Pres on profiling

.gitignore

@@ -27,4 +27,5 @@ ipynb/index.html
 pyfiles/dtw_cort_dist/V5_cython/*.c
 pyfiles/dtw_cort_dist/V5_cython/*.html
 **/V*/res_cort.npy
-**/V*/res_dtw.npy
\ No newline at end of file
+**/V*/res_dtw.npy
+pyfiles/dtw_cort_dist/V*/prof.png

ipynb/22_profiling.ipynb

@@ -2,103 +2,162 @@
 
 # Profiling
 
 Pierre Augier (LEGI), Cyrille Bonamy (LEGI), Eric Maldonado (Irstea), Franck Thollard (ISTerre), Christophe Picard (LJK), Loïc Huder (ISTerre)
 
+### Measure ⏱, don't guess! Profile to find the bottlenecks.
 
-%% Cell type:markdown id: tags:
+<p class="small"><br></p>
+
+### Do not optimize everything!
+
+- *"Premature optimization is the root of all evil"* (Donald Knuth)
 
+- 80 / 20 rule, efficiency important for expensive things and NOT for small things
 
-# Road map
+%% Cell type:markdown id: tags:
+
+# Different types of profiling
 
 ## Time profiling
-- timeit
-- script base time (unix cmd)
-- function based profiling (cprofile)
-- line base profiling 
+
+- Small code snippets
+- Script based benchmark
+- Function based profiling
+- Line based profiling
+
+<p class="small"><br></p>
 
 ## Memory profiling 
-- further readings
 
 
 %% Cell type:markdown id: tags:
 
-timeit
-------
-
-In ipython, you can use the magic command timeit that execute a piece of code and stats the time it spends:
+## Small code snippets
 
+- There is a module [`timeit` in the standard library](https://docs.python.org/3/library/timeit.html).
 
-%% Cell type:markdown id: tags:
+  `python3 -m timeit -s "import math; l=[]" "for x in range(100): l.append(math.pow(x,2))"`
 
-Basic profiling
------------------
+  Problem: the module `timeit` does not try to guess how many times to execute the statement.
 
-While writing code, you can use the magic command timeit: 
+- In IPython, you can use the magic command `%timeit` that execute a piece of code and stats the time it spends: 
 
 %% Cell type:code id: tags:
 
 ``` python
 import math
-l=[] 
+l = [] 
 %timeit for x in range(100): l.append(math.pow(x,2))
 %timeit [math.pow(x,2) for x in range(100)]
 l = []
 %timeit for x in range(100): l.append(x*x)
 %timeit [x*x for x in range(100)]
 
 ```
 
 %% Cell type:markdown id: tags:
 
-Basic profiling
------------------
+- [`pyperf`](https://pypi.org/project/pyperf/) is a more powerful tool but we can also do the same as with the module `timeit`:
+
+`python3 -m pyperf timeit -s "import math; l=[]" "for x in range(100): l.append(math.pow(x,2))"`
+
+%% Cell type:markdown id: tags:
+
+## Script base benchmark
+
+Evaluate the time execution of your script as a whole
+
+- Using the Unix command `time`:
+
+  `time myscript.py`
+
+- Using the Unix program [`perf`](https://perf.wiki.kernel.org)
+
+  `perf myscript.py`
+
+Issues: 
+
+- not accurate (only one run!)
+- includes the import and initialization time. It can be better to modify the script to print the elapsed time measured with:
+
+%% Cell type:code id: tags:
+
+``` python
+from time import time
 
-Evaluate you script as a whole, *e.g.* using the unix time function:
+l = []
+
+t_start = time()
+[math.pow(x,2) for x in range(100)]
+print(f"elapsed time: {time() - t_start:.2e} s")
 
-`time myscript intput_data`
+```
 
 %% Cell type:markdown id: tags:
 
-Function based profiling (cprofile)
------------------------------------------
+## Function based profiling (cProfile)
 
+cProfile (https://docs.python.org/3.7/library/profile.html): **deterministic profiling** of Python programs.
 
