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Unique ordered ratio of integers

I have two ordered lists of consecutive integers m=0, 1, ... M and n=0, 1, 2, ... N. Each value of m has a probability pm, and each value of n has a probability pn. I am trying to find the ordered list of unique values r=n/m and their probabilities pr. I am aware that r is infinite if n=0 and can even be undefined if m=n=0.
In practice, I would like to run for M and N each be of the order of 2E4, meaning up to 4E8 values of r - which would mean 3 GB of floats (assuming 8 Bytes/float).
For this calculation, I have written the python code below.
The idea is to iterate over m and n, and for each new m/n, insert it in the right place with its probability if it isn't there yet, otherwise add its probability to the existing number. My assumption is that it is easier to sort things on the way instead of waiting until the end.
The cases related to 0 are added at the end of the loop.
I am using the Fraction class since we are dealing with fractions.
The code also tracks the multiplicity of each unique value of m/n.
I have tested up to M=N=100, and things are quite slow. Are there better approaches to the question, or more efficient ways to tackle the code?
Timing:
M=N=30: 1 s
M=N=50: 6 s
M=N=80: 30 s
M=N=100: 82 s
import numpy as np
from fractions import Fraction
import time # For timiing
start_time = time.time() # Timing
M, N = 6, 4
mList, nList = np.arange(1, M+1), np.arange(1, N+1) # From 1 to M inclusive, deal with 0 later
mProbList, nProbList = [1/(M+1)]*(M), [1/(N+1)]*(N) # Probabilities, here assumed equal (not general case)
# Deal with mn=0 later
pmZero, pnZero = 1/(M+1), 1/(N+1) # P(m=0) and P(n=0)
pNaN = pmZero * pnZero # P(0/0) = P(m=0)P(n=0)
pZero = pmZero * (1 - pnZero) # P(0) = P(m=0)P(n!=0)
pInf = pnZero * (1 - pmZero) # P(inf) = P(m!=0)P(n=0)
# Main list of r=m/n, P(r) and mult(r)
# Start with first line, m=1
rList = [Fraction(mList[0], n) for n in nList[::-1]] # Smallest first
rProbList = [mProbList[0] * nP for nP in nProbList[::-1]] # Start with first line
rMultList = [1] * len(rList) # Multiplicity of each element
# Main loop
for m, mP in zip(mList[1:], mProbList[1:]):
for n, nP in zip(nList[::-1], nProbList[::-1]): # Pick an n value
r, rP, rMult = Fraction(m, n), mP*nP, 1
for i in range(len(rList)-1): # See where it fits in existing list
if r < rList[i]:
rList.insert(i, r)
rProbList.insert(i, rP)
rMultList.insert(i, 1)
break
elif r == rList[i]:
rProbList[i] += rP
rMultList[i] += 1
break
elif r < rList[i+1]:
rList.insert(i+1, r)
rProbList.insert(i+1, rP)
rMultList.insert(i+1, 1)
break
elif r == rList[i+1]:
rProbList[i+1] += rP
rMultList[i+1] += 1
break
if r > rList[-1]:
rList.append(r)
rProbList.append(rP)
rMultList.append(1)
break
# Deal with 0
rList.insert(0, Fraction(0, 1))
rProbList.insert(0, pZero)
rMultList.insert(0, N)
# Deal with infty
rList.append(np.Inf)
rProbList.append(pInf)
rMultList.append(M)
# Deal with undefined case
rList.append(np.NAN)
rProbList.append(pNaN)
rMultList.append(1)
print(".... done in %s seconds." % round(time.time() - start_time, 2))
print("************** Final list\nr", 'Prob', 'Mult')
for r, rP, rM in zip(rList, rProbList, rMultList): print(r, rP, rM)
print("************** Checks")
print("mList", mList, 'nList', nList)
print("Sum of proba = ", np.sum(rProbList))
print("Sum of multi = ", np.sum(rMultList), "\t(M+1)*(N+1) = ", (M+1)*(N+1))

Based on the suggestion of #Prune, and on this thread about merging lists of tuples, I have modified the code as below. It's a lot easier to read, and runs about an order of magnitude faster for N=M=80 (I have omitted dealing with 0 - would be done same way as in original post). I assume there may be ways to tweak the merge and conversion back to lists further yet.
# Do calculations
data = [(Fraction(m, n), mProb(m) * nProb(n)) for n in range(1, N+1) for m in range(1, M+1)]
data.sort()
# Merge duplicates using a dictionary
d = {}
for r, p in data:
if not (r in d): d[r] = [0, 0]
d[r][0] += p
d[r][1] += 1
# Convert back to lists
rList, rProbList, rMultList = [], [], []
for k in d:
rList.append(k)
rProbList.append(d[k][0])
rMultList.append(d[k][1])

