I have a piece of code that repeatedly samples from a probability distribution using sequence
. Morally, it does something like this:
sampleMean :: MonadRandom m => Int -> m Float -> m Float
sampleMean n dist = do
xs <- sequence (replicate n dist)
return (sum xs)
Except that it's a bit more complicated. The actual code I'm interested in is the function likelihoodWeighting
at this Github repo.
I noticed that the running time scales nonlinearly with n
. In particular, once n
exceeds a certain value it hits the memory limit, and the running time explodes. I'm not certain, but I think this is because sequence
is building up a long list of thunks which aren't getting evaluated until the call to sum
.
Once I get past about 100,000 samples, the program slows to a crawl. I'd like to optimize this (my feeling is that 10 million samples shouldn't be a problem) so I decided to profile it - but I'm having a little trouble understanding the output of the profiler.
Profiling
I created a short executable in a file main.hs
that runs my function with 100,000 samples. Here's the output from doing
$ ghc -O2 -rtsopts main.hs
$ ./main +RTS -s
First things I notice - it allocates nearly 1.5 GB of heap, and spends 60% of its time on garbage collection. Is this generally indicative of too much laziness?
1,377,538,232 bytes allocated in the heap
1,195,050,032 bytes copied during GC
169,411,368 bytes maximum residency (12 sample(s))
7,360,232 bytes maximum slop
423 MB total memory in use (0 MB lost due to fragmentation)
Generation 0: 2574 collections, 0 parallel, 2.40s, 2.43s elapsed
Generation 1: 12 collections, 0 parallel, 1.07s, 1.28s elapsed
INIT time 0.00s ( 0.00s elapsed)
MUT time 1.92s ( 1.94s elapsed)
GC time 3.47s ( 3.70s elapsed)
RP time 0.00s ( 0.00s elapsed)
PROF time 0.23s ( 0.23s elapsed)
EXIT time 0.00s ( 0.00s elapsed)
Total time 5.63s ( 5.87s elapsed)
%GC time 61.8% (63.1% elapsed)
Alloc rate 716,368,278 bytes per MUT second
Productivity 34.2% of total user, 32.7% of total elapsed
Here are the results from
$ ./main +RTS -p
The first time I ran this, it turned out that there was one function being called repeatedly, and it turned out I could memoize it, which sped things up by a factor of 2. It didn't solve the space leak, however.
COST CENTRE MODULE no. entries %time %alloc %time %alloc
MAIN MAIN 1 0 0.0 0.0 100.0 100.0
main Main 434 4 0.0 0.0 100.0 100.0
likelihoodWeighting AI.Probability.Bayes 445 1 0.0 0.3 100.0 100.0
distributionLW AI.Probability.Bayes 448 1 0.0 2.6 0.0 2.6
getSampleLW AI.Probability.Bayes 446 100000 20.0 50.4 100.0 97.1
bnProb AI.Probability.Bayes 458 400000 0.0 0.0 0.0 0.0
bnCond AI.Probability.Bayes 457 400000 6.7 0.8 6.7 0.8
bnVals AI.Probability.Bayes 455 400000 20.0 6.3 26.7 7.1
bnParents AI.Probability.Bayes 456 400000 6.7 0.8 6.7 0.8
bnSubRef AI.Probability.Bayes 454 800000 13.3 13.5 13.3 13.5
weightedSample AI.Probability.Bayes 447 100000 26.7 23.9 33.3 25.3
bnProb AI.Probability.Bayes 453 100000 0.0 0.0 0.0 0.0
bnCond AI.Probability.Bayes 452 100000 0.0 0.2 0.0 0.2
bnVals AI.Probability.Bayes 450 100000 0.0 0.3 6.7 0.5
bnParents AI.Probability.Bayes 451 100000 6.7 0.2 6.7 0.2
bnSubRef AI.Probability.Bayes 449 200000 0.0 0.7 0.0 0.7
Here's a heap profile. I don't know why it claims the runtime is 1.8 seconds - this run took about 6 seconds.
Can anyone help me to interpret the output of the profiler - i.e. to identify where the bottleneck is, and provide suggestions for how to speed things up?
A huge improvement has already been achieved by incorporating JohnL's suggestion of using foldM
in likelihoodWeighting
. That reduced memory usage about tenfold here, and brought down the GC times significantly to almost or actually negligible.
