pymc-devs / pymc-devs/pytensor

Group sum of vector inner products with same vector

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graph rewriting linalg performance
Dominant language
Python
Stars
644
Forks
208
Avg merge
2d 14h
Merged PRs (30d)
16

Description

Description
import numpy as np

x1, x2, y = np.random.normal(size=(3, 1000, 1))
assert np.isclose(x1.T @ y + x2.T @ y, (x1 + x2).T @ y)

%timeit x1.T @ y + x2.T @ y
%timeit (x1 + x2).T @ y
1.86 μs ± 21.1 ns per loop (mean ± std. dev. of 7 runs, 1,000,000 loops each)
1.33 μs ± 13.9 ns per loop (mean ± std. dev. of 7 runs, 1,000,000 loops each)

Works with either shared y, or shared x.

Contributor guide

Open the contributing guide

First steps

  1. Read the whole issue, then the project's contributing guide.
  2. Comment on the issue to say you are picking it up — it saves two people doing the same work.
  3. Fork the repository and make your change on a branch.
  4. Open a pull request that references the issue number.

Research direction

Start with the Python/NumPy reproducer in the issue and inspect PyTensor's expression-optimization passes for handling repeated inner products. Confirm the transformation preserves the shown equality for shared x or y, then compare the grouped expression's performance with the two separate products.

Written by the indexing model from the issue text.

Assessment

Tech stack
numpy, python
Domain
compilers, performance
Issue type
Feature
Difficulty
4/5
Estimated time
3-5 days
Activity status
Stale
Clarity
Mostly clear
Newbie friendliness
35/100

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