Re: [Numpy-discussion] Proposal: Chaining np.dot with mdot helper function
Hey guys, I just pushed an updated version to github: https://github.com/sotte/numpy_mdot Here is an ipython notebook with some experiments: http://nbviewer.ipython.org/urls/raw2.github.com/sotte/numpy_mdot/master/2014-02_numpy_mdot.ipynb - I added (almost numpy compliant) documentation. - I use a function for len(args) == 3 to improve the speed. - Some general cleanup. Before I create a pull request I have a few questions: - Should there be an optimize argument or should we always optimize the parentheses? There is an overhead, but maybe we could neglect it? I think we should keep the flag, but set it to True by default. - I currently use a recursive algorithm to do the multiplication. Any objections? - In which file should `mdot` live? - I wrote a function `print_optimal_chain_order(D, A, B, C, names=list(DABC))` which determines the optimal parentheses and print out a numpy expression. It's kinda handy but do we actually need it? Beste Grüße, Stefan On Thu, Feb 20, 2014 at 8:39 PM, Nathaniel Smith n...@pobox.com wrote: On Thu, Feb 20, 2014 at 1:35 PM, Stefan Otte stefan.o...@gmail.com wrote: Hey guys, I quickly hacked together a prototype of the optimization step: https://github.com/sotte/numpy_mdot I think there is still room for improvements so feedback is welcome :) I'll probably have some time to code on the weekend. @Nathaniel, I'm still not sure about integrating it in dot. Don't a lot of people use the optional out parameter of dot? The email you're replying to below about deprecating stuff in 'dot' was in reply to Eric's email about using dot on arrays with shape (k, n, n), so those comments are unrelated to the mdot stuff. I wouldn't mind seeing out= arguments become kw-only in general, but even if we decided to do that it would take a long deprecation period, so yeah, let's give up on 'dot(A, B, C, D)' as syntax for mdot. However, the suggestion of supporting np.dot([A, B, C, D]) still seems like it might be a good idea...? I have mixed feelings about it -- one less item cluttering up the namespace, but it is weird and magical to have two totally different calling conventions for the same function. -n On Thu, Feb 20, 2014 at 4:02 PM, Nathaniel Smith n...@pobox.com wrote: If you send a patch that deprecates dot's current behaviour for ndim2, we'll probably merge it. (We'd like it to function like you suggest, for consistency with other gufuncs. But to get there we have to deprecate the current behaviour first.) While I'm wishing for things I'll also mention that it would be really neat if binary gufuncs would have a .outer method like regular ufuncs do, so anyone currently using ndim2 dot could just switch to that. But that's a lot more work than just deprecating something :-). -n On 20 Feb 2014 09:27, Eric Moore e...@redtetrahedron.org wrote: On Thursday, February 20, 2014, Eelco Hoogendoorn hoogendoorn.ee...@gmail.com wrote: If the standard semantics are not affected, and the most common two-argument scenario does not take more than a single if-statement overhead, I don't see why it couldn't be a replacement for the existing np.dot; but others mileage may vary. On Thu, Feb 20, 2014 at 11:34 AM, Stefan Otte stefan.o...@gmail.com wrote: Hey, so I propose the following. I'll implement a new function `mdot`. Incorporating the changes in `dot` are unlikely. Later, one can still include the features in `dot` if desired. `mdot` will have a default parameter `optimize`. If `optimize==True` the reordering of the multiplication is done. Otherwise it simply chains the multiplications. I'll test and benchmark my implementation and create a pull request. Cheers, Stefan ___ NumPy-Discussion mailing list NumPy-Discussion@scipy.org http://mail.scipy.org/mailman/listinfo/numpy-discussion Another consideration here is that we need a better way to work with stacked matrices such as np.linalg handles now. Ie I want to compute the matrix product of two (k, n, n) arrays producing a (k,n,n) result. Near as I can tell there isn't a way to do this right now that doesn't involve an explicit loop. Since dot will return a (k, n, k, n) result. Yes this output contains what I want but it also computes a lot of things that I don't want too. It would also be nice to be able to do a matrix product reduction, (k, n, n) - (n, n) in a single line too. Eric ___ NumPy-Discussion mailing list NumPy-Discussion@scipy.org http://mail.scipy.org/mailman/listinfo/numpy-discussion ___ NumPy-Discussion mailing list NumPy-Discussion@scipy.org http://mail.scipy.org/mailman/listinfo/numpy-discussion ___ NumPy-Discussion mailing list NumPy-Discussion@scipy.org http://mail.scipy.org/mailman/listinfo/numpy-discussion -- Nathaniel J. Smith
