Speedup python blockwise

Author: ricardoV94

pytensor/graph/op.py

@@ -502,7 +502,7 @@ def make_py_thunk(
         self,
         node: Apply,
         storage_map: StorageMapType,
-        compute_map: ComputeMapType,
+        compute_map: ComputeMapType | None,
         no_recycling: list[Variable],
         debug: bool = False,
     ) -> ThunkType:
@@ -513,25 +513,38 @@ def make_py_thunk(
         """
         node_input_storage = [storage_map[r] for r in node.inputs]
         node_output_storage = [storage_map[r] for r in node.outputs]
-        node_compute_map = [compute_map[r] for r in node.outputs]
 
         if debug and hasattr(self, "debug_perform"):
             p = node.op.debug_perform
         else:
             p = node.op.perform
 
-        @is_thunk_type
-        def rval(
-            p=p,
-            i=node_input_storage,
-            o=node_output_storage,
-            n=node,
-            cm=node_compute_map,
-        ):
-            r = p(n, [x[0] for x in i], o)
-            for entry in cm:
-                entry[0] = True
-            return r
+        if compute_map is None:
+
+            @is_thunk_type
+            def rval(
+                p=p,
+                i=node_input_storage,
+                o=node_output_storage,
+                n=node,
+            ):
+                return p(n, [x[0] for x in i], o)
+
+        else:
+            node_compute_map = [compute_map[r] for r in node.outputs]
+
+            @is_thunk_type
+            def rval(
+                p=p,
+                i=node_input_storage,
+                o=node_output_storage,
+                n=node,
+                cm=node_compute_map,
+            ):
+                r = p(n, [x[0] for x in i], o)
+                for entry in cm:
+                    entry[0] = True
+                return r
 
         rval.inputs = node_input_storage
         rval.outputs = node_output_storage

pytensor/link/c/op.py

@@ -39,7 +39,7 @@ def make_c_thunk(
         self,
         node: Apply,
         storage_map: StorageMapType,
-        compute_map: ComputeMapType,
+        compute_map: ComputeMapType | None,
         no_recycling: Collection[Variable],
     ) -> CThunkWrapperType:
         """Create a thunk for a C implementation.
@@ -86,11 +86,17 @@ def is_f16(t):
         )
         thunk, node_input_filters, node_output_filters = outputs
 
-        @is_cthunk_wrapper_type
-        def rval():
-            thunk()
-            for o in node.outputs:
-                compute_map[o][0] = True
+        if compute_map is None:
+            rval = is_cthunk_wrapper_type(thunk)
+
+        else:
+            cm_entries = [compute_map[o] for o in node.outputs]
+
+            @is_cthunk_wrapper_type
+            def rval(thunk=thunk, cm_entries=cm_entries):
+                thunk()
+                for entry in cm_entries:
+                    entry[0] = True
 
         rval.thunk = thunk
         rval.cthunk = thunk.cthunk

pytensor/tensor/blockwise.py

@@ -1,7 +1,8 @@
-from collections.abc import Sequence
+from collections.abc import Callable, Sequence
 from typing import Any, cast
 
 import numpy as np
+from numpy import broadcast_shapes, empty
 
 from pytensor import config
 from pytensor.compile.builders import OpFromGraph
@@ -22,12 +23,110 @@
 from pytensor.tensor.utils import (
     _parse_gufunc_signature,
     broadcast_static_dim_lengths,
+    faster_broadcast_to,
+    faster_ndindex,
     import_func_from_string,
     safe_signature,
 )
 from pytensor.tensor.variable import TensorVariable
 
