351, 5.2011515340418555, 5.148996959964279, 5.095560318033677, 5.125199959962629]
我在这里缺少什么?我知道瓶颈在itertools部分,因为我之前有一个100x100x2的循环而不是一个100x2的循环。 你看到其他方法可以做到吗?
np.abs(sample - 0.5)
一次并重复使用它,而不是计算两次... - sirfz