Re: [Numpy-discussion] Proposal: Chaining np.dot with mdot helper function
Hey, so I propose the following. I'll implement a new function `mdot`. Incorporating the changes in `dot` are unlikely. Later, one can still include the features in `dot` if desired. `mdot` will have a default parameter `optimize`. If `optimize==True` the reordering of the multiplication is done. Otherwise it simply chains the multiplications. I'll test and benchmark my implementation and create a pull request. Cheers, Stefan ___ NumPy-Discussion mailing list NumPy-Discussion@scipy.org http://mail.scipy.org/mailman/listinfo/numpy-discussion
Re: [Numpy-discussion] Proposal: Chaining np.dot with mdot helper function
If the standard semantics are not affected, and the most common two-argument scenario does not take more than a single if-statement overhead, I don't see why it couldn't be a replacement for the existing np.dot; but others mileage may vary. On Thu, Feb 20, 2014 at 11:34 AM, Stefan Otte stefan.o...@gmail.com wrote: Hey, so I propose the following. I'll implement a new function `mdot`. Incorporating the changes in `dot` are unlikely. Later, one can still include the features in `dot` if desired. `mdot` will have a default parameter `optimize`. If `optimize==True` the reordering of the multiplication is done. Otherwise it simply chains the multiplications. I'll test and benchmark my implementation and create a pull request. Cheers, Stefan ___ NumPy-Discussion mailing list NumPy-Discussion@scipy.org http://mail.scipy.org/mailman/listinfo/numpy-discussion ___ NumPy-Discussion mailing list NumPy-Discussion@scipy.org http://mail.scipy.org/mailman/listinfo/numpy-discussion
Re: [Numpy-discussion] Proposal: Chaining np.dot with mdot helper function
On Thursday, February 20, 2014, Eelco Hoogendoorn hoogendoorn.ee...@gmail.com wrote: If the standard semantics are not affected, and the most common two-argument scenario does not take more than a single if-statement overhead, I don't see why it couldn't be a replacement for the existing np.dot; but others mileage may vary. On Thu, Feb 20, 2014 at 11:34 AM, Stefan Otte stefan.o...@gmail.comjavascript:_e(%7B%7D,'cvml','stefan.o...@gmail.com'); wrote: Hey, so I propose the following. I'll implement a new function `mdot`. Incorporating the changes in `dot` are unlikely. Later, one can still include the features in `dot` if desired. `mdot` will have a default parameter `optimize`. If `optimize==True` the reordering of the multiplication is done. Otherwise it simply chains the multiplications. I'll test and benchmark my implementation and create a pull request. Cheers, Stefan ___ NumPy-Discussion mailing list NumPy-Discussion@scipy.orgjavascript:_e(%7B%7D,'cvml','NumPy-Discussion@scipy.org'); http://mail.scipy.org/mailman/listinfo/numpy-discussion Another consideration here is that we need a better way to work with stacked matrices such as np.linalg handles now. Ie I want to compute the matrix product of two (k, n, n) arrays producing a (k,n,n) result. Near as I can tell there isn't a way to do this right now that doesn't involve an explicit loop. Since dot will return a (k, n, k, n) result. Yes this output contains what I want but it also computes a lot of things that I don't want too. It would also be nice to be able to do a matrix product reduction, (k, n, n) - (n, n) in a single line too. Eric ___ NumPy-Discussion mailing list NumPy-Discussion@scipy.org http://mail.scipy.org/mailman/listinfo/numpy-discussion
Re: [Numpy-discussion] Proposal: Chaining np.dot with mdot helper function
