Achieving Numba's performance with Cython

问题:

Usually I'm able to match Numba's performance when using Cython. However, in this example I have failed to do so - Numba is about 4 times faster than my Cython's version.

Here the Cython-version:

%%cython -c=-march=native -c=-O3
cimport numpy as np
import numpy as np
cimport cython

@cython.boundscheck(False)
@cython.wraparound(False)
def cy_where(double[::1] df):
    cdef int i
    cdef int n = len(df)
    cdef np.ndarray[dtype=double] output = np.empty(n, dtype=np.float64)
    for i in range(n):
        if df[i]>0.5:
            output[i] = 2.0*df[i]
        else:
            output[i] = df[i]
    return output 

And here is the Numba-version:

import numba as nb
@nb.njit
def nb_where(df):
    n = len(df)
    output = np.empty(n, dtype=np.float64)
    for i in range(n):
        if df[i]>0.5:
            output[i] = 2.0*df[i]
        else:
            output[i] = df[i]
    return output

When tested, the Cython version is on par with numpy's where, but is clearly inferior to Numba:

#Python3.6 + Cython 0.28.3 + gcc-7.2
import numpy
np.random.seed(0)
n = 10000000
data = np.random.random(n)

assert (cy_where(data)==nb_where(data)).all()
assert (np.where(data>0.5,2*data, data)==nb_where(data)).all()

%timeit cy_where(data)       # 179ms
%timeit nb_where(data)       # 49ms (!!)
%timeit np.where(data>0.5,2*data, data)  # 278 ms

What is the reason for Numba's performance and how can it be matched when using Cython?

---

As suggested by @max9111, eliminating stride by using continuous memory-view, which doesn't improve the performance much:

@cython.boundscheck(False)
@cython.wraparound(False)
def cy_where_cont(double[::1] df):
    cdef int i
    cdef int n = len(df)
    cdef np.ndarray[dtype=double] output = np.empty(n, dtype=np.float64)
    cdef double[::1] view = output  # view as continuous!
    for i in range(n):
        if df[i]>0.5:
            view[i] = 2.0*df[i]
        else:
            view[i] = df[i]
    return output 

%timeit cy_where_cont(data)   #  165 ms

回答1:

This seems to be completely driven by optimizations that LLVM is able to make. If I compile the cython example with clang, performance between the two examples is identical. For what it's worth, MSVC on windows shows a similar performance discrepancy to numba.

$ CC=clang ipython
<... setup code>

In [7]: %timeit cy_where(data)       # 179ms
   ...: %timeit nb_where(data)       # 49ms (!!) 

30.8 ms ± 309 µs per loop (mean ± std. dev. of 7 runs, 10 loops each)
30.2 ms ± 498 µs per loop (mean ± std. dev. of 7 runs, 10 loops each)

回答2:

Interestingly, compiling the original Numpy code with pythran, using clang as a backend, yields the same performance as the Numba version.

import numpy as np
#pythran export work(float64[])

def work(df):
    return np.where(data>0.5,2*data, data)

Compiled with

CXX=clang++ CC=clang pythran pythran_work.py -O3 -march=native

and the benchmark session:

import numpy as np
np.random.seed(0)
n = 10000000
data = np.random.random(n)
import numba_work, pythran_work

%timeit numba_work.work(data)
12.7 ms ± 20 µs per loop (mean ± std. dev. of 7 runs, 100 loops each)

%timeit pythran_work.work(data)
12.7 ms ± 32.5 µs per loop (mean ± std. dev. of 7 runs, 100 loops each)