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From Phil Steitz <phil.ste...@gmail.com>
Subject Re: [Math] How fast is fast enough?
Date Sat, 06 Feb 2016 00:07:16 GMT
On 2/5/16 12:59 PM, Gilles wrote:
> On Fri, 5 Feb 2016 06:50:10 -0700, Phil Steitz wrote:
>> On 2/4/16 3:59 PM, Gilles wrote:
>>> Hi.
>>>
>>> Here is a micro-benchmark report (performed with "PerfTestUtils"):
>>> -----
>>> nextInt() (calls per timed block: 2000000, timed blocks: 100, time
>>> unit: ms)
>>>                         name time/call std dev total time ratio
>>> cv difference
>>> o.a.c.m.r.JDKRandomGenerator 1.088e-05 2.8e-06 2.1761e+03 1.000
>>> 0.26 0.0000e+00
>>>    o.a.c.m.r.MersenneTwister 1.024e-05 1.5e-06 2.0471e+03 0.941
>>> 0.15 -1.2900e+02
>>>           o.a.c.m.r.Well512a 1.193e-05 4.4e-07 2.3864e+03 1.097
>>> 0.04 2.1032e+02
>>>          o.a.c.m.r.Well1024a 1.348e-05 1.9e-06 2.6955e+03 1.239
>>> 0.14 5.1945e+02
>>>         o.a.c.m.r.Well19937a 1.495e-05 2.1e-06 2.9906e+03 1.374
>>> 0.14 8.1451e+02
>>>         o.a.c.m.r.Well19937c 1.577e-05 8.8e-07 3.1542e+03 1.450
>>> 0.06 9.7816e+02
>>>         o.a.c.m.r.Well44497a 1.918e-05 1.4e-06 3.8363e+03 1.763
>>> 0.08 1.6602e+03
>>>         o.a.c.m.r.Well44497b 1.953e-05 2.8e-06 3.9062e+03 1.795
>>> 0.14 1.7301e+03
>>>        o.a.c.m.r.ISAACRandom 1.169e-05 1.9e-06 2.3375e+03 1.074
>>> 0.16 1.6139e+02
>>> -----
>>> where "cv" is the ratio of the 3rd to the 2nd column.
>>>
>>> Questions are:
>>> * How meaningful are micro-benchmarks when the timed operation has
>>> a very
>>>   small duration (wrt e.g. the duration of other machine
>>> instructions that
>>>   are required to perform them)?
>>
>> It is harder to get good benchmarks for shorter duration activities,
>> but not impossible.  One thing that it would be good to do is to
>> compare these results with JMH [1].
>
> I was expecting insights based on the benchmark which I did run.

You asked whether or not benchmarks are meaningful when the task
being benchmarked is short duration.  I answered that question.
>
> We have a tool in CM; if it's wrong, we should remove it.
> How its results compare with JMH is an interesting question, 

I will look into this.
> I
> agree, but I don't have time to make an analysis of benchmarking
> tools (on top of what I've been doing since December because
> totally innocuous changes in the RNG classes were frowned upon
> out of baseless fear).

Please cut the hypberbole.
>
>>> * In a given environment (HW, OS, JVM), is there a lower limit
>>> (absolute
>>>   duration) below which anything will be deemed good enough?
>>
>> That depends completely on the application.
>
> Sorry, I thought that it was obvious: I don't speak of applications
> that don't care about performance. :-)
>
> For those that do, I do not agree with the statement: the question
> relates to finding a point below which it is the environment that
> overwhelms the other conditions.
> A point where there will be _unavoidable_ overhead (transferring data
> from/to memory, JVM book-keeping, ...) and perturbations (context
> switches, ...) such that their duration adds a constant time (on
> average) that may render most enhancements to an already efficient
> algorithm barely noticeable in practice.
> Similarly, but in the opposite direction, some language constructs
> or design choices might slow down things a bit, but without
> endangering any user.
>
> A problem arises when any enhancement to the design is deemed
> harmful because it degrades a micro-benchmark, even though that
> benchmark may not reflect any real use-cases.
> Then, the real harm is against development.
>
>>> * Can a library like CM admit a trade-off between ultimate
>>> performance and
>>>   good design?   IOW, is there an acceptable overhead in exchange
>>> for other qualities
>>>   (clarity, non-redundancy, extensibility, etc.)?
>>
>> That is too general a question to be meaningful.   We need to look
>> at specific cases.  What exactly are you proposing?
>
> <rant>
> It is quite meaningful even if it refers to general principles.
> Those could (should, IMO) be taken into account when managing a
> project like CM, on a par with "performance" (whose intrinsic value
> is never questioned).
> </rant>