Erik; take a look at np.einsum The only reason against such dot semantics is that there isn't much to be gained in elegance that np.einsum already provides, For a plain chaining, multiple arguments to dot would be an improvement; but if you want to go for more complex products, the elegance of np.einsum will be hard to beat On Thu, Feb 20, 2014 at 3:27 PM, Eric Moore e...@redtetrahedron.org wrote: On Thursday, February 20, 2014, Eelco Hoogendoorn hoogendoorn.ee...@gmail.com wrote: If the standard semantics are not affected, and the most common two-argument scenario does not take more than a single if-statement overhead, I don't see why it couldn't be a replacement for the existing np.dot; but others mileage may vary. On Thu, Feb 20, 2014 at 11:34 AM, Stefan Otte stefan.o...@gmail.comwrote: Hey, so I propose the following. I'll implement a new function `mdot`. Incorporating the changes in `dot` are unlikely. Later, one can still include the features in `dot` if desired. `mdot` will have a default parameter `optimize`. If `optimize==True` the reordering of the multiplication is done. Otherwise it simply chains the multiplications. I'll test and benchmark my implementation and create a pull request. Cheers, Stefan ___ NumPy-Discussion mailing list NumPy-Discussion@scipy.org http://mail.scipy.org/mailman/listinfo/numpy-discussion Another consideration here is that we need a better way to work with stacked matrices such as np.linalg handles now. Ie I want to compute the matrix product of two (k, n, n) arrays producing a (k,n,n) result. Near as I can tell there isn't a way to do this right now that doesn't involve an explicit loop. Since dot will return a (k, n, k, n) result. Yes this output contains what I want but it also computes a lot of things that I don't want too. It would also be nice to be able to do a matrix product reduction, (k, n, n) - (n, n) in a single line too. Eric ___ NumPy-Discussion mailing list NumPy-Discussion@scipy.org http://mail.scipy.org/mailman/listinfo/numpy-discussion ___ NumPy-Discussion mailing list NumPy-Discussion@scipy.org http://mail.scipy.org/mailman/listinfo/numpy-discussion
Re: [Numpy-discussion] Proposal: Chaining np.dot with mdot helper function
If you send a patch that deprecates dot's current behaviour for ndim2, we'll probably merge it. (We'd like it to function like you suggest, for consistency with other gufuncs. But to get there we have to deprecate the current behaviour first.) While I'm wishing for things I'll also mention that it would be really neat if binary gufuncs would have a .outer method like regular ufuncs do, so anyone currently using ndim2 dot could just switch to that. But that's a lot more work than just deprecating something :-). -n On 20 Feb 2014 09:27, Eric Moore e...@redtetrahedron.org wrote: On Thursday, February 20, 2014, Eelco Hoogendoorn hoogendoorn.ee...@gmail.com wrote: If the standard semantics are not affected, and the most common two-argument scenario does not take more than a single if-statement overhead, I don't see why it couldn't be a replacement for the existing np.dot; but others mileage may vary. On Thu, Feb 20, 2014 at 11:34 AM, Stefan Otte stefan.o...@gmail.comwrote: Hey, so I propose the following. I'll implement a new function `mdot`. Incorporating the changes in `dot` are unlikely. Later, one can still include the features in `dot` if desired. `mdot` will have a default parameter `optimize`. If `optimize==True` the reordering of the multiplication is done. Otherwise it simply chains the multiplications. I'll test and benchmark my implementation and create a pull request. Cheers, Stefan ___ NumPy-Discussion mailing list NumPy-Discussion@scipy.org http://mail.scipy.org/mailman/listinfo/numpy-discussion Another consideration here is that we need a better way to work with stacked matrices such as np.linalg handles now. Ie I want to compute the matrix product of two (k, n, n) arrays producing a (k,n,n) result. Near as I can tell there isn't a way to do this right now that doesn't involve an explicit loop. Since dot will return a (k, n, k, n) result. Yes this output contains what I want but it also computes a lot of things that I don't want too. It would also be nice to be able to do a matrix product reduction, (k, n, n) - (n, n) in a single line too. Eric ___ NumPy-Discussion mailing list NumPy-Discussion@scipy.org http://mail.scipy.org/mailman/listinfo/numpy-discussion ___ NumPy-Discussion mailing list NumPy-Discussion@scipy.org http://mail.scipy.org/mailman/listinfo/numpy-discussion
