Fast Summation in Python - python

I want to do a series of dot products. Namely
for i in range(N[0]):
for j in range(N[1]):
kr[i,j] = dot(k[i,j,:], r[i,j,:])
Is there a vectorized way to do this, for example using einsum or tensordot?

Assuming N[0] and N[1] are the lengths of the first two dimensions of k and r,
kr = numpy.einsum('...i,...i->...', k, r)
We specify ... to enable broadcasting, and perform a dot product along the last axis.

Assuming k and r have three dimensions, this is the same as:
kr = numpy.sum(k * r, axis=-1)

Related

Construct a 3D tensor from a 2D matrix

Given an n-by-n matrix A, where each row of A is a permutation of [n], e.g.,
import torch
n = 100
AA = torch.rand(n, n)
A = torch.argsort(AA, dim=1)
Also given another n-by-n matrix P, we want to construct a 3D tensor Q s.t.
Q[i, j, k] = P[A[i, j], k]
Is there any efficient way in pytorch?
I am aware of torch.gather but it seems hard to be directly applied here.
You can directly use:
Q = P[A]
Why not simply use A as an index:
Q = P[A, :]

Khatri product of matrices using np.tensordot

I'm trying to decompose a Tensor (m, n, o) into matrices A(m, r), B (n, r) and C (k, r). This is known as PARAFAC decomposition. Tensorly already does this kind of a decomposition.
An important step is to multiply A, B, and C to get a tensor of shape (m, n, o).
Tensorly does this as follows:
def kt_to_tensor(A, B, C):
factors = [A, B, C]
for r in range(factors[0].shape[1]):
vecs = np.ix_(*[u[:, r] for u in factors])
if r:
res += reduce(np.multiply, vecs)
else:
res = reduce(np.multiply, vecs)
return res
However, the package I'm using (Autograd) does not support np.ix_ operations. I thus wrote a simpler definition as follows:
def new_kt_to_tensor(A, B, C):
m, n, o = A.shape[0], B.shape[0], C.shape[0]
out = np.zeros((m, n, o))
k_max = A.shape[1]
for alpha in range(0, m):
for beta in range(0, n):
for delta in range(0, o):
for k in range(0, k_max):
out[alpha, beta, delta]=out[alpha, beta, delta]+ A[alpha, k]*B[beta, k]*C[delta, k]
return out
However, it turns out that this implementation also has some aspects that autograd does not support. However, autograd does support np.tensordot.
I was wondering how to use np.tensordot to obtain this multiplication. I think that Tensorflow's tf.tensordot would also have a similar functionality.
Intended solution should be something like:
def tensordot_multplication(A, B, C):
"""
use np.tensordot
"""
Don't think np.tensordot would help you here, as it needs to spread-out the axes that don't participate in sum-reductions, as we have the alignment requirement of keeping the last axis aligned between the three inputs while performing multiplication. Thus, with tensordot, you would need extra processing and have more memory requirements there.
I would suggest two methods - One with broadcasting and another with np.einsum.
Approach #1 : With broadcasting -
(A[:,None,None,:]*B[:,None,:]*C).sum(-1)
Explanation :
Extend A to 4D, by introducing new axes at axis=(1,2) with None/np.newaxis.
Similarly extend B to 3D, by introducing new axis at axis=(1).
Keep C as it is and perform elementwise multiplications resulting in a 4D array.
Finally, the sum-reduction comes in along the last axis of the 4D array.
Schematically put -
A : m r
B : n r
C : k r
=> A*B*C : m n k r
=> out : m n k # (sum-reduction along last axis)
Approach #2 : With np.einsum -
np.einsum('il,jl,kl->ijk',A,B,C)
The idea is the same here as with the previous broadcasting one, but with string notations helping us out in conveying the axes info in a more concise manner.
Broadcasting is surely available on tensorflow as it has tools to expand dimensions, whereas np.einsum is probably not.
The code you refer to isn't actually how TensorLy implements it but simply an alternative implementation given in the doc.
The actual code used in TensorLy is:
def kruskal_to_tensor(factors):
shape = [factor.shape[0] for factor in factors]
full_tensor = np.dot(factors[0], khatri_rao(factors[1:]).T)
return fold(full_tensor, 0, shape)
where the khatri_rao is implemented using numpy.einsum in a way that generalizes what Divakar suggested.

dot product of vectors in multidimentional matrices (python, numpy)

I have two matrices A, B, NxKxD dimensions and I want get matrix C, NxKxDxD dimensions, where C[n, k] = A[n, k] x B[n, k].T (here "x" means product of matrices of dimensions Dx1 and 1xD, so the result must be DxD dimensional), so now my code looking like this (here A = B = X):
def square(X):
out = np.zeros((N, K, D, D))
for n in range(N):
for k in range(K):
out[n, k] = np.dot(X[n, k, :, np.newaxis], X[n, k, np.newaxis, :])
return out
It may be slow for big N and K because of python's for cycle. Is there some way to make this multiplication in one numpy function?
It seems you are not using np.dot for sum-reduction, but just for expansion that results in broadcasting. So, you can simply extend the array to have one more dimension with the use of np.newaxis/None and let the implicit broadcasting help out.
Thus, an implementation would be -
X[...,None]*X[...,None,:]
More info on broadcasting specifically how to add new axes could be found in this other post.

Dot product between 2D and 3D arrays

Assume that I have two arrays V and Q, where V is (i, j, j) and Q is (j, j). I now wish to compute the dot product of Q with each "row" of V and save the result as an (i, j, j) sized matrix. This is easily done using for-loops by simply iterating over i like
import numpy as np
v = np.random.normal(size=(100, 5, 5))
q = np.random.normal(size=(5, 5))
output = np.zeros_like(v)
for i in range(v.shape[0]):
output[i] = q.dot(v[i])
However, this is way too slow for my needs, and I'm guessing there is a way to vectorize this operation using either einsum or tensordot, but I haven't managed to figure it out. Could someone please point me in the right direction? Thanks
You can certainly use np.tensordot, but need to swap axes afterwards, like so -
out = np.tensordot(v,q,axes=(1,1)).swapaxes(1,2)
With np.einsum, it's a bit more straight-forward, like so -
out = np.einsum('ijk,lj->ilk',v,q)

Single operation to take the matrix product along only the last two dimensions

This is probably obvious on reflection, but it's not clear to me right now.
For a pair of numpy arrays of shapes (K, N, M) and (K, M, N) denoted by a and b respectively, is there a way to compute the following as a single vectorized operation:
import numpy as np
K = 5
N = 2
M = 3
a = np.random.randn(K, N, M)
b = np.random.randn(K, M, N)
output = np.empty((K, N, N))
for each_a, each_b, each_out in zip(a, b, output):
each_out[:] = each_a.dot(each_b)
A simple a.dot(b) returns the dot product for every pair of the first axis (so it returns an array of shape (K, N, K, N).
edit: fleshed out the code a bit for those that couldn't understand the question.
I answered a similar question a while back: Element-wise matrix multiplication in NumPy .
I think what you're looking for is:
output = np.einsum('ijk,ikl->ijl', a, b)
Good luck!

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