-Use the cProfile module to profile the code. 
+2 steps: (1) run the profiler and (2) analyze the results.
 
-- Option -s ask to sort using cumulative time 
-- profile_data.pyprof is the output of the profiling
-- myscript intput_data: the script with its regular arguments
+1. Run the profiler
 
-**Warning: profiling is much slower than a classical run, so do not profile with a long during setting**
+  - With an already written script `python3 -m cProfile myscript.py`
 
-`python3 -m cProfile -s cumulative -o profile_data.pyprof myscript intput_data`
+  - Much better, write a dedicated script using the module cProfile. See `pyfiles/dtw_cort_dist/V0_numpy_loops/prof.py`
 
-Visualize you result (*e.g.*) using `pyprof2calltree` and `kcachegrind`
+  **Warning: profiling is much slower than a classical run, so do not profile with a long during setting**
 
-`pyprof2calltree -i profile_data.pyprof -k`
+2. Analyze the results
+
+  The standard tool is `pstats` (https://docs.python.org/3.7/library/profile.html#module-pstats)
+
+  Or visualize the results with `gprof2dot`, `SnakeViz`, `pyprof2calltree` and `kcachegrind`
+
+  Example: `pyprof2calltree -i prof.pstats -k`
 
 
 %% Cell type:markdown id: tags:
 
-Line based profiling
------------------------
+## Statistical profiling
+
+See http://pramodkumbhar.com/2019/01/python-deterministic-vs-statistical-profilers/
+
+Advantage compared to deterministic profiling: **very small overhead**
+
+- [pyflame](https://github.com/uber/pyflame)
+
+- [py-spy](https://github.com/benfred/py-spy)
+
+- [plop](https://github.com/bdarnell/plop)
+
+%% Cell type:markdown id: tags:
+
+## Line based profiling
+
+- [line_profiler](https://github.com/rkern/line_profiler)
+- [pprofile](https://github.com/vpelletier/pprofile)
+
+
+%% Cell type:markdown id: tags:
 
-- pprofile
-- vprof 
+## Memory profiler
 
+- [memory_profiler](https://pypi.org/project/memory-profiler/)
 
 %% Cell type:markdown id: tags:
 
-Memory profiler
------------------
+## Time and memory profiler
 
+- [vprof](https://pypi.org/project/vprof/)
 
 
 %% Cell type:markdown id: tags:
 
 # Further reading 
 
-More on profiling on the stackoverflow discussion: 
+More on profiling on a stackoverflow discussion: 
 
 https://stackoverflow.com/questions/582336/how-can-you-profile-a-python-script
 

pyfiles/dtw_cort_dist/V0_numpy_loops/dtw_cort_dist_mat.py

@@ -23,7 +23,7 @@ def serie_pair_index_generator(number):
     )
 
 
-def DTWDistance(s1, s2):
+def dtw_distance(s1, s2):
     """ Computes the dtw between s1 and s2 with distance the absolute distance
 
     :param s1: the first serie (ie an iterable over floats64)
@@ -83,7 +83,7 @@ def compute(series, nb_series):
     _dist_mat_dtw = np.zeros((nb_series, nb_series), dtype=np.float64)
     _dist_mat_cort = np.zeros((nb_series, nb_series), dtype=np.float64)
     for t1, t2 in gen:
-        dist_dtw = DTWDistance(series[t1], series[t2])
+        dist_dtw = dtw_distance(series[t1], series[t2])
         _dist_mat_dtw[t1, t2] = dist_dtw
         _dist_mat_dtw[t2, t1] = dist_dtw
         dist_cort = 0.5 * (1 - cort(series[t1], series[t2]))

pyfiles/dtw_cort_dist/V0_numpy_loops/prof.py

+
+import cProfile
+import pstats
+
+from time import time
+
+from dtw_cort_dist_mat import main, compute
+
+series, nb_series = main(only_init=True)
+
+t0 = t0 = time()
+a, b = compute(series, nb_series)
+t_end = time()
+print('\nelapsed time = {:.3f} s'.format(t_end - t0))
+
+t0 = t0 = time()
+cProfile.runctx("a, b = compute(series, nb_series)", globals(), locals(), "prof.pstats")
+t_end = time()
+
+
+s = pstats.Stats('prof.pstats')
+s.sort_stats('time').print_stats(12)
+
+
+print('\nelapsed time = {:.3f} s'.format(t_end - t0))
+
+print(
+    '\nwith gprof2dot and graphviz (command dot):\n'
+    'gprof2dot -f pstats prof.pstats | dot -Tpng -o prof.png')

pyfiles/dtw_cort_dist/V1_numpy_vec/dtw_cort_dist_mat.py

@@ -23,7 +23,7 @@ def serie_pair_index_generator(number):
     )
 
 
-def DTWDistance(s1, s2):
+def dtw_distance(s1, s2):
     """ Computes the dtw between s1 and s2 with distance the absolute distance
 
     :param s1: the first serie (ie an iterable over floats64)
@@ -79,7 +79,7 @@ def compute(series, nb_series):
     _dist_mat_dtw = np.zeros((nb_series, nb_series), dtype=np.float64)
     _dist_mat_cort = np.zeros((nb_series, nb_series), dtype=np.float64)
     for t1, t2 in gen:
-        dist_dtw = DTWDistance(series[t1], series[t2])
+        dist_dtw = dtw_distance(series[t1], series[t2])
         _dist_mat_dtw[t1, t2] = dist_dtw
         _dist_mat_dtw[t2, t1] = dist_dtw
         dist_cort = 0.5 * (1 - cort(series[t1], series[t2]))

pyfiles/dtw_cort_dist/V5_cython/dtw_cort.pyx

@@ -8,7 +8,7 @@ from libc.math cimport abs
 
 @cython.boundscheck(False)
 @cython.wraparound(False)
-def DTWDistance(double[:] s1, double[:] s2):
+def dtw_distance(double[:] s1, double[:] s2):
     """ Computes the dtw between s1 and s2 with distance the absolute distance
 
     :param s1: the first serie (ie an iterable over floats64)

pyfiles/dtw_cort_dist/V5_cython/dtw_cort_dist_mat.py

@@ -6,7 +6,7 @@ from pathlib import Path
 
 import numpy as np
 
-from dtw_cort import cort, DTWDistance
+from dtw_cort import cort, dtw_distance
 
 util = run_path(Path(__file__).absolute().parent.parent / "util.py")
 
@@ -30,7 +30,7 @@ def compute(series, nb_series):
     _dist_mat_dtw = np.zeros((nb_series, nb_series), dtype=np.float64)
     _dist_mat_cort = np.zeros((nb_series, nb_series), dtype=np.float64)
     for t1, t2 in gen:
-        dist_dtw = DTWDistance(series[t1], series[t2])
+        dist_dtw = dtw_distance(series[t1], series[t2])
         _dist_mat_dtw[t1, t2] = dist_dtw
         _dist_mat_dtw[t2, t1] = dist_dtw
         dist_cort = 0.5 * (1 - cort(series[t1], series[t2]))

pyfiles/dtw_cort_dist/V6_pythran_aot/dtw_cort_dist_mat.py

@@ -25,7 +25,7 @@ def serie_pair_index_generator(number):
     )
 
 
-def DTWDistance(s1, s2):
+def dtw_distance(s1, s2):
     """ Computes the dtw between s1 and s2 with distance the absolute distance
 
     :param s1: the first serie (ie an iterable over floats64)
@@ -83,7 +83,7 @@ def compute(series: "float64[:, :]", nb_series: int):
     _dist_mat_dtw = np.zeros((nb_series, nb_series), dtype=np.float64)
     _dist_mat_cort = np.zeros((nb_series, nb_series), dtype=np.float64)
     for t1, t2 in gen:
-        dist_dtw = DTWDistance(series[t1], series[t2])
+        dist_dtw = dtw_distance(series[t1], series[t2])
         _dist_mat_dtw[t1, t2] = dist_dtw
         _dist_mat_dtw[t2, t1] = dist_dtw
         dist_cort = 0.5 * (1 - cort(series[t1], series[t2]))

pyfiles/dtw_cort_dist/V6_pythran_jit/dtw_cort_dist_mat.py

@@ -26,7 +26,7 @@ def serie_pair_index_generator(number):
     )
 
 
-def DTWDistance(s1, s2):
+def dtw_distance(s1, s2):
     """ Computes the dtw between s1 and s2 with distance the absolute distance
 
     :param s1: the first serie (ie an iterable over floats64)
@@ -84,7 +84,7 @@ def compute(series, nb_series):
     _dist_mat_dtw = np.zeros((nb_series, nb_series), dtype=np.float64)
     _dist_mat_cort = np.zeros((nb_series, nb_series), dtype=np.float64)
     for t1, t2 in gen:
-        dist_dtw = DTWDistance(series[t1], series[t2])
+        dist_dtw = dtw_distance(series[t1], series[t2])
         _dist_mat_dtw[t1, t2] = dist_dtw
         _dist_mat_dtw[t2, t1] = dist_dtw
         dist_cort = 0.5 * (1 - cort(series[t1], series[t2]))

pyfiles/dtw_cort_dist/V6_pythran_no_transonic/kernels_pythran.py

@@ -10,7 +10,7 @@ def serie_pair_index_generator(number):
     )
 
 
-def DTWDistance(s1, s2):
+def dtw_distance(s1, s2):
     " Computes the dtw between s1 and s2 with distance the absolute distance\n\n    :param s1: the first serie (ie an iterable over floats64)\n    :param s2: the second serie (ie an iterable over floats64)\n    :returns: the dtw distance\n    :rtype: float64\n    "
     len_s1 = len(s1)
     len_s2 = len(s2)
@@ -58,7 +58,7 @@ def compute(series, nb_series):
     _dist_mat_dtw = np.zeros((nb_series, nb_series), dtype=np.float64)
     _dist_mat_cort = np.zeros((nb_series, nb_series), dtype=np.float64)
     for (t1, t2) in gen:
-        dist_dtw = DTWDistance(series[t1], series[t2])
+        dist_dtw = dtw_distance(series[t1], series[t2])
         _dist_mat_dtw[(t1, t2)] = dist_dtw
         _dist_mat_dtw[(t2, t1)] = dist_dtw
         dist_cort = 0.5 * (1 - cort(series[t1], series[t2]))

pyfiles/dtw_cort_dist/V7_numba/dtw_cort_dist_mat.py

@@ -26,7 +26,7 @@ def serie_pair_index_generator(number):
 
 
 @jit(cache=True)
-def DTWDistance(s1, s2):
+def dtw_distance(s1, s2):
     """ Computes the dtw between s1 and s2 with distance the absolute distance
 
     :param s1: the first serie (ie an iterable over floats64)
@@ -90,7 +90,7 @@ def compute(series, nb_series):
     _dist_mat_dtw = np.zeros((nb_series, nb_series), dtype=np.float64)
     _dist_mat_cort = np.zeros((nb_series, nb_series), dtype=np.float64)
     for t1, t2 in gen:
-        dist_dtw = DTWDistance(series[t1], series[t2])
+        dist_dtw = dtw_distance(series[t1], series[t2])
         _dist_mat_dtw[t1, t2] = dist_dtw
         _dist_mat_dtw[t2, t1] = dist_dtw
         dist_cort = 0.5 * (1 - cort(series[t1], series[t2]))

pyfiles/dtw_cort_dist/V8_mpi4py/dist_comp.py

@@ -24,7 +24,7 @@ def serie_pair_index_generator(number):
     )
 
 
-def DTWDistance(s1, s2):
+def dtw_distance(s1, s2):
     """ Computes the dtw between s1 and s2 with distance the absolute distance
 
     :param s1: the first serie (ie an iterable over floats64)
@@ -32,7 +32,7 @@ def DTWDistance(s1, s2):
     :returns: the dtw distance
     :rtype: float64
     """
-    dtw_result = dtw_cort.dtwdistance(s1, s2)
+    dtw_result = dtw_cort.dtw_distance(s1, s2)
     return dtw_result
 
 
@@ -54,7 +54,7 @@ def compute(series, nb_series):
     _dist_mat_dtw = np.zeros((nb_series, nb_series), dtype=np.float64)
     _dist_mat_cort = np.zeros((nb_series, nb_series), dtype=np.float64)
     for t1, t2 in gen:
-        dist_dtw = DTWDistance(series[t1], series[t2])
+        dist_dtw = dtw_distance(series[t1], series[t2])
         _dist_mat_dtw[t1, t2] = dist_dtw
         _dist_mat_dtw[t2, t1] = dist_dtw
         dist_cort = 0.5 * (1 - cort(series[t1], series[t2]))

pyfiles/dtw_cort_dist/V8_mpi4py/dtw_cort.f90

@@ -2,7 +2,7 @@ module dtw_cort
     implicit none
 
     contains
-        subroutine dtwdistance(s1, s2, dtw_result)
+        subroutine dtw_distance(s1, s2, dtw_result)
             ! Computes the dtw between s1 and s2 with distance the absolute distance
             doubleprecision, intent(in) :: s1(:), s2(:)
             doubleprecision, intent(out) :: dtw_result
@@ -41,7 +41,7 @@ module dtw_cort
 
             dtw_result = dtw_mat(len_s1, len_s2)
 
-        end subroutine dtwdistance
+        end subroutine dtw_distance
 
         doubleprecision function cort(s1, s2)
             ! Computes the cort between s1 and s2 (assuming they have the same length)

pyfiles/dtw_cort_dist/V8_mpi4py/dtw_cort_dist_mat.py

@@ -33,7 +33,7 @@ def serie_pair_index_generator(number, rank, size):
                 yield _idx_greater, _idx_lower
 
 
-def DTWDistance(s1, s2):
+def dtw_distance(s1, s2):
     """ Computes the dtw between s1 and s2 with distance the absolute distance
 
     :param s1: the first serie (ie an iterable over floats64)
@@ -41,7 +41,7 @@ def DTWDistance(s1, s2):
     :returns: the dtw distance
     :rtype: float64
     """
-    dtw_result = dtw_cort.dtwdistance(s1, s2)
+    dtw_result = dtw_cort.dtw_distance(s1, s2)
     return dtw_result
 
 
@@ -64,7 +64,7 @@ def compute(series, nb_series):
     _dist_mat_dtw = np.zeros((nb_series, nb_series), dtype=np.float64)
     _dist_mat_cort = np.zeros_like(_dist_mat_dtw)
     for t1, t2 in gen:
-        dist_dtw = DTWDistance(series[t1], series[t2])
+        dist_dtw = dtw_distance(series[t1], series[t2])
         _dist_mat_dtw[t1, t2] = dist_dtw
         _dist_mat_dtw[t2, t1] = dist_dtw
         dist_cort = 0.5 * (1 - cort(series[t1], series[t2]))

pyfiles/dtw_cort_dist/V90_multiprocessing/dtw_cort.f90

@@ -2,7 +2,7 @@ module dtw_cort
     implicit none
 
     contains
-        subroutine dtwdistance(s1, s2, dtw_result)
+        subroutine dtw_distance(s1, s2, dtw_result)
             ! Computes the dtw between s1 and s2 with distance the absolute distance
             doubleprecision, intent(in) :: s1(:), s2(:)
             doubleprecision, intent(out) :: dtw_result
@@ -41,7 +41,7 @@ module dtw_cort
 
             dtw_result = dtw_mat(len_s1, len_s2)
 
-        end subroutine dtwdistance
+        end subroutine dtw_distance
 
         doubleprecision function cort(s1, s2)
             ! Computes the cort between s1 and s2 (assuming they have the same length)

pyfiles/dtw_cort_dist/V90_multiprocessing/dtw_cort_dist_mat.py

@@ -26,7 +26,7 @@ def serie_pair_index_generator(number):
     )
 
 
-def DTWDistance(s1, s2):
+def dtw_distance(s1, s2):
     """ Computes the dtw between s1 and s2 with distance the absolute distance
 
     :param s1: the first serie (ie an iterable over floats64)
@@ -34,7 +34,7 @@ def DTWDistance(s1, s2):
     :returns: the dtw distance
     :rtype: float64
     """
-    dtw_result = dtw_cort.dtwdistance(s1, s2)
+    dtw_result = dtw_cort.dtw_distance(s1, s2)
     return dtw_result
 
 
@@ -60,7 +60,7 @@ def distances(series, idx_s1, idx_s2):
     :idx_s2: index of second serie in series
     :result:  (tuple) idx_s1, idx_s2, dtw and cort between series[s1] and series[s2]
     """
-    dist_dtw = DTWDistance(series[idx_s1], series[idx_s2])
+    dist_dtw = dtw_distance(series[idx_s1], series[idx_s2])
     dist_cort = 0.5 * (1 - cort(series[idx_s1], series[idx_s2]))
     return idx_s1, idx_s2, dist_dtw, dist_cort
 

pyfiles/dtw_cort_dist/V9_fortran/dtw_cort.f90

@@ -2,7 +2,7 @@ module dtw_cort
     implicit none
 
     contains
-        subroutine dtwdistance(s1, s2, dtw_result)
+        subroutine dtw_distance(s1, s2, dtw_result)
             ! Computes the dtw between s1 and s2 with distance the absolute distance
             doubleprecision, intent(in) :: s1(:), s2(:)
             doubleprecision, intent(out) :: dtw_result
@@ -41,7 +41,7 @@ module dtw_cort
 
             dtw_result = dtw_mat(len_s1, len_s2)
 
-        end subroutine dtwdistance
+        end subroutine dtw_distance
 
         doubleprecision function cort(s1, s2)
             ! Computes the cort between s1 and s2 (assuming they have the same length)

pyfiles/dtw_cort_dist/V9_fortran/dtw_cort_dist_mat.py

@@ -24,7 +24,7 @@ def serie_pair_index_generator(number):
     )
 
 
-def DTWDistance(s1, s2):
+def dtw_distance(s1, s2):
     """ Computes the dtw between s1 and s2 with distance the absolute distance
 
     :param s1: the first serie (ie an iterable over floats64)
@@ -32,7 +32,7 @@ def DTWDistance(s1, s2):
     :returns: the dtw distance
     :rtype: float64
     """
-    dtw_result = dtw_cort.dtwdistance(s1, s2)
+    dtw_result = dtw_cort.dtw_distance(s1, s2)
     return dtw_result
 
 
@@ -54,7 +54,7 @@ def compute(series, nb_series):
     _dist_mat_dtw = np.zeros((nb_series, nb_series), dtype=np.float64)
     _dist_mat_cort = np.zeros((nb_series, nb_series), dtype=np.float64)
     for t1, t2 in gen:
-        dist_dtw = DTWDistance(series[t1], series[t2])
+        dist_dtw = dtw_distance(series[t1], series[t2])
         _dist_mat_dtw[t1, t2] = dist_dtw
         _dist_mat_dtw[t2, t1] = dist_dtw
         dist_cort = 0.5 * (1 - cort(series[t1], series[t2]))