improve nim code, change README
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README.md
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README.md
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@ -2,17 +2,17 @@
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## About
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This repository contains example of very simple code to manipulate samples in various programming languages. It implements this estimate:
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This repository contains example of very simple code to manipulate samples in various programming languages. It implements this platonic estimate:
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```
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p_a = 0.8
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p_b = 0.5
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p_c = p_a * p_b
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dists = [0, 1, 1 to 3, 2 to 10] # each dist represented as 1M samples
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dists = [0, 1, 1 to 3, 2 to 10]
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weights = [(1 - p_c), p_c/2, p_c/4, p_c/4 ]
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result = mixture(dists, weights)
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result = mixture(dists, weights) # should be 1M samples
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mean(result)
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```
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@ -33,16 +33,27 @@ With the [time](https://man7.org/linux/man-pages/man1/time.1.html) tool, using 1
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| Language | Time |
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|----------------------|-----------|
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| Nim | 0m0.153s |
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| C | 0m0,442s |
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| Node | 0m0,732s |
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| Nim | 0m0.068s |
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| C | 0m0.292s |
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| Javascript (NodeJS) | 0m0,732s |
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| Squiggle | 0m1,536s |
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| R | 0m7,000s |
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| Python (CPython) | 0m16,641s |
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I was very surprised that Node/Squiggle code was almost as fast as the raw C code. For the Python code, it's possible that the lack of speed is more a function of me not being as familiar with Python. It's also very possible that the code would run faster with [PyPy](https://doc.pypy.org).
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## Notes
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I was also really happy with trying [Nim](https://nim-lang.org/). The version which beats all others is just the fastest "danger" compilation of Nim (the "release" compilation is 0m0.183s instead). The Nim version has the particularity that I define the normal function from scratch, using the [Box–Muller transform](https://en.wikipedia.org/wiki/Box%E2%80%93Muller_transform#Basic_form). For Nim I also have a version of the code which takes around 4 seconds, where I define some very inefficient sine & logarithm functions to feed into the Box-Muller method, because it felt like fun to really write a botec tool really from scratch.
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I was really happy trying [Nim](https://nim-lang.org/), and as a result the Nim code is a bit more optimized and engineered:
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1. It is using the fastest "danger" compilation mode.
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2. It has some optimizations: I don't compute 1M samples for each dist, but instead pass functions around and compute the 1M samples at the end
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3. I define the normal function from scratch, using the [Box–Muller transform](https://en.wikipedia.org/wiki/Box%E2%80%93Muller_transform#Basic_form).
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4. I also have a version in which I define the logarithm and sine functions themselves in nim to feed into the Box-Muller method. But it is much slower.
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Without 1. and 2., the nim code takes 0m0.183s instead. But I don't think that these are unfair advantages: I liked trying out nim and therefore put in more love into the code, and this seems like it could be a recurring factor.
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For C, I enabled the `-Ofast` compilation flag. Without it, it instead takes ~0.4 seconds. Initially, before I enabled the `-Ofast` flag, I was surprised that the Node and Squiggle code were comparable to the C code. Using [bun](https://bun.sh/) instead of node is actually a bit slower.
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For the Python code, it's possible that the lack of speed is more a function of me not being as familiar with Python. It's also very possible that the code would run faster with [PyPy](https://doc.pypy.org).
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## Languages I may add later
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BIN
nim/samples
BIN
nim/samples
Binary file not shown.
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@ -37,13 +37,9 @@ proc to(low: float, high: float): float =
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## Manipulate samples
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proc make_samples(f: () -> float, n: int): seq[float] =
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result = toSeq(1..n).map(_ => f())
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return result
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proc mixture(fs: seq[proc (): float{.nimcall.}], ps: seq[float], n: int): seq[float] =
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proc mixture(sxs: seq[seq[float]], ps: seq[float], n: int): seq[float] =
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assert sxs.len == ps.len
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assert fs.len == ps.len
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var ws: seq[float]
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var sum = 0.0
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@ -52,23 +48,23 @@ proc mixture(sxs: seq[seq[float]], ps: seq[float], n: int): seq[float] =
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ws.add(sum)
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ws = ws.map(w => w/sum)
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proc get_mixture_sample(): float =
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let r = rand(1.0)
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var i = ws.len - 1
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for j, w in ws:
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var samples: seq[float]
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let rs = toSeq(1..n).map(_=>rand(1.0))
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for i in 0..(n-1):
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let r = rs[i]
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var j = ws.len - 1
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for k, w in ws:
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if r < w:
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i = j
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j = k
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break
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## only occasion when ^ doesn't assign i
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## only occasion when ^ doesn't assign j
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## is when r is exactly 1
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## which would correspond to choosing the last item in ws
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## which is why i is initialized to ws.len
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let xs = sxs[i]
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let l = xs.len-1
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let k = rand(0..l)
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return xs[k]
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## which is why j is initialized to ws.len - 1
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let f = fs[j]
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samples.add(f())
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return samples
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return toSeq(1..n).map(_ => get_mixture_sample())
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## Actual model
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@ -80,9 +76,8 @@ let p_c = p_a * p_b
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let weights = @[ 1.0 - p_c, p_c/2.0, p_c/4.0, p_c/4.0 ]
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let fs = [ () => 0.0, () => 1.0, () => to(1.0, 3.0), () => to(2.0, 10.0) ]
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let dists = fs.map(f => make_samples(f, n))
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let result = mixture(dists, weights, n)
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let fs = @[ proc (): float = 0.0, proc (): float = 1.0, proc (): float = to(1.0, 3.0), proc (): float = to(2.0, 10.0)]
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let result = mixture(fs, weights, n)
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let mean_result = foldl(result, a + b, 0.0) / float(result.len)
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# echo result
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30
time.txt
30
time.txt
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@ -1,11 +1,19 @@
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# C
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## normal compilation
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0.888458
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real 0m0,442s
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user 0m0,378s
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sys 0m0,064s
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## -Ofast
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0.888458
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real 0m0.292s
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user 0m0.266s
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sys 0m0.026s
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# Squiggle
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real 0m1,536s
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@ -39,22 +47,22 @@ sys 0m0,052s
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## Nim
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nim c --verbosity:0 samples.nim && time ./samples --verbosity:0 && echo
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0.8881633539025908
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0.8860780498240779
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real 0m0.706s
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user 0m0.685s
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real 0m0.234s
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user 0m0.214s
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sys 0m0.020s
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nim c --verbosity:0 -d:release samples.nim && time ./samples --verbosity:0 && echo
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0.8861663545062978
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0.884035098700204
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real 0m0.184s
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user 0m0.151s
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sys 0m0.032s
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real 0m0.074s
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user 0m0.043s
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sys 0m0.031s
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nim c --verbosity:0 -d:danger samples.nim && time ./samples --verbosity:0
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0.8879220244477399
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0.8892827195895541
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real 0m0.158s
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user 0m0.130s
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sys 0m0.028s
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real 0m0.068s
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user 0m0.048s
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sys 0m0.020s
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