Re: [Numpy-discussion] Proposal: Chaining np.dot with mdot helper function
Hey guys, I quickly hacked together a prototype of the optimization step: https://github.com/sotte/numpy_mdot I think there is still room for improvements so feedback is welcome :) I'll probably have some time to code on the weekend. @Nathaniel, I'm still not sure about integrating it in dot. Don't a lot of people use the optional out parameter of dot? Best, Stefan On Thu, Feb 20, 2014 at 4:02 PM, Nathaniel Smith n...@pobox.com wrote: If you send a patch that deprecates dot's current behaviour for ndim2, we'll probably merge it. (We'd like it to function like you suggest, for consistency with other gufuncs. But to get there we have to deprecate the current behaviour first.) While I'm wishing for things I'll also mention that it would be really neat if binary gufuncs would have a .outer method like regular ufuncs do, so anyone currently using ndim2 dot could just switch to that. But that's a lot more work than just deprecating something :-). -n On 20 Feb 2014 09:27, Eric Moore e...@redtetrahedron.org wrote: On Thursday, February 20, 2014, Eelco Hoogendoorn hoogendoorn.ee...@gmail.com wrote: If the standard semantics are not affected, and the most common two-argument scenario does not take more than a single if-statement overhead, I don't see why it couldn't be a replacement for the existing np.dot; but others mileage may vary. On Thu, Feb 20, 2014 at 11:34 AM, Stefan Otte stefan.o...@gmail.com wrote: Hey, so I propose the following. I'll implement a new function `mdot`. Incorporating the changes in `dot` are unlikely. Later, one can still include the features in `dot` if desired. `mdot` will have a default parameter `optimize`. If `optimize==True` the reordering of the multiplication is done. Otherwise it simply chains the multiplications. I'll test and benchmark my implementation and create a pull request. Cheers, Stefan ___ NumPy-Discussion mailing list NumPy-Discussion@scipy.org http://mail.scipy.org/mailman/listinfo/numpy-discussion Another consideration here is that we need a better way to work with stacked matrices such as np.linalg handles now. Ie I want to compute the matrix product of two (k, n, n) arrays producing a (k,n,n) result. Near as I can tell there isn't a way to do this right now that doesn't involve an explicit loop. Since dot will return a (k, n, k, n) result. Yes this output contains what I want but it also computes a lot of things that I don't want too. It would also be nice to be able to do a matrix product reduction, (k, n, n) - (n, n) in a single line too. Eric ___ NumPy-Discussion mailing list NumPy-Discussion@scipy.org http://mail.scipy.org/mailman/listinfo/numpy-discussion ___ NumPy-Discussion mailing list NumPy-Discussion@scipy.org http://mail.scipy.org/mailman/listinfo/numpy-discussion ___ NumPy-Discussion mailing list NumPy-Discussion@scipy.org http://mail.scipy.org/mailman/listinfo/numpy-discussion
Re: [Numpy-discussion] Proposal: Chaining np.dot with mdot helper function
On Thu, Feb 20, 2014 at 1:35 PM, Stefan Otte stefan.o...@gmail.com wrote: Hey guys, I quickly hacked together a prototype of the optimization step: https://github.com/sotte/numpy_mdot I think there is still room for improvements so feedback is welcome :) I'll probably have some time to code on the weekend. @Nathaniel, I'm still not sure about integrating it in dot. Don't a lot of people use the optional out parameter of dot? The email you're replying to below about deprecating stuff in 'dot' was in reply to Eric's email about using dot on arrays with shape (k, n, n), so those comments are unrelated to the mdot stuff. I wouldn't mind seeing out= arguments become kw-only in general, but even if we decided to do that it would take a long deprecation period, so yeah, let's give up on 'dot(A, B, C, D)' as syntax for mdot. However, the suggestion of supporting np.dot([A, B, C, D]) still seems like it might be a good idea...? I have mixed feelings about it -- one less item cluttering up the namespace, but it is weird and magical to have two totally different calling conventions for the same function. -n On Thu, Feb 20, 2014 at 4:02 PM, Nathaniel Smith n...