I expect that "things are quite slow" because you've chosen a known inefficient sort. A single list insertion is O(K) (later list elements have to be bumped over, and there is added storage allocation on a regular basis). Thus a full-list insertion sort is O(K^2). For your notation, that is O((M*N)^2).
If you want any sort of reasonable performance, research and use the best-know methods. The most straightforward way to do this is to make your non-exception results as a simple list comprehension, and use the built-in sort for your penultimate list. Simply append your n=0 cases, and you're done in O(K log K) time.
I the expression below, I've assumed functions for m and n probabilities.
This is a notational convenience; you know how to directly compute them, and can substitute those expressions if you wish.
data = [ (mProb(m) * nProb(n), Fraction(m, n))
for n in range(1, N+1)
for m in range(0, M+1) ]
data.sort()
data.extend([ # generate your "zero" cases here ])

Any easy way to transform a missing number sequence to its range?

Suppose I have a list that goes like :
'''
[1,2,3,4,9,10,11,20]
'''
I need the result to be like :
'''
[[4,9],[11,20]]
'''
I have defined a function that goes like this :
def get_range(lst):
i=0
seqrange=[]
for new in lst:
a=[]
start=new
end=new
if i==0:
i=1
old=new
else:
if new - old >1:
a.append(old)
a.append(new)
old=new
if len(a):
seqrange.append(a)
return seqrange
Is there any other easier and efficient way to do it? I need to do this in the range of millions.

You can use numpy arrays and the diff function that comes along with them. Numpy is so much more efficient than looping when you have millions of rows.
Slight aside:
Why are numpy arrays so fast? Because they are arrays of data instead of arrays of pointers to data (which is what Python lists are), because they offload a whole bunch of computations to a backend written in C, and because they leverage the SIMD paradigm to run a Single Instruction on Multiple Data simultaneously.
Now back to the problem at hand:
The diff function gives us the difference between consecutive elements of the array. Pretty convenient, given that we need to find where this difference is greater than a known threshold!
import numpy as np
threshold = 1
arr = np.array([1,2,3,4,9,10,11,20])
deltas = np.diff(arr)
# There's a gap wherever the delta is greater than our threshold
gaps = deltas > threshold
gap_indices = np.argwhere(gaps)
gap_starts = arr[gap_indices]
gap_ends = arr[gap_indices + 1]
# Finally, stack the two arrays horizontally
all_gaps = np.hstack((gap_starts, gap_ends))
print(all_gaps)
# Output:
# [[ 4 9]
# [11 20]]
You can access all_gaps like a 2D matrix: all_gaps[0, 1] would give you 9, for example. If you really need the answer as a list-of-lists, simply convert it like so:
all_gaps_list = all_gaps.tolist()
print(all_gaps_list)
# Output: [[4, 9], [11, 20]]
Comparing the runtime of the iterative method from #happydave's answer with the numpy method:
import random
import timeit
import numpy
def gaps1(arr, threshold):
deltas = np.diff(arr)
gaps = deltas > threshold
gap_indices = np.argwhere(gaps)
gap_starts = arr[gap_indices]
gap_ends = arr[gap_indices + 1]
all_gaps = np.hstack((gap_starts, gap_ends))
return all_gaps
def gaps2(lst, thr):
seqrange = []
for i in range(len(lst)-1):
if lst[i+1] - lst[i] > thr:
seqrange.append([lst[i], lst[i+1]])
return seqrange
test_list = [i for i in range(100000)]
for i in range(100):
test_list.remove(random.randint(0, len(test_list) - 1))
test_arr = np.array(test_list)
# Make sure both give the same answer:
assert np.all(gaps1(test_arr, 1) == gaps2(test_list, 1))
t1 = timeit.timeit('gaps1(test_arr, 1)', setup='from __main__ import gaps1, test_arr', number=100)
t2 = timeit.timeit('gaps2(test_list, 1)', setup='from __main__ import gaps2, test_list', number=100)
print(f"t1 = {t1}s; t2 = {t2}s; Numpy gives ~{t2 // t1}x speedup")
On my laptop, this gives:
t1 = 0.020834800001466647s; t2 = 1.2446780000027502s; Numpy gives ~59.0x speedup
My word that's fast!

