pymc-devs / pymc-devs/pytensor

local_useless_unbatched_blockwise emits squeeze(expand_dims(x)) that nothing collapses, so factorizations stop merging

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graph rewriting performance vectorization
Dominant language
Python
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Forks
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Avg merge
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Merged PRs (30d)
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Description

A Blockwise whose batch dims are all broadcastable is unbatched by local_useless_unbatched_blockwise into core_op(squeeze(expand_dims(x))), and the compiled graph keeps that Squeeze/ExpandDims pair. The rewrite is registered at optdb position 60, after every DimShuffle-collapsing pass, so merge3 at position 100 sees Cholesky(A) and Cholesky(squeeze(expand_dims(A))) as different nodes and a positive-definite matrix used both batched and unbatched is factored twice.

import pytensor
import pytensor.tensor as pt

A = pt.matrix("A", shape=(5, 5))
b = pt.tensor("b", shape=(3, 5, 1))

logdet = 2 * pt.log(pt.diagonal(pt.linalg.cholesky(A))).sum()
quad = (b * pt.linalg.solve(A, b, assume_a="pos", b_ndim=2)).sum()

pytensor.dprint(pytensor.function([A, b], logdet + quad))
Composite{((2.0 * i1) + i0)} [id A] 9
 ├─ FusedElemwise{Mul, reduce[add@(0, 1, 2)]} [id B] 8
 │  ├─ b [id C]
 │  └─ [Blockwise{CholeskySolve{lower=True, b_ndim=2, overwrite_b=False}, (m,m),(m,n)->(m,n)}] [id D] 7
 │     ├─ ExpandDims{axis=0} [id E] 6
 │     │  └─ Cholesky{lower=True, overwrite_a=False} [id F] 5
 │     │     └─ Squeeze{axis=0} [id G] 4
 │     │        └─ ExpandDims{axis=0} [id H] 3
 │     │           └─ A [id I]
 │     ├─ b [id C]
 │     └─ [5 1] [id J]
 └─ FusedElemwise{Log, reduce[add@(0,)]} [id K] 2
    └─ ExtractDiag{offset=0, axis1=0, axis2=1, view=True} [id L] 1
       └─ Cholesky{lower=True, overwrite_a=False} [id M] 0
          └─ A [id I]

The same pair with no solve involved:

pytensor.dprint(pytensor.function([A], [pt.linalg.cholesky(A), pt.linalg.cholesky(A[None])]))
Cholesky{lower=True, overwrite_a=False} [id A] 4
 └─ A [id B]
ExpandDims{axis=0} [id C] 3
 └─ Cholesky{lower=True, overwrite_a=False} [id D] 2
    └─ Squeeze{axis=0} [id E] 1
       └─ ExpandDims{axis=0} [id F] 0
          └─ A [id B]

Contributor guide

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First steps

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  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 local_useless_unbatched_blockwise and the optimization ordering around positions 60 and 100; reproduce both examples with pytensor.dprint. Done means the redundant Squeeze/ExpandDims pair no longer prevents equivalent Cholesky operations from sharing one factorization.

Written by the indexing model from the issue text.

Assessment

Tech stack
python
Domain
compilers, performance
Issue type
Bug
Difficulty
3/5
Estimated time
1-2 days
Activity status
Active
Clarity
Mostly clear
Newbie friendliness
68/100

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