CME 193: Introduction to Scientific Python Lecture 8: Unit Testing, More
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Python on Gpus (Work in Progress!)
Python on GPUs (work in progress!) Laurie Stephey GPUs for Science Day, July 3, 2019 Rollin Thomas, NERSC Lawrence Berkeley National Laboratory Python is friendly and popular Screenshots from: https://www.tiobe.com/tiobe-index/ So you want to run Python on a GPU? You have some Python code you like. Can you just run it on a GPU? import numpy as np from scipy import special import gpu ? Unfortunately no. What are your options? Right now, there is no “right” answer ● CuPy ● Numba ● pyCUDA (https://mathema.tician.de/software/pycuda/) ● pyOpenCL (https://mathema.tician.de/software/pyopencl/) ● Rewrite kernels in C, Fortran, CUDA... DESI: Our case study Now Perlmutter 2020 Goal: High quality output spectra Spectral Extraction CuPy (https://cupy.chainer.org/) ● Developed by Chainer, supported in RAPIDS ● Meant to be a drop-in replacement for NumPy ● Some, but not all, NumPy coverage import numpy as np import cupy as cp cpu_ans = np.abs(data) #same thing on gpu gpu_data = cp.asarray(data) gpu_temp = cp.abs(gpu_data) gpu_ans = cp.asnumpy(gpu_temp) Screenshot from: https://docs-cupy.chainer.org/en/stable/reference/comparison.html eigh in CuPy ● Important function for DESI ● Compared CuPy eigh on Cori Volta GPU to Cori Haswell and Cori KNL ● Tried “divide-and-conquer” approach on both CPU and GPU (1, 2, 5, 10 divisions) ● Volta wins only at very large matrix sizes ● Major pro: eigh really easy to use in CuPy! legval in CuPy ● Easy to convert from NumPy arrays to CuPy arrays ● This function is ~150x slower than the cpu version! ● This implies there -
Introduction Shrinkage Factor Reference
Comparison study for implementation efficiency of CUDA GPU parallel computation with the fast iterative shrinkage-thresholding algorithm Younsang Cho, Donghyeon Yu Department of Statistics, Inha university 4. TensorFlow functions in Python (TF-F) Introduction There are some functions executed on GPU in TensorFlow. So, we implemented our algorithm • Parallel computation using graphics processing units (GPUs) gets much attention and is just using that functions. efficient for single-instruction multiple-data (SIMD) processing. 5. Neural network with TensorFlow in Python (TF-NN) • Theoretical computation capacity of the GPU device has been growing fast and is much higher Neural network model is flexible, and the LASSO problem can be represented as a simple than that of the CPU nowadays (Figure 1). neural network with an ℓ1-regularized loss function • There are several platforms for conducting parallel computation on GPUs using compute 6. Using dynamic link library in Python (P-DLL) unified device architecture (CUDA) developed by NVIDIA. (Python, PyCUDA, Tensorflow, etc. ) As mentioned before, we can load DLL files, which are written in CUDA C, using "ctypes.CDLL" • However, it is unclear what platform is the most efficient for CUDA. that is a built-in function in Python. 7. Using dynamic link library in R (R-DLL) We can also load DLL files, which are written in CUDA C, using "dyn.load" in R. FISTA (Fast Iterative Shrinkage-Thresholding Algorithm) We consider FISTA (Beck and Teboulle, 2009) with backtracking as the following: " Step 0. Take �! > 0, some � > 1, and �! ∈ ℝ . Set �# = �!, �# = 1. %! Step k. � ≥ 1 Find the smallest nonnegative integers �$ such that with �g = � �$&# � �(' �$ ≤ �(' �(' �$ , �$ . -
Prototyping and Developing GPU-Accelerated Solutions with Python and CUDA Luciano Martins and Robert Sohigian, 2018-11-22 Introduction to Python
Prototyping and Developing GPU-Accelerated Solutions with Python and CUDA Luciano Martins and Robert Sohigian, 2018-11-22 Introduction to Python GPU-Accelerated Computing NVIDIA® CUDA® technology Why Use Python with GPUs? Agenda Methods: PyCUDA, Numba, CuPy, and scikit-cuda Summary Q&A 2 Introduction to Python Released by Guido van Rossum in 1991 The Zen of Python: Beautiful is better than ugly. Explicit is better than implicit. Simple is better than complex. Complex is better than complicated. Flat is better than nested. Interpreted language (CPython, Jython, ...) Dynamically typed; based on objects 3 Introduction to Python Small core structure: ~30 keywords ~ 80 built-in functions Indentation is a pretty serious thing Dynamically typed; based on objects Binds to many different languages Supports GPU acceleration via modules 4 Introduction to Python 5 Introduction to Python 6 Introduction to Python 7 GPU-Accelerated Computing “[T]the use of a graphics processing unit (GPU) together with a CPU to accelerate deep learning, analytics, and engineering applications” (NVIDIA) Most common GPU-accelerated operations: Large vector/matrix operations (Basic Linear Algebra Subprograms - BLAS) Speech recognition Computer vision 8 GPU-Accelerated Computing Important concepts for GPU-accelerated computing: Host ― the machine running the workload (CPU) Device ― the GPUs inside of a host Kernel ― the code part that runs on the GPU SIMT ― Single Instruction Multiple Threads 9 GPU-Accelerated Computing 10 GPU-Accelerated Computing 11 CUDA Parallel computing -
How to Access Python for Doing Scientific Computing
