[Numpy-discussion] Histograms of extremely large data sets
eric jones
eric at enthought.com
Thu Dec 14 13:25:20 CST 2006
Rick White wrote:
> Just so we don't get too smug about the speed, if I do this in IDL on
> the same machine it is 10 times faster (0.28 seconds instead of 4
> seconds). I'm sure the IDL version uses the much faster approach of
> just sweeping through the array once, incrementing counts in the
> appropriate bins. It only handles equal-sized bins, so it is not as
> general as the numpy version -- but equal-sized bins is a very common
> case. I'd still like to see a C version of histogram (which I guess
> would need to be a ufunc) go into the core numpy.
>
Yes, this gets rid of the search, and indices can just be caluclated
from offsets. I've attached a modified weaved histogram that takes this
approach. Running the snippet below on my machine takes .118 sec for
the evenly binned weave algorithm and 0.385 sec for Rick's algorithm on
5 million elements. That is close to 4x faster (but not 10x...), so
there is indeed some speed to be gained for the common special case. I
don't know if the code I wrote has a 2x gain left in it, but I've spent
zero time optimizing it. I'd bet it can be improved substantially.
eric
### test_weave_even_histogram.py
from numpy import arange, product, sum, zeros, uint8
from numpy.random import randint
import weave_even_histogram
import time
shape = 1000,1000,5
size = product(shape)
data = randint(0,256,size).astype(uint8)
bins = arange(256+1)
print 'type:', data.dtype
print 'millions of elements:', size/1e6
bin_start = 0
bin_size = 1
bin_count = 256
t1 = time.clock()
res = weave_even_histogram.histogram(data, bin_start, bin_size, bin_count)
t2 = time.clock()
print 'sec (evenly spaced):', t2-t1, sum(res)
print res
> Rick
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>
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