In my current theano script the bottleneck is equivalent to the following
numpy code:
import numpy as np
# 3D example
axis = 0
prob = np.random.random( ( 1, 1000, 50 ) )
cases = np.random.random( ( 1000, 1000, 50 ) )
start = time.time( )
for i in xrange( 1000 ):
result = ( cases * prob ).sum( axis=1-axis, keepdims=True )
print '3D naive method took {} seconds'.format( time.time() - start )
print result.shape
print
I had seen in 2D case that replacing elementwise+sum with a dot product
gave me 5x speedup. Are there any theano matrix operations that could help
me out here?
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