 
+def _vectorize_node_perform(
+    core_node, batch_bcast_patterns, batch_ndim: int, impl=None
+):
+    """self,
+    node: Apply,
+    storage_map: StorageMapType,
+    compute_map: ComputeMapType,
+    no_recycling: list[Variable],
+    impl: str | None = None,"""
+
+    storage_map = {var: [None] for var in core_node.inputs + core_node.outputs}
+    core_thunk = core_node.op.make_thunk(core_node, storage_map, None, [], impl=impl)
+    single_in = len(core_node.inputs) == 1
+    core_input_storage = [storage_map[inp] for inp in core_node.inputs]
+    core_output_storage = [storage_map[out] for out in core_node.outputs]
+    core_storage = core_input_storage + core_output_storage
+
+    def vectorized_perform(
+        *args,
+        batch_bcast_patterns=batch_bcast_patterns,
+        batch_ndim=batch_ndim,
+        single_in=single_in,
+        core_thunk=core_thunk,
+        core_input_storage=core_input_storage,
+        core_output_storage=core_output_storage,
+        core_storage=core_storage,
+    ):
+        if single_in:
+            batch_shape = args[0].shape[:batch_ndim]
+        else:
+            _check_runtime_broadcast(args, batch_bcast_patterns, batch_ndim)
+            batch_shape = broadcast_shapes(*(arg.shape[:batch_ndim] for arg in args))
+            args = list(args)
+            for i, arg in enumerate(args):
+                if arg.shape[:batch_ndim] != batch_shape:
+                    args[i] = faster_broadcast_to(
+                        arg, batch_shape + arg.shape[batch_ndim:]
+                    )
+
+        ndindex_iterator = faster_ndindex(*batch_shape)
+        # Call once to get the output shapes
+        try:
+            # TODO: Pass core shape as input like BlockwiseWithCoreShape does?
+            index0 = next(ndindex_iterator)
+        except StopIteration:
+            raise NotImplementedError("vectorize with zero size not implemented")
+        else:
+            for core_input, arg in zip(core_input_storage, args):
+                core_input[0] = np.asarray(arg[index0])
+            core_thunk()
+            outputs = tuple(
+                empty(batch_shape + core_output[0].shape, dtype=core_output[0].dtype)
+                for core_output in core_output_storage
+            )
+            for output, core_output in zip(outputs, core_output_storage):
+                output[index0] = core_output[0]
+
+        for index in ndindex_iterator:
+            for core_input, arg in zip(core_input_storage, args):
+                core_input[0] = np.asarray(arg[index])
+            core_thunk()
+            for output, core_output in zip(outputs, core_output_storage):
+                output[index] = core_output[0]
+
+        # Clear storage
+        for core_val in core_storage:
+            core_val[0] = None
+        return outputs
+
+    return vectorized_perform
+
+
+def _check_runtime_broadcast(numerical_inputs, batch_bcast_patterns, batch_ndim):
+    # strict=None because we are in a hot loop
+    # We zip together the dimension lengths of each input and their broadcast patterns
+    for dim_lengths_and_bcast in zip(
+        *[
+            zip(input.shape[:batch_ndim], batch_bcast_pattern)
+            for input, batch_bcast_pattern in zip(
+                numerical_inputs, batch_bcast_patterns
+            )
+        ],
+    ):
+        # If for any dimension where an entry has dim_length != 1,
+        # and another a dim_length of 1 and broadcastable=False, we have runtime broadcasting.
+        if (
+            any(d != 1 for d, _ in dim_lengths_and_bcast)
+            and (1, False) in dim_lengths_and_bcast
+        ):
+            raise ValueError(
+                "Runtime broadcasting not allowed. "
+                "At least one input has a distinct batch dimension length of 1, but was not marked as broadcastable.\n"
+                "If broadcasting was intended, use `specify_broadcastable` on the relevant input."
+            )
+
+
 class Blockwise(Op):
     """Generalizes a core `Op` to work with batched dimensions.
 
@@ -308,91 +407,62 @@ def L_op(self, inputs, outs, ograds):
 
         return rval
 
-    def _create_node_gufunc(self, node) -> None:
+    def _create_node_gufunc(self, node: Apply, impl) -> Callable:
         """Define (or retrieve) the node gufunc used in `perform`.
 
         If the Blockwise or core_op have a `gufunc_spec`, the relevant numpy or scipy gufunc is used directly.
         Otherwise, we default to `np.vectorize` of the core_op `perform` method for a dummy node.
 
         The gufunc is stored in the tag of the node.
         """
-        gufunc_spec = self.gufunc_spec or getattr(self.core_op, "gufunc_spec", None)
-
-        if gufunc_spec is not None:
-            gufunc = import_func_from_string(gufunc_spec[0])
-            if gufunc is None:
+        batch_ndim = self.batch_ndim(node)
+        batch_bcast_patterns = [
+            inp.type.broadcastable[:batch_ndim] for inp in node.inputs
+        ]
+        if (
+            gufunc_spec := self.gufunc_spec
+            or getattr(self.core_op, "gufunc_spec", None)
+        ) is not None:
+            core_func = import_func_from_string(gufunc_spec[0])
+            if core_func is None:
                 raise ValueError(f"Could not import gufunc {gufunc_spec[0]} for {self}")
 
-        else:
-            # Wrap core_op perform method in numpy vectorize
-            n_outs = len(self.outputs_sig)
-            core_node = self._create_dummy_core_node(node.inputs)
-            inner_outputs_storage = [[None] for _ in range(n_outs)]
-
-            def core_func(
-                *inner_inputs,
-                core_node=core_node,
-                inner_outputs_storage=inner_outputs_storage,
-            ):
-                self.core_op.perform(
-                    core_node,
-                    [np.asarray(inp) for inp in inner_inputs],
-                    inner_outputs_storage,
-                )
+            if len(node.outputs) == 1:
 
-                if n_outs == 1:
-                    return inner_outputs_storage[0][0]
-                else:
-                    return tuple(r[0] for r in inner_outputs_storage)
+                def gufunc(*inputs):
+                    _check_runtime_broadcast(inputs, batch_bcast_patterns, batch_ndim)
+                    return (core_func(*inputs),)
+            else:
 