There is iterator based solution. It'is allow to get intervals one by one:
flist = [1,2,3,4,9,10,11,20]
def get_range(lst):
start_idx = lst[0]
for current_idx in flist[1:]:
if current_idx > start_idx+1:
yield [start_idx, current_idx]
start_idx = current_idx
for inverval in get_range(flist):
print(inverval)

I don't think there's anything inefficient about the solution, but you can clean up the code quite a bit:
seqrange = []
for i in range(len(lst)-1):
if lst[i+1] - lst[i] > 1:
seqrange.append([lst[i], lst[i+1]])

I think this could be more efficient and a bit cleaner.
def func(lst):
ans=0
final=[]
sol=[]
for i in range(1,lst[-1]+1):
if(i not in lst):
ans+=1
final.append(i)
elif(i in lst and ans>0):
final=[final[0]-1,i]
sol.append(final)
ans=0
final=[]
else:
final=[]
return(sol)

Python Numpy vectorize nested for-loops for combinatorics

Given an nxn array A of real positive numbers, I'm trying to find the minimum of the maximum of the element-wise minimum of all combinations of three rows of the 2-d array. Using for-loops, that comes out to something like this:
import numpy as np
n = 100
np.random.seed(2)
A = np.random.rand(n,n)
global_best = np.inf
for i in range(n-2):
for j in range(i+1, n-1):
for k in range(j+1, n):
# find the maximum of the element-wise minimum of the three vectors
local_best = np.amax(np.array([A[i,:], A[j,:], A[k,:]]).min(0))
# if local_best is lower than global_best, update global_best
if (local_best < global_best):
global_best = local_best
save_rows = [i, j, k]
print global_best, save_rows
In the case for n = 100, the output should be this:
Out[]: 0.492652949593 [6, 41, 58]
I have a feeling though that I could do this much faster using Numpy vectorization, and would certainly appreciate any help on doing this. Thanks.

This solution is 5x faster for n=100:
coms = np.fromiter(itertools.combinations(np.arange(n), 3), 'i,i,i').view(('i', 3))
best = A[coms].min(1).max(1)
at = best.argmin()
global_best = best[at]
save_rows = coms[at]
The first line is a bit convoluted but turns the result of itertools.combinations into a NumPy array which contains all possible [i,j,k] index combinations.
From there, it's a simple matter of indexing into A using all the possible index combinations, then reducing along the appropriate axes.
This solution consumes a lot more memory as it builds the concrete array of all possible combinations A[coms]. It saves time for smallish n, say under 250, but for large n the memory traffic will be very high and it may be slower than the original code.

Working by chunks allows to combine the speed of vectorized calculus while avoiding to run into Memory Errors. Below there is an example of converting the nested loops to vectorization by chunks.
Starting from the same variables as the question, a chunk length is defined, in order to vectorize calculations inside the chunk and loop only over chunks instead of over combinations.
chunk = 2000 # define chunk length, if to small, the code won't take advantage
# of vectorization, if it is too large, excessive memory usage will
# slow down execution, or Memory Error will be risen
combinations = itertools.combinations(range(n),3) # generate iterator containing
# all possible combinations of 3 columns
N = n*(n-1)*(n-2)//6 # number of combinations (length of combinations cannot be
# retrieved because it is an iterator)
# generate a list containing how many elements of combinations will be retrieved
# per iteration
n_chunks, remainder = divmod(N,chunk)
counts_list = [chunk for _ in range(n_chunks)]
if remainder:
counts_list.append(remainder)
# Iterate one chunk at a time, using vectorized code to treat the chunk
for counts in counts_list:
# retrieve combinations in current chunk
current_comb = np.fromiter(combinations,dtype='i,i,i',count=counts)\
.view(('i',3))
# maximum of element-wise minimum in current chunk
chunk_best = np.minimum(np.minimum(A[current_comb[:,0],:],A[current_comb[:,1],:]),
A[current_comb[:,2],:]).max(axis=1)
ravel_save_row = chunk_best.argmin() # minimum of maximums in current chunk
# check if current chunk contains global minimum
if chunk_best[ravel_save_row] < global_best:
global_best = chunk_best[ravel_save_row]
save_rows = current_comb[ravel_save_row]
print(global_best,save_rows)
I ran some performance comparisons with the nested loops, obtaining the following results (chunk_length = 1000):
n=100
Nested loops: 1.13 s ± 16.6 ms
Work by chunks: 108 ms ± 565 µs
n=150
Nested loops: 4.16 s ± 39.3 ms
Work by chunks: 523 ms ± 4.75 ms
n=500
Nested loops: 3min 18s ± 3.21 s
Work by chunks: 1min 12s ± 1.6 s
Note
After profiling the code, I found that the np.min was what took longest by calling np.maximum.reduce. I converted it directly to np.maximum which improved performance a bit.

