In addition to the suggestions from the nice people who are taking the time to 
respond to your question, see also 
http://docs.julialang.org/en/release-0.3/manual/performance-tips/

--Tim

On Thursday, February 19, 2015 06:51:20 AM Zhixuan Yang wrote:
> Hello everyone,
> 
> Recently I'm working on my first Julia project, a word embedding training
> program similar to Google's word2vec <https://code.google.com/p/word2vec/>
> (the code of word2vec is indeed very high-quality, but I want to add more
> features, so I decided to write a new one). Thanks to Julia's
> expressiveness, it cost me less than 2 days to write the entire program.
> But it runs really slow, about 100x slower than the C code of word2vec (the
> algorithm is the same). I've been trying to optimize my code for several
> days (adding type annotations, using BLAS to do computation, eliminating
> memory allocations ...), but it is still 30x slower than the C code.
> 
> The critical part of my program is the following function (it also consumes
> most of the time according to the profiling result):
> 
> function train_one(c :: LinearClassifier, x :: Array{Float64}, y :: Int64;
> α :: Float64 = 0.025, input_gradient :: Union(Nothing, Array{Float64}) =
> nothing)
>     predict!(c, x)
>     c.outputs[y] -= 1
> 
>     if input_gradient != nothing
>         # input_gradient = ( c.weights * outputs' )'
>         BLAS.gemv!('N', α, c.weights, c.outputs, 1.0, input_gradient)
>     end
> 
>     # c.weights -= α * x' * outputs;
>     BLAS.ger!(-α, vec(x), c.outputs, c.weights)
> end
> 
> function predict!(c :: LinearClassifier, x :: Array{Float64})
>     c.outputs = vec(softmax(x * c.weights))
> end
> 
> type LinearClassifier
>     k :: Int64 # number of outputs
>     n :: Int64 # number of inputs
>     weights :: Array{Float64, 2} # k * n weight matrix
> 
>     outputs :: Vector{Float64}
> end
> 
> And the entire program can be found here
> <https://github.com/yangzhixuan/embed>. Could you please check my code and
> tell me what I can do to get performance comparable to C.
> 
> Regards.
> Yang Zhixuan

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