Rant all you want.  Vague generalities and hyperbole have no value.
>
> Two specific cases are:
> * inheritance vs delegation (a.k.a. composition)
> * generics (that could require runtime casts)

This is getting closer to meaningful.  Where exactly in the code are
you wanting to use something and seeing benchmark damage?
>
>>> * Does ultimate performance for the base functionality (generation
>>> of a
>>>   random number) trump any consideration of use-cases that would
>>> need an
>>>   extension (of the base functionality, such as computation to
>>> match another
>>>   distribution) that will unavoidably degrades the performance
>>> (hence the
>>>   micro-benchmark will be completely misleading for those users)?
>>
>> Again, this is vague and the answer depends on what exactly you are
>> talking about. Significantly damaging performance of PRNG
>> implementations is a bad idea,
>
> Now, *this* is vague: what do you mean by "significantly"?
> That was actually my question in the first place.
If you are talking about PRNG performance, I would say a 1% hit is
significant.
> Referring to the
> benchmark above, people who'd know why they require ultimate
> performance
> should be able to tell what range of numbers they'd find
> acceptable in
> that table.
>
> <rant>
> Actually my questions are very precise, but the answers would require
> some decent analysis, rather than the usual "bad idea" dismissal.
> </rant>
>
> In the Javadoc of the "random" package, there is information about
> performance but no reference as to the benchmarking procedure.

It would be great to repeat these using JMH, which is emerging as a
de facto standard for java benchmarking.  I will look into this.
>
> I can consistently observe a totally different behaviour (using
> "PerfTestUtils"):
>  1. "MersenneTwister" is *always* faster than all of the WELL RNGs;
>  2. moreover, the ratio *grows* with each of the longer periods
>     members of the WELL family (see the above table).
>
> This makes me wonder how someone who purports to need "ultimate"
> performance can have any objective basis to determine what is good
> or bad for his own applications.
>
>> unless there are actual practical use
>> cases you can point to that whatever changes you are proposing
>> enable.
>
> As I've explained in very much details in another thread, I've
> reviewed (from a design POV) the RNG code in "random" and IMHO, there
> is room for improvement (cf. above for what I mean by that term).
> <rant>
> I have some code ready for review but I had to resort to what I
> considered sub-optimal design (preemptively renouncing to propose a
> "delegation"-based design) solely because of the destructive
> community
> process that takes place here.[1]
> </rant>

More vague hyperbole that serves no purpose.  Please focus on actual
code or design issues.
>
> The practical use-cases is anything that needs further processing of
> the numbers produced according to a uniform distribution: 

Isn't that what the samplers in the distributions package do?  What
we need from the PRNG implementations is just blocks of bits.  Since
we wanted a pluggable replacement for j.u.Random, we added uniform
ints, longs and floats and gaussian floats.  The samplers just need
uniform doubles.  The practical use case we need is well-supported
in the code we have.  What is missing, exactly?
> I agree that
> there would be little sense to code that latter part in a "pure" OO
> way[2].  And Luc made it indeed quite efficient, I think, in the
> various
> concrete classes.
> What I want to reconsider is how those concrete low-level
> algorithms can
> be plugged in a higher-level function that just requires a "source of
> randomness", as I'd call a provider of "int" (or "long") values,
> where
> the high level functionality does not care at all about the
> provider's
> inner working (a.o. how it's seeded!).

This is why many higher-level samplers and other things that require
random data inside [math] have a pluggable RandomGenerator.
>
> A case in point is the sampling of other distributions (namely the
> Normal distribution).

Or any of the others.  We have a default, inversion-based method
that the abstract distribution classes provide and some pretty good
specialized implementations within individual distributions.  Most
of these just require uniform random doubles as source.

>
> Here is the benchmark report:
> -----
> nextGaussian() (calls per timed block: 2000000, timed blocks: 100,
> