PERF Avoid repetitively allocating large temporary arrays when fitting GaussianMixture
#30614
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GaussianMixture
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@ogrisel This looks nice. Would it make sense to separate the splitting logic into its own PR and keep all the other changes that you have made in this one? I think the error results because of the splitting part only, is that correct?
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@ogrisel Do you think we should update this PR? Currently there are conflicts and the build is too old so I can't see the errors that occurred. As far as the tests in the mixture module are concerned, all of them passed on my local windows system. |
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I don't have a plan to work on it soon. Feel free to takeover or extract easy to merge parts in a new PR. |
| # to convert it to bytes | ||
| bytes_per_sample = max(X.dtype.itemsize * X.shape[1], 1) | ||
| batch_size = max(int(get_config()["working_memory"] * 1e6) // bytes_per_sample, 1) | ||
| float_dtype = precisions_chol.dtype |
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Note: For now, we need to extract the dtype from precisions_chol as that is used below in the in-place computation of squared_diff which requires that dtypes should match. This is required because BayesianGaussianMixture does not currently support float32 so directly using X.dtype causes issues plus we also check in the common tests for cases where X has an integer dtype
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CC: @lesteve @betatim @antoinebaker @jeremiedbb for reviews |
While profiling the memory usage of
GaussianMixtureas part of #30415 (comment) I realized that there were many other possible improvements, independently of the use of float32 data.So here is a WIP PR with a snapshot of the things I found with the help of scalene and memray.
On float64 data, chunking and more liberal use of in-place operations + the a-posteriori covariance matrix centering trick make it possible to reduce fit time by ~40% and trim peak memory usage by 60% on a 400 MB dataset.
TODO:
ValueError: output array is not acceptable (must have the right datatype, number of dimensions, and be a C-Array)