@pobox.com wrote: If you send a patch that deprecates dot's current behaviour for ndim2, we'll probably merge it. (We'd like it to function like you suggest, for consistency with other gufuncs. But to get there we have to deprecate the current behaviour first.) While I'm wishing for things I'll also mention that it would be really neat if binary gufuncs would have a .outer method like regular ufuncs do, so anyone currently using ndim2 dot could just switch to that. But that's a lot more work than just deprecating something :-). -n On 20 Feb 2014 09:27, Eric Moore e...@redtetrahedron.org wrote: On Thursday, February 20, 2014, Eelco Hoogendoorn hoogendoorn.ee...@gmail.com wrote: If the standard semantics are not affected, and the most common two-argument scenario does not take more than a single if-statement overhead, I don't see why it couldn't be a replacement for the existing np.dot; but others mileage may vary. On Thu, Feb 20, 2014 at 11:34 AM, Stefan Otte stefan.o...@gmail.com wrote: Hey, so I propose the following. I'll implement a new function `mdot`. Incorporating the changes in `dot` are unlikely. Later, one can still include the features in `dot` if desired. `mdot` will have a default parameter `optimize`. If `optimize==True` the reordering of the multiplication is done. Otherwise it simply chains the multiplications. I'll test and benchmark my implementation and create a pull request. Cheers, Stefan ___ NumPy-Discussion mailing list NumPy-Discussion@scipy.org http://mail.scipy.org/mailman/listinfo/numpy-discussion Another consideration here is that we need a better way to work with stacked matrices such as np.linalg handles now. Ie I want to compute the matrix product of two (k, n, n) arrays producing a (k,n,n) result. Near as I can tell there isn't a way to do this right now that doesn't involve an explicit loop. Since dot will return a (k, n, k, n) result. Yes this output contains what I want but it also computes a lot of things that I don't want too. It would also be nice to be able to do a matrix product reduction, (k, n, n) - (n, n) in a single line too. Eric ___ NumPy-Discussion mailing list NumPy-Discussion@scipy.org http://mail.scipy.org/mailman/listinfo/numpy-discussion ___ NumPy-Discussion mailing list NumPy-Discussion@scipy.org http://mail.scipy.org/mailman/listinfo/numpy-discussion ___ NumPy-Discussion mailing list NumPy-Discussion@scipy.org http://mail.scipy.org/mailman/listinfo/numpy-discussion -- Nathaniel J. Smith Postdoctoral researcher - Informatics - University of Edinburgh http://vorpus.org ___ NumPy-Discussion mailing list NumPy-Discussion@scipy.org http://mail.scipy.org/mailman/listinfo/numpy-discussion
Re: [Numpy-discussion] Proposal: Chaining np.dot with mdot helper function
Just to give an idea about the performance implications I timed the operations on my machine %timeit reduce(dotp, [x, v, x.T, y]).shape 1 loops, best of 3: 1.32 s per loop %timeit reduce(dotTp, [x, v, x.T, y][::-1]).shape 1000 loops, best of 3: 394 µs per loop I was just interested in a nicer formulas but if the side effect is a performance improvement I can live with that. Pauli Virtanen posed in the issue an older discussion on the mailinglist: http://thread.gmane.org/gmane.comp.python.numeric.general/14288/ Beste Grüße, Stefan On Tue, Feb 18, 2014 at 12:52 AM, josef.p...@gmail.com wrote: On Mon, Feb 17, 2014 at 4:57 PM, josef.p...@gmail.com wrote: On Mon, Feb 17, 2014 at 4:39 PM, Stefan Otte stefan.o...