How to access Python for doing scientific computing1 Hans Petter Langtangen1,2 1Center for Biomedical Computing, Simula Research Laboratory 2Department of Informatics, University of Oslo Mar 23, 2015 A comprehensive eco system for scientific computing with Python used to be quite a challenge to install on a computer, especially for newcomers. This problem is more or less solved today. There are several options for getting easy access to Python and the most important packages for scientific computations, so the biggest issue for a newcomer is to make a proper choice. An overview of the possibilities together with my own recommendations appears next. Contents 1 Required software2 2 Installing software on your laptop: Mac OS X and Windows3 3 Anaconda and Spyder4 3.1 Spyder on Mac............................4 3.2 Installation of additional packages.................5 3.3 Installing SciTools on Mac......................5 3.4 Installing SciTools on Windows...................5 4 VMWare Fusion virtual machine5 4.1 Installing Ubuntu...........................6 4.2 Installing software on Ubuntu....................7 4.3 File sharing..............................7 5 Dual boot on Windows8 6 Vagrant virtual machine9 1The material in this document is taken from a chapter in the book A Primer on Scientific Programming with Python, 4th edition, by the same author, published by Springer, 2014. 7 How to write and run a Python program9 7.1 The need for a text editor......................9 7.2 Spyder................................. 10 7.3 Text editors.............................. 10 7.4 Terminal windows.......................... 11 7.5 Using a plain text editor and a terminal window......... 12 8 The SageMathCloud and Wakari web services 12 8.1 Basic intro to SageMathCloud................... -
Tangent: Automatic Differentiation Using Source-Code Transformation for Dynamically Typed Array Programming
Tangent: Automatic differentiation using source-code transformation for dynamically typed array programming Bart van Merriënboer Dan Moldovan Alexander B Wiltschko MILA, Google Brain Google Brain Google Brain [email protected] [email protected] [email protected] Abstract The need to efficiently calculate first- and higher-order derivatives of increasingly complex models expressed in Python has stressed or exceeded the capabilities of available tools. In this work, we explore techniques from the field of automatic differentiation (AD) that can give researchers expressive power, performance and strong usability. These include source-code transformation (SCT), flexible gradient surgery, efficient in-place array operations, and higher-order derivatives. We implement and demonstrate these ideas in the Tangent software library for Python, the first AD framework for a dynamic language that uses SCT. 1 Introduction Many applications in machine learning rely on gradient-based optimization, or at least the efficient calculation of derivatives of models expressed as computer programs. Researchers have a wide variety of tools from which they can choose, particularly if they are using the Python language [21, 16, 24, 2, 1]. These tools can generally be characterized as trading off research or production use cases, and can be divided along these lines by whether they implement automatic differentiation using operator overloading (OO) or SCT. SCT affords more opportunities for whole-program optimization, while OO makes it easier to support convenient syntax in Python, like data-dependent control flow, or advanced features such as custom partial derivatives. We show here that it is possible to offer the programming flexibility usually thought to be exclusive to OO-based tools in an SCT framework. -
Goless Documentation Release 0.6.0
goless Documentation Release 0.6.0 Rob Galanakis July 11, 2014 Contents 1 Intro 3 2 Goroutines 5 3 Channels 7 4 The select function 9 5 Exception Handling 11 6 Examples 13 7 Benchmarks 15 8 Backends 17 9 Compatibility Details 19 9.1 PyPy................................................... 19 9.2 Python 2 (CPython)........................................... 19 9.3 Python 3 (CPython)........................................... 19 9.4 Stackless Python............................................. 20 10 goless and the GIL 21 11 References 23 12 Contributing 25 13 Miscellany 27 14 Indices and tables 29 i ii goless Documentation, Release 0.6.0 • Intro • Goroutines • Channels • The select function • Exception Handling • Examples • Benchmarks • Backends • Compatibility Details • goless and the GIL • References • Contributing • Miscellany • Indices and tables Contents 1 goless Documentation, Release 0.6.0 2 Contents CHAPTER 1 Intro The goless library provides Go programming language semantics built on top of gevent, PyPy, or Stackless Python. For an example of what goless can do, here is the Go program at https://gobyexample.com/select reimplemented with goless: c1= goless.chan() c2= goless.chan() def func1(): time.sleep(1) c1.send(’one’) goless.go(func1) def func2(): time.sleep(2) c2.send(’two’) goless.go(func2) for i in range(2): case, val= goless.select([goless.rcase(c1), goless.rcase(c2)]) print(val) It is surely a testament to Go’s style that it isn’t much less Python code than Go code, but I quite like this. Don’t you? 3 goless Documentation, Release 0.6.0 4 Chapter 1. Intro CHAPTER 2 Goroutines The goless.go() function mimics Go’s goroutines by, unsurprisingly, running the routine in a tasklet/greenlet. -
