opt_einsum

Optimized einsum can significantly reduce the overall execution time of einsum-like expressions by optimizing the expression’s contraction order and dispatching many operations to canonical BLAS, cuBLAS, or other specialized routines. Optimized einsum is agnostic to the backend and can handle NumPy, Dask, PyTorch, Tensorflow, CuPy, Sparse, Theano, JAX, and Autograd arrays as well as potentially any library which conforms to a standard API.

Features

The algorithms found in this repository often power the einsum optimizations in many of the above projects. For example, the optimization of np.einsum has been passed upstream and most of the same features that can be found in this repository can be enabled with numpy.einsum(..., optimize=True). However, this repository often has more up to date algorithms for complex contractions. Several advanced features are as follows:

Example

Take the following einsum-like expression:

\[M_{pqrs} = C_{pi} C_{qj} I_{ijkl} C_{rk} C_{sl}\]

and consider two different algorithms:

import numpy as np

dim = 10
I = np.random.rand(dim, dim, dim, dim)
C = np.random.rand(dim, dim)

def naive(I, C):
    # N^8 scaling
    return np.einsum('pi,qj,ijkl,rk,sl->pqrs', C, C, I, C, C)

def optimized(I, C):
    # N^5 scaling
    K = np.einsum('pi,ijkl->pjkl', C, I)
    K = np.einsum('qj,pjkl->pqkl', C, K)
    K = np.einsum('rk,pqkl->pqrl', C, K)
    K = np.einsum('sl,pqrl->pqrs', C, K)
    return K
>>> np.allclose(naive(I, C), optimized(I, C))
True

Most einsum functions do not consider building intermediate arrays; therefore, helping einsum functions by creating these intermediate arrays can result in considerable cost savings even for small N (N=10):

%timeit naive(I, C)
1 loops, best of 3: 829 ms per loop

%timeit optimized(I, C)
1000 loops, best of 3: 445 µs per loop

The index transformation is a well-known contraction that leads to straightforward intermediates. This contraction can be further complicated by considering that the shape of the C matrices need not be the same, in this case, the ordering in which the indices are transformed matters significantly. Logic can be built that optimizes the order; however, this is a lot of time and effort for a single expression.

The opt_einsum package is a typically a drop-in replacement for einsum functions and can handle this logic and path finding for you:

from opt_einsum import contract

dim = 30
I = np.random.rand(dim, dim, dim, dim)
C = np.random.rand(dim, dim)

%timeit optimized(I, C)
10 loops, best of 3: 65.8 ms per loop

%timeit contract('pi,qj,ijkl,rk,sl->pqrs', C, C, I, C, C)
100 loops, best of 3: 16.2 ms per loop

The above will automatically find the optimal contraction order, in this case, identical to that of the optimized function above, and compute the products for you. Additionally, contract can use vendor BLAS with the numpy.dot function under the hood to exploit additional parallelism and performance.

Details about the optimized contraction order can be explored:

>>> from opt_einsum import contract_path

>>> path_info = oe.contract_path('pi,qj,ijkl,rk,sl->pqrs', C, C, I, C, C)

>>> print(path_info[0])
[(0, 2), (0, 3), (0, 2), (0, 1)]

>>> print(path_info[1])
  Complete contraction:  pi,qj,ijkl,rk,sl->pqrs
         Naive scaling:  8
     Optimized scaling:  5
      Naive FLOP count:  8.000e+08
  Optimized FLOP count:  8.000e+05
   Theoretical speedup:  1000.000
  Largest intermediate:  1.000e+04 elements
--------------------------------------------------------------------------------
scaling   BLAS                  current                                remaining
--------------------------------------------------------------------------------
   5      GEMM            ijkl,pi->jklp                      qj,rk,sl,jklp->pqrs
   5      GEMM            jklp,qj->klpq                         rk,sl,klpq->pqrs
   5      GEMM            klpq,rk->lpqr                            sl,lpqr->pqrs
   5      GEMM            lpqr,sl->pqrs                               pqrs->pqrs

Citation

If this code has benefited your research, please support us by citing:

Daniel G. A. Smith and Johnnie Gray, opt_einsum - A Python package for optimizing contraction order for einsum-like expressions. Journal of Open Source Software, 2018, 3(26), 753

DOI: https://doi.org/10.21105/joss.00753