-            gufunc = np.vectorize(core_func, signature=self.signature)
+                def gufunc(*inputs):
+                    _check_runtime_broadcast(inputs, batch_bcast_patterns, batch_ndim)
+                    return core_func(*inputs)
+        else:
+            core_node = self._create_dummy_core_node(node.inputs)  # type: ignore
+            gufunc = _vectorize_node_perform(
+                core_node,
+                batch_bcast_patterns=batch_bcast_patterns,
+                batch_ndim=self.batch_ndim(node),
+                impl=impl,
+            )
 
-        node.tag.gufunc = gufunc
+        return gufunc
 
     def _check_runtime_broadcast(self, node, inputs):
         batch_ndim = self.batch_ndim(node)
+        batch_bcast = [inp.type.broadcastable[:batch_ndim] for inp in inputs]
+        _check_runtime_broadcast(inputs, batch_bcast, batch_ndim)
 
-        # strict=False because we are in a hot loop
-        for dims_and_bcast in zip(
-            *[
-                zip(
-                    input.shape[:batch_ndim],
-                    sinput.type.broadcastable[:batch_ndim],
-                    strict=False,
-                )
-                for input, sinput in zip(inputs, node.inputs, strict=False)
-            ],
-            strict=False,
-        ):
-            if any(d != 1 for d, _ in dims_and_bcast) and (1, False) in dims_and_bcast:
-                raise ValueError(
-                    "Runtime broadcasting not allowed. "
-                    "At least one input has a distinct batch dimension length of 1, but was not marked as broadcastable.\n"
-                    "If broadcasting was intended, use `specify_broadcastable` on the relevant input."
-                )
+    def prepare_node(self, node, storage_map, compute_map, impl=None):
+        node.tag.gufunc = self._create_node_gufunc(node, impl=impl)
 
     def perform(self, node, inputs, output_storage):
-        gufunc = getattr(node.tag, "gufunc", None)
-
-        if gufunc is None:
-            # Cache it once per node
-            self._create_node_gufunc(node)
+        try:
             gufunc = node.tag.gufunc
-
-        self._check_runtime_broadcast(node, inputs)
-
-        res = gufunc(*inputs)
-        if not isinstance(res, tuple):
-            res = (res,)
-
-        # strict=False because we are in a hot loop
-        for node_out, out_storage, r in zip(
-            node.outputs, output_storage, res, strict=False
-        ):
-            out_dtype = getattr(node_out, "dtype", None)
-            if out_dtype and out_dtype != r.dtype:
-                r = np.asarray(r, dtype=out_dtype)
-            out_storage[0] = r
+        except AttributeError:
+            gufunc = node.tag.gufunc = self._create_node_gufunc(node, impl=None)
+        for out_storage, result in zip(output_storage, gufunc(*inputs)):
+            out_storage[0] = result
 
     def __str__(self):
         if self.name is None:

tests/tensor/test_blockwise.py

@@ -12,10 +12,11 @@
 from pytensor.graph import Apply, Op
 from pytensor.graph.replace import vectorize_node
 from pytensor.raise_op import assert_op
-from pytensor.tensor import diagonal, log, ones_like, scalar, tensor, vector
+from pytensor.tensor import diagonal, dmatrix, log, ones_like, scalar, tensor, vector
 from pytensor.tensor.blockwise import Blockwise, vectorize_node_fallback
 from pytensor.tensor.nlinalg import MatrixInverse
 from pytensor.tensor.rewriting.blas import specialize_matmul_to_batched_dot
+from pytensor.tensor.signal import convolve1d
 from pytensor.tensor.slinalg import (
     Cholesky,
     Solve,
@@ -484,6 +485,26 @@ def test_batched_mvnormal_logp_and_dlogp(mu_batch_shape, cov_batch_shape, benchm
     benchmark(fn, *test_values)
 
 
+def test_small_blackwise_performance(benchmark):
+    a = dmatrix(shape=(7, 128))
+    b = dmatrix(shape=(7, 20))
+    out = convolve1d(a, b, mode="valid")
+    fn = pytensor.function([a, b], out, trust_input=True)
+    assert isinstance(fn.maker.fgraph.outputs[0].owner.op, Blockwise)
+
+    rng = np.random.default_rng(495)
+    a_test = rng.normal(size=a.type.shape)
+    b_test = rng.normal(size=b.type.shape)
+    np.testing.assert_allclose(
+        fn(a_test, b_test),
+        [
+            np.convolve(a_test[i], b_test[i], mode="valid")
+            for i in range(a_test.shape[0])
+        ],
+    )
+    benchmark(fn, a_test, b_test)
+
+
 def test_cop_with_params():
     matrix_assert = Blockwise(core_op=assert_op, signature="(x1,x2),()->(x1,x2)")