public double Evaluate(double[] arg, double[] parameters)
{
var combinedArg = new double[arg.Length + parameters.Length];
arg.CopyTo(combinedArg, 0);
parameters.CopyTo(combinedArg, arg.Length);
return(compiledTerm.Evaluate(combinedArg));
}
public double Evaluate(IReadOnlyList <double> arg, IReadOnlyList <double> parameters)
{
Guard.NotNull(arg, nameof(arg));
Guard.MustHold(arg.Count == Variables.Count, ErrorMessages.ArgLength);
Guard.NotNull(parameters, nameof(parameters));
Guard.MustHold(parameters.Count == Parameters.Count, ErrorMessages.GradLength);
var combinedArg = arg.Concat(parameters).ToArray();
return(compiledTerm.Evaluate(combinedArg));
}
public double Evaluate(double[] arg, double[] parameters)
{
var combinedArg = arg.Concat(parameters).ToArray();
return(compiledTerm.Evaluate(combinedArg));
}
static void RunBenchmark(TextWriter resultWriter, TextWriter logWriter)
{
var fac = new CsvHelper.CsvFactory();
using (var csvWriter = fac.CreateWriter(resultWriter))
{
csvWriter.WriteHeader <BenchmarkResult>();
int[] sizes = { 1000, 2000, 3000, 4000, 5000, 6000, 7000, 8000, 9000, 10000 };
foreach (int sz in sizes)
{
var row = new BenchmarkResult();
var termsCount = sz; row.NumberOfTerms = termsCount;
var varsCount = sz; row.NumberOfVars = varsCount;
var grad = new double[sz];
logWriter.WriteLine("Benchmark for {0} terms and {1} variables", termsCount, varsCount);
logWriter.Write("\tConstructing coefficients ...");
var coefficients = GenerateCoefficients(termsCount, varsCount);
logWriter.WriteLine(" done");
// generate variables
var vars = new Variable[varsCount];
for (var j = 0; j < sz; ++j)
{
vars[j] = new Variable();
}
logWriter.Write("\tGenerating input data ...");
var inputData = new double[1000][];
for (var j = 0; j < inputData.Length; ++j)
{
inputData[j] = RandomDoubles(varsCount);
}
logWriter.WriteLine(" done");
GC.Collect(GC.MaxGeneration, GCCollectionMode.Default, true);
ICompiledTerm compiledTerm = null;
row.CompileMilliseconds = MeasureMsec("Constructing compiled term", logWriter,
() => compiledTerm = ConstructTerm(coefficients, vars));
row.MillisecondsPerManualEval = MeasureMsecPerOp("manual evaluation",
logWriter, inputData.Length, () => inputData.Sum(array => NativeEvaluate(coefficients, array)));
row.MillisecondsPerCompiledEval = MeasureMsecPerOp("AutoDiff compiled evaluation",
logWriter, inputData.Length, () => inputData.Sum(array => compiledTerm.Evaluate(array)));
row.MillisecondsPerCompiledDiff = MeasureMsecPerOp("compiled differentiation",
logWriter, inputData.Length, () =>
{
var sum = 0.0;
foreach (var array in inputData)
{
var val = compiledTerm.Differentiate(array, grad);
sum += val + grad.Sum();
}
return(sum);
});
csvWriter.WriteRecord(row);
}
}
}
