pymc-devs / pymc-devs/pytensor

Use numpy Correlate2 for Convolve1d implementation

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C-backend Op implementation
Dominant language
Python
Stars
644
Forks
208
Avg merge
2d 14h
Merged PRs (30d)
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Description

Description

This is what numpy.convolve uses under the hood, but we can avoid the python overhead in the C-backend: https://numpy.org/devdocs/reference/c-api/array.html#c.PyArray_Correlate2

It may make sense to actually implement everything in terms of a correlate1d and have the convolve1dbe a call oncorrelate1dwith the flipped input. Since under the hood callingnp.convolve` is doing this flip anyway.

correlate1d shows up in the gradient of convolve1d (note the [::-1] inputs)
https://github.com/pymc-devs/pytensor/blob/afb7695110dec32e13247aadafd245639d96f7c4/pytensor/tensor/signal/conv.py#L68-L71

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 pytensor/tensor/signal/conv.py, especially the convolve1d gradient around lines 68–71, and trace the current C-backend implementation. Read NumPy’s PyArray_Correlate2 API and determine how the proposed correlate1d relationship fits the existing operations. Done means convolve1d uses the C-backed correlation path while preserving its current behavior and gradient.

Written by the indexing model from the issue text.

Assessment

Tech stack
numpy, python
Domain
backend, performance
Issue type
Refactor
Difficulty
4/5
Estimated time
3-5 days
Activity status
Stale
Clarity
Mostly clear
Newbie friendliness
38/100

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