IMPLEMENTING OPTION PRICING MODELS USING PYTHON and CYTHON Sanjiv Dasa and Brian Grangerb
JOURNAL OF INVESTMENT MANAGEMENT, Vol. 8, No. 4, (2010), pp. 1–12 © JOIM 2010 JOIM www.joim.com IMPLEMENTING OPTION PRICING MODELS USING PYTHON AND CYTHON Sanjiv Dasa and Brian Grangerb In this article we propose a new approach for implementing option pricing models in finance. Financial engineers typically prototype such models in an interactive language (such as Matlab) and then use a compiled language such as C/C++ for production systems. Code is therefore written twice. In this article we show that the Python programming language and the Cython compiler allows prototyping in a Matlab-like manner, followed by direct generation of optimized C code with very minor code modifications. The approach is able to call upon powerful scientific libraries, uses only open source tools, and is free of any licensing costs. We provide examples where Cython speeds up a prototype version by over 500 times. These performance gains in conjunction with vast savings in programmer time make the approach very promising. 1 Introduction production version in a compiled language like C, C++, or Fortran. This duplication of effort slows Computing in financial engineering needs to be fast the deployment of new algorithms and creates ongo- in two critical ways. First, the software development ing software maintenance problems, not to mention process must be fast for human developers; pro- added development costs. grams must be easy and time efficient to write and maintain. Second, the programs themselves must In this paper we describe an approach to tech- be fast when they are run. Traditionally, to meet nical software development that enables a single both of these requirements, at least two versions of version of a program to be written that is both easy a program have to be developed and maintained; a to develop and maintain and achieves high levels prototype in a high-level interactive language like of performance. -
High-Performance Computation with Python | Python Academy | Training IT
Training: Python Academy High-Performance Computation with Python Training: Python Academy High-Performance Computation with Python TRAINING GOALS: The requirement for extensive and challenging computations is far older than the computing industry. Today, software is a mere means to a specific end, it needs to be newly developed or adapted in countless places in order to achieve the special goals of the users and to run their specific calculations efficiently. Nothing is of more avail to this need than a programming language that is easy for users to learn and that enables them to actively follow and form the realisation of their requirements. Python is this programming language. It is easy to learn, to use and to read. The language makes it easy to write maintainable code and to use it as a basis for communication with other people. Moreover, it makes it easy to optimise and specialise this code in order to use it for challenging and time critical computations. This is the main subject of this course. CONSPECT: Optimizing Python programs Guidelines for optimization. Optimization strategies - Pystone benchmarking concept, CPU usage profiling with cProfile, memory measuring with Guppy_PE Framework. Participants are encouraged to bring their own programs for profiling to the course. Algorithms and anti-patterns - examples of algorithms that are especially slow or fast in Python. The right data structure - comparation of built-in data structures: lists, sets, deque and defaulddict - big-O notation will be exemplified. Caching - deterministic and non-deterministic look on caching and developing decorates for these purposes. The example - we will use a computionally demanding example and implement it first in pure Python. -
Python Guide Documentation 0.0.1
Python Guide Documentation 0.0.1 Kenneth Reitz 2015 11 07 Contents 1 3 1.1......................................................3 1.2 Python..................................................5 1.3 Mac OS XPython.............................................5 1.4 WindowsPython.............................................6 1.5 LinuxPython...............................................8 2 9 2.1......................................................9 2.2...................................................... 15 2.3...................................................... 24 2.4...................................................... 25 2.5...................................................... 27 2.6 Logging.................................................. 31 2.7...................................................... 34 2.8...................................................... 37 3 / 39 3.1...................................................... 39 3.2 Web................................................... 40 3.3 HTML.................................................. 47 3.4...................................................... 48 3.5 GUI.................................................... 49 3.6...................................................... 51 3.7...................................................... 52 3.8...................................................... 53 3.9...................................................... 58 3.10...................................................... 59 3.11...................................................... 62 -