A profiling run with the current source yields
probabilityIO AI.Util.Util 26.1 42.4 413 290400000
weightedSample.go AI.Probability.Bayes 16.1 19.1 255 131200080
bnParents AI.Probability.Bayes 10.8 1.2 171 8000384
bnVals AI.Probability.Bayes 10.4 7.8 164 53603072
bnCond AI.Probability.Bayes 7.9 1.2 125 8000384
ndSubRef AI.Util.Array 4.8 9.2 76 63204112
bnSubRef AI.Probability.Bayes 4.7 8.1 75 55203072
likelihoodWeighting.func AI.Probability.Bayes 3.3 2.8 53 19195128
%! AI.Util.Util 3.3 0.5 53 3200000
bnProb AI.Probability.Bayes 2.5 0.0 40 16
bnProb.p AI.Probability.Bayes 2.5 3.5 40 24001152
likelihoodWeighting AI.Probability.Bayes 2.5 2.9 39 20000264
likelihoodWeighting.func.x AI.Probability.Bayes 2.3 0.2 37 1600000
and 13MB memory usage reported by -s
, ~5MB maximum residency. That's not too bad already.
Still, there remain some points we can improve. First, a relatively minor thing, in the grand scheme, AI.UTIl.Array.ndSubRef
:
ndSubRef :: [Int] -> Int
ndSubRef ns = sum $ zipWith (*) (reverse ns) (map (2^) [0..])
Reversing the list, and mapping (2^)
over another list is inefficient, better is
ndSubRef = L.foldl' (\a d -> 2*a + d) 0
which doesn't need to keep the entire list in memory (probably not a big deal, since the lists will be short) as reversing it does, and doesn't need to allocate a second list. The reduction in allocation is noticeable, about 10%, and that part runs measurably faster,
ndSubRef AI.Util.Array 1.7 1.3 24 8000384
in the profile of the modified run, but since it takes only a small part of the overall time, the overall impact is small. There are potentially bigger fish to fry in weightedSample
and likelihoodWeighting
.
Let's add a bit of strictness in weightedSample
to see how that changes things:
weightedSample :: Ord e => BayesNet e -> [(e,Bool)] -> IO (Map e Bool, Prob)
weightedSample bn fixed =
go 1.0 (M.fromList fixed) (bnVars bn)
where
go w assignment [] = return (assignment, w)
go w assignment (v:vs) = if v `elem` vars
then
let w' = w * bnProb bn assignment (v, fixed %! v)
in go w' assignment vs
else do
let p = bnProb bn assignment (v,True)
x <- probabilityIO p
go w (M.insert v x assignment) vs
vars = map fst fixed
The weight parameter of go
is never forced, nor is the assignment parameter, thus they can build up thunks. Let's enable {-# LANGUAGE BangPatterns #-}
and force updates to take effect immediately, also evaluate p
before passing it to probabilityIO
:
go w assignment (v:vs) = if v `elem` vars
then
let !w' = w * bnProb bn assignment (v, fixed %! v)
in go w' assignment vs
else do
let !p = bnProb bn assignment (v,True)
x <- probabilityIO p
let !assignment' = M.insert v x assignment
go w assignment' vs
That brings a further reduction in allocation (~9%) and a small speedup (~%13%), but the total memory usage and maximum residence haven't changed much.
I see nothing else obvious to change there, so let's look at likelihoodWeighting
:
func m _ = do
(a, w) <- weightedSample bn fixed
let x = a ! e
return $! x `seq` w `seq` M.adjust (+w) x m
In the last line, first, w
is already evaluated in weightedSample
now, so we don't need to seq
it here, the key x
is required to evaluate the updated map, so seq
ing that isn't necessary either. The bad thing on that line is M.adjust
. adjust
has no way of forcing the result of the updated function, so that builds thunks in the map's values. You can force evaluation of the thunks by looking up the modified value and forcing that, but Data.Map
provides a much more convenient way here, since the key at which the map is updated is guaranteed to be present, insertWith'
:
func !m _ = do
(a, w) <- weightedSample bn fixed
let x = a ! e
return (M.insertWith' (+) x w m)
(Note: GHC optimises better with a bang-pattern on m
than with return $! ...
here). That slightly reduces the total allocation and doesn't measurably change the running time, but has a great impact on total memory used and maximum residency:
934,566,488 bytes allocated in the heap
1,441,744 bytes copied during GC
68,112 bytes maximum residency (1 sample(s))
23,272 bytes maximum slop
1 MB total memory in use (0 MB lost due to fragmentation)
The biggest improvement in running time to be had would be by avoiding randomIO
, the used StdGen
is very slow.
I am surprised how much time the bn*
functions take, but don't see any obvious inefficiency in those.