Don't try to vectorize loops that are not simple to vectorize. Instead use a jit compiler like Numba or use Cython. Vectorized solutions are good if the resulting code is more readable, but in terms of performance a compiled solution is usually faster or in a worst case scenario as fast as a vectorized solution (except BLAS routines).
Single-threaded example
import numba as nb
import numpy as np
#Min and max library calls may be costly for only 3 values
#nb.njit()
def max_min_3(A,B,C):
max_of_min=-np.inf
for i in range(A.shape[0]):
loc_min=A[i]
if (B[i]<loc_min):
loc_min=B[i]
if (C[i]<loc_min):
loc_min=C[i]
if (max_of_min<loc_min):
max_of_min=loc_min
return max_of_min
#nb.njit()
def your_func(A):
n=A.shape[0]
save_rows=np.zeros(3,dtype=np.uint64)
global_best=np.inf
for i in range(n):
for j in range(i+1, n):
for k in range(j+1, n):
# find the maximum of the element-wise minimum of the three vectors
local_best = max_min_3(A[i,:], A[j,:], A[k,:])
# if local_best is lower than global_best, update global_best
if (local_best < global_best):
global_best = local_best
save_rows[0] = i
save_rows[1] = j
save_rows[2] = k
return global_best, save_rows
Performance of single-threaded version
n=100
your_version: 1.56s
compiled_version: 0.0168s (92x speedup)
n=150
your_version: 5.41s
compiled_version: 0.08122s (66x speedup)
n=500
your_version: 283s
compiled_version: 8.86s (31x speedup)
The first call has a constant overhead of about 0.3-1s. For performance measurement of the calculation time itself, call it once and then measure performance.
With a few code changes this task can also be parallelized.
Multi-threaded example
#nb.njit(parallel=True)
def your_func(A):
n=A.shape[0]
all_global_best=np.inf
rows=np.empty((3),dtype=np.uint64)
save_rows=np.empty((n,3),dtype=np.uint64)
global_best_Temp=np.empty((n),dtype=A.dtype)
global_best_Temp[:]=np.inf
for i in range(n):
for j in nb.prange(i+1, n):
row_1=0
row_2=0
row_3=0
global_best=np.inf
for k in range(j+1, n):
# find the maximum of the element-wise minimum of the three vectors
local_best = max_min_3(A[i,:], A[j,:], A[k,:])
# if local_best is lower than global_best, update global_best
if (local_best < global_best):
global_best = local_best
row_1 = i
row_2 = j
row_3 = k
save_rows[j,0]=row_1
save_rows[j,1]=row_2
save_rows[j,2]=row_3
global_best_Temp[j]=global_best
ind=np.argmin(global_best_Temp)
if (global_best_Temp[ind]<all_global_best):
rows[0] = save_rows[ind,0]
rows[1] = save_rows[ind,1]
rows[2] = save_rows[ind,2]
all_global_best=global_best_Temp[ind]
return all_global_best, rows
Performance of multi-threaded version
n=100
your_version: 1.56s
compiled_version: 0.0078s (200x speedup)
n=150
your_version: 5.41s
compiled_version: 0.0282s (191x speedup)
n=500
your_version: 283s
compiled_version: 2.95s (96x speedup)
Edit
In a newer Numba Version (installed through the Anaconda Python Distribution) I have to manually install tbb to get a working parallelization.