@gmail.com wrote: Hey guys, I wrote myself a little helper function `mdot` which chains np.dot for multiple arrays. So I can write mdot(A, B, C, D, E) instead of these A.dot(B).dot(C).dot(D).dot(E) np.dot(np.dot(np.dot(np.dot(A, B), C), D), E) I know you can use `numpy.matrix` to get nicer formulas. However, most numpy/scipy function return arrays instead of numpy.matrix. Therefore, sometimes you actually use array multiplication when you think you use matrix multiplication. `mdot` is a simple way to avoid using numpy.matrix but to improve the readability. What do you think? Is this useful and worthy to integrate in numpy? I already created an issuer for this: https://github.com/numpy/numpy/issues/4311 jaimefrio also suggested to do some reordering of the arrays to minimize computation: https://github.com/numpy/numpy/issues/4311#issuecomment-35295857 statsmodels has a convenience chaindot, but most of the time I don't like it's usage, because of the missing brackets. say, you have a (1, 10) array and you use an intermediate (1, 1) array instead of (10,10) array nobs = 1 v = np.diag(np.ones(4)) x = np.random.randn(nobs, 4) y = np.random.randn(nobs, 3) reduce(np.dot, [x, v, x.T, y]).shape def dotp(x, y): xy = np.dot(x,y) print xy.shape return xy reduce(dotp, [x, v, x.T, y]).shape (1, 4) (1, 1) (1, 3) (1, 3) def dotTp(x, y): xy = np.dot(x.T,y.T) print xy.shape return xy.T reduce(dotTp, [x, v, x.T, y][::-1]).shape (3, 4) (3, 4) (3, 1) (1, 3) Josef IIRC, for reordering I looked at this http://www.mathworks.com/matlabcentral/fileexchange/27950-mmtimes-matrix-chain-product Josef (don't make it too easy for people to shoot themselves in ...) Best, Stefan ___ NumPy-Discussion mailing list NumPy-Discussion@scipy.org http://mail.scipy.org/mailman/listinfo/numpy-discussion ___ NumPy-Discussion mailing list NumPy-Discussion@scipy.org http://mail.scipy.org/mailman/listinfo/numpy-discussion ___ NumPy-Discussion mailing list NumPy-Discussion@scipy.org http://mail.scipy.org/mailman/listinfo/numpy-discussion
[Numpy-discussion] Proposal: Chaining np.dot with mdot helper function
Hey guys, I wrote myself a little helper function `mdot` which chains np.dot for multiple arrays. So I can write mdot(A, B, C, D, E) instead of these A.dot(B).dot(C).dot(D).dot(E) np.dot(np.dot(np.dot(np.dot(A, B), C), D), E) I know you can use `numpy.matrix` to get nicer formulas. However, most numpy/scipy function return arrays instead of numpy.matrix. Therefore, sometimes you actually use array multiplication when you think you use matrix multiplication. `mdot` is a simple way to avoid using numpy.matrix but to improve the readability. What do you think? Is this useful and worthy to integrate in numpy? I already created an issuer for this: https://github.com/numpy/numpy/issues/4311 jaimefrio also suggested to do some reordering of the arrays to minimize computation: https://github.com/numpy/numpy/issues/4311#issuecomment-35295857 Best, Stefan ___ NumPy-Discussion mailing list NumPy-Discussion@scipy.org http://mail.scipy.org/mailman/listinfo/numpy-discussion
Re: [Numpy-discussion] Proposal: Chaining np.dot with mdot helper function
On Mon, Feb 17, 2014 at 4:39 PM, Stefan Otte stefan.o...@gmail.com wrote: Hey guys, I wrote myself a little helper function `mdot` which chains np.dot for multiple arrays. So I can write mdot(A, B, C, D, E) instead of these A.dot(B).dot(C).dot(D).dot(E) np.dot(np.dot(np.dot(np.dot(A, B), C), D), E) I know you can use `numpy.matrix` to get nicer formulas. However, most numpy/scipy function return arrays instead of numpy.matrix. Therefore, sometimes you actually use array multiplication when you think you use matrix multiplication. `mdot` is a simple way to avoid using numpy.matrix but to improve the readability. What do you think? Is this useful and worthy to integrate in numpy? I already created an issuer for this: https://github.com/numpy/numpy/issues/4311 jaimefrio also suggested to do some reordering of the arrays to minimize computation: https://github.com/numpy/numpy/issues/4311#issuecomment-35295857 statsmodels has a convenience chaindot, but most of the time I don't like it's usage, because of the missing brackets. say, you have a (1, 10) array and you use an intermediate (1, 1) array instead of (10,10) array IIRC, for reordering I looked at this http://www.mathworks.com/matlabcentral/fileexchange/27950-mmtimes-matrix-chain-product Josef (don't make it too easy for people to shoot themselves in ...) Best, Stefan ___ NumPy-Discussion mailing list NumPy-Discussion@scipy.org http://mail.scipy.org/mailman/listinfo/numpy-discussion ___ NumPy-Discussion mailing list NumPy-Discussion@scipy.org http://mail.scipy.org/mailman/listinfo/numpy-discussion