Hyperlearn Documentation Release 1
HyperLearn Documentation Release 1 Daniel Han-Chen Jun 19, 2020 Contents 1 Example code 3 1.1 hyperlearn................................................3 1.1.1 hyperlearn package.......................................3 1.1.1.1 Submodules......................................3 1.1.1.2 hyperlearn.base module................................3 1.1.1.3 hyperlearn.linalg module...............................7 1.1.1.4 hyperlearn.utils module................................ 10 1.1.1.5 hyperlearn.random module.............................. 11 1.1.1.6 hyperlearn.exceptions module............................. 11 1.1.1.7 hyperlearn.multiprocessing module.......................... 11 1.1.1.8 hyperlearn.numba module............................... 11 1.1.1.9 hyperlearn.solvers module............................... 12 1.1.1.10 hyperlearn.stats module................................ 14 1.1.1.11 hyperlearn.big_data.base module........................... 15 1.1.1.12 hyperlearn.big_data.incremental module....................... 15 1.1.1.13 hyperlearn.big_data.lsmr module........................... 15 1.1.1.14 hyperlearn.big_data.randomized module....................... 16 1.1.1.15 hyperlearn.big_data.truncated module........................ 17 1.1.1.16 hyperlearn.decomposition.base module........................ 18 1.1.1.17 hyperlearn.decomposition.NMF module....................... 18 1.1.1.18 hyperlearn.decomposition.PCA module........................ 18 1.1.1.19 hyperlearn.decomposition.PCA module........................ 18 1.1.1.20 hyperlearn.discriminant_analysis.base -
Zmcintegral: a Package for Multi-Dimensional Monte Carlo Integration on Multi-Gpus
ZMCintegral: a Package for Multi-Dimensional Monte Carlo Integration on Multi-GPUs Hong-Zhong Wua,∗, Jun-Jie Zhanga,∗, Long-Gang Pangb,c, Qun Wanga aDepartment of Modern Physics, University of Science and Technology of China bPhysics Department, University of California, Berkeley, CA 94720, USA and cNuclear Science Division, Lawrence Berkeley National Laboratory, Berkeley, CA 94720, USA Abstract We have developed a Python package ZMCintegral for multi-dimensional Monte Carlo integration on multiple Graphics Processing Units(GPUs). The package employs a stratified sampling and heuristic tree search algorithm. We have built three versions of this package: one with Tensorflow and other two with Numba, and both support general user defined functions with a user- friendly interface. We have demonstrated that Tensorflow and Numba help inexperienced scientific researchers to parallelize their programs on multiple GPUs with little work. The precision and speed of our package is compared with that of VEGAS for two typical integrands, a 6-dimensional oscillating function and a 9-dimensional Gaussian function. The results show that the speed of ZMCintegral is comparable to that of the VEGAS with a given precision. For heavy calculations, the algorithm can be scaled on distributed clusters of GPUs. Keywords: Monte Carlo integration; Stratified sampling; Heuristic tree search; Tensorflow; Numba; Ray. PROGRAM SUMMARY Manuscript Title: ZMCintegral: a Package for Multi-Dimensional Monte Carlo Integration on Multi-GPUs arXiv:1902.07916v2 [physics.comp-ph] 2 Oct 2019 Authors: Hong-Zhong Wu; Jun-Jie Zhang; Long-Gang Pang; Qun Wang Program Title: ZMCintegral Journal Reference: ∗Both authors contributed equally to this manuscript. Preprint submitted to Computer Physics Communications October 3, 2019 Catalogue identifier: Licensing provisions: Apache License Version, 2.0(Apache-2.0) Programming language: Python Operating system: Linux Keywords: Monte Carlo integration; Stratified sampling; Heuristic tree search; Tensorflow; Numba; Ray. -
Python Guide Documentation Publicación 0.0.1
Python Guide Documentation Publicación 0.0.1 Kenneth Reitz 17 de May de 2018 Índice general 1. Empezando con Python 3 1.1. Eligiendo un Interprete Python (3 vs. 2).................................3 1.2. Instalando Python Correctamente....................................5 1.3. Instalando Python 3 en Mac OS X....................................6 1.4. Instalando Python 3 en Windows....................................8 1.5. Instalando Python 3 en Linux......................................9 1.6. Installing Python 2 on Mac OS X.................................... 10 1.7. Instalando Python 2 en Windows.................................... 12 1.8. Installing Python 2 on Linux....................................... 13 1.9. Pipenv & Ambientes Virtuales...................................... 14 1.10. Un nivel más bajo: virtualenv...................................... 17 2. Ambientes de Desarrollo de Python 21 2.1. Your Development Environment..................................... 21 2.2. Further Configuration of Pip and Virtualenv............................... 26 3. Escribiendo Buen Código Python 29 3.1. Estructurando tu Proyecto........................................ 29 3.2. Code Style................................................ 40 3.3. Reading Great Code........................................... 49 3.4. Documentation.............................................. 50 3.5. Testing Your Code............................................ 53 3.6. Logging.................................................. 57 3.7. Common Gotchas...........................................