You can use combinations from itertools, that it's a python standard library, and it will help you to to remove all those nested loops.
from itertools import combinations
import numpy as np
n = 100
np.random.seed(2)
A = np.random.rand(n,n)
global_best = 1000000000000000.0
for i, j, k in combinations(range(n), 3):
local_best = np.amax(np.array([A[i,:], A[j,:], A[k,:]]).min(0))
if local_best < global_best:
global_best = local_best
save_rows = [i, j, k]
print global_best, save_rows

Julia: Products of sequences in a vectorized way

Learning to pass from Python to Julia, I am trying to convert an old code that I have, that is calculating a product of sequence of this expression:
I have two versions of the code in Python, one implemented with for loops, and the other using broadcasting. The for loop version is:
import numpy as np
A = np.arange(1.,5.,1)
G = np.array([[1.,2.],[3.,4.]])
def calcF(G,A):
N = A.size
print A
print N
F = []
for l in range(N):
F.append(G/A[l])
print F[l]
for j in range(N):
if j != l:
F[l]*=((G - A[l])/(G + A[j]))*((A[l] - A[j])/(A[l] + A[j]))
return F
F= calcF(G,A)
print F
And the vectorized version I have learned from a response to my question here, is this function:
def calcF_vectorized(G,A):
# Get size of A
N = A.size
# Perform "(G - A[l])/(G + A[j]))" in a vectorized manner
p1 = (G - A[:,None,None,None])/(G + A[:,None,None])
# Perform "((A[l] - A[j])/(A[l] + A[j]))" in a vectorized manner
p2 = ((A[:,None] - A)/(A[:,None] + A))
# Elementwise multiplications between the previously calculated parts
p3 = p1*p2[...,None,None]
# Set the escaped portion "j != l" output as "G/A[l]"
p3[np.eye(N,dtype=bool)] = G/A[:,None,None]
Fout = p3.prod(1)
# If you need separate arrays just like in the question, split it
return np.array_split(Fout,N)
I tried to naively translate the Python for loops code to Julia:
function JuliacalcF(G,A)
F = Array{Float64}[]
for l in eachindex(A)
push!(F,G/A[l])
println(A[i])
for j in eachindex(A)
if j!=l
F[l]*=((G - A[l])/(G + A[j]))*((A[l] - A[j])/(A[l] + A[j]))
end
end
end
#println(alpha)
return F
end
A = collect(1.0:1.0:5.0)
G = Vector{Float64}[[1.,2.],[3.,4.]]
println(JuliacalcF(G,A))
But is there a way to do it in a smart way as in the numpy broadcasting vectorized version?

Also, take a look at More-Dots and Loop Fusion where vectorization is described with examples.

How to apply my own function along each rows and columns with NumPy

I'm using NumPy to store data into matrices.
I'm struggling to make the below Python code perform better.
RESULT is the data store I want to put the data into.
TMP = np.array([[1,1,0],[0,0,1],[1,0,0],[0,1,1]])
n_row, n_col = TMP.shape[0], TMP.shape[0]
RESULT = np.zeros((n_row, n_col))
def do_something(array1, array2):
intersect_num = np.bitwise_and(array1, array2).sum()
union_num = np.bitwise_or(array1, array2).sum()
try:
return intersect_num / float(union_num)
except ZeroDivisionError:
return 0
for i in range(n_row):
for j in range(n_col):
if i >= j:
continue
RESULT[i, j] = do_something(TMP[i], TMP[j])
I guess it would be much faster if I could use some NumPy built-in function instead of for-loops.
I was looking for the various questions around here, but I couldn't find the best fit for my problem.
Any suggestion? Thanks in advance!

Approach #1
You could do something like this as a vectorized solution -
# Store number of rows in TMP as a paramter
N = TMP.shape[0]
# Get the indices that would be used as row indices to select rows off TMP and
# also as row,column indices for setting output array. These basically correspond
# to the iterators involved in the loopy implementation
R,C = np.triu_indices(N,1)
# Calculate intersect_num, union_num and division results across all iterations
I = np.bitwise_and(TMP[R],TMP[C]).sum(-1)
U = np.bitwise_or(TMP[R],TMP[C]).sum(-1)
vals = np.true_divide(I,U)
# Setup output array and assign vals into it
out = np.zeros((N, N))
out[R,C] = vals
Approach #2
For cases with TMP holding 1s and 0s, those np.bitwise_and and np.bitwise_or would be replaceable with dot-products and as such could be faster alternatives. So, with those we would have an implementation like so -
M = TMP.shape[1]
I = TMP.dot(TMP.T)
TMP_inv = 1-TMP
U = M - TMP_inv.dot(TMP_inv.T)
out = np.triu(np.true_divide(I,U),1)