Re: [Numpy-discussion] Proposal: Chaining np.dot with mdot helper function
Perhaps you could reuse np.dot, by giving its second argument a default None value, and passing a tuple as first argument, i.e. np.dot((a, b, c)) would compute a.dot(b).dot(c), possibly not in that order. As is suggested in the matlab thread linked by Josef, if you do implement an optimal ordering algorithm, then precalculating the ordering and passing it in as an argument should be an option. If I get a vote, I am definitely +1 on this, especially the more sophisticated version. On Feb 17, 2014 1:40 PM, Stefan Otte stefan.o...@gmail.com wrote: ___ NumPy-Discussion mailing list NumPy-Discussion@scipy.org http://mail.scipy.org/mailman/listinfo/numpy-discussion
Re: [Numpy-discussion] Proposal: Chaining np.dot with mdot helper function
considering np.dot takes only its binary positional args and a single defaulted kwarg, passing in a variable number of positional args as a list makes sense. Then just call the builtin reduce on the list, and there you go. I also generally approve of such semantics for binary associative operations. On Mon, Feb 17, 2014 at 11:27 PM, Jaime Fernández del Río jaime.f...@gmail.com wrote: Perhaps you could reuse np.dot, by giving its second argument a default None value, and passing a tuple as first argument, i.e. np.dot((a, b, c)) would compute a.dot(b).dot(c), possibly not in that order. As is suggested in the matlab thread linked by Josef, if you do implement an optimal ordering algorithm, then precalculating the ordering and passing it in as an argument should be an option. If I get a vote, I am definitely +1 on this, especially the more sophisticated version. On Feb 17, 2014 1:40 PM, Stefan Otte stefan.o...@gmail.com wrote: ___ NumPy-Discussion mailing list NumPy-Discussion@scipy.org http://mail.scipy.org/mailman/listinfo/numpy-discussion ___ NumPy-Discussion mailing list NumPy-Discussion@scipy.org http://mail.scipy.org/mailman/listinfo/numpy-discussion
Re: [Numpy-discussion] Proposal: Chaining np.dot with mdot helper function
On Mon, Feb 17, 2014 at 4:57 PM, josef.p...@gmail.com wrote: On Mon, Feb 17, 2014 at 4:39 PM, Stefan Otte stefan.o...@gmail.com wrote: Hey guys, I wrote myself a little helper function `mdot` which chains np.dot for multiple arrays. So I can write mdot(A, B, C, D, E) instead of these A.dot(B).dot(C).dot(D).dot(E) np.dot(np.dot(np.dot(np.dot(A, B), C), D), E) I know you can use `numpy.matrix` to get nicer formulas. However, most numpy/scipy function return arrays instead of numpy.matrix. Therefore, sometimes you actually use array multiplication when you think you use matrix multiplication. `mdot` is a simple way to avoid using numpy.matrix but to improve the readability. What do you think? Is this useful and worthy to integrate in numpy? I already created an issuer for this: https://github.com/numpy/numpy/issues/4311 jaimefrio also suggested to do some reordering of the arrays to minimize computation: https://github.com/numpy/numpy/issues/4311#issuecomment-35295857 statsmodels has a convenience chaindot, but most of the time I don't like it's usage, because of the missing brackets. say, you have a (1, 10) array and you use an intermediate (1, 1) array instead of (10,10) array nobs = 1 v = np.diag(np.ones(4)) x = np.random.randn(nobs, 4) y = np.random.randn(nobs, 3) reduce(np.dot, [x, v, x.T, y]).shape def dotp(x, y): xy = np.dot(x,y) print xy.shape return xy reduce(dotp, [x, v, x.T, y]).shape (1, 4) (1, 1) (1, 3) (1, 3) def dotTp(x, y): xy = np.dot(x.T,y.T) print xy.shape return xy.T reduce(dotTp, [x, v, x.T, y][::-1]).shape (3, 4) (3, 4) (3, 1) (1, 3) Josef IIRC, for reordering I looked at this http://www.mathworks.com/matlabcentral/fileexchange/27950-mmtimes-matrix-chain-product Josef (don't make it too easy for people to shoot themselves in ...) Best, Stefan ___ NumPy-Discussion mailing list NumPy-Discussion@scipy.org http://mail.scipy.org/mailman/listinfo/numpy-discussion ___ NumPy-Discussion mailing list NumPy-Discussion@scipy.org http://mail.scipy.org/mailman/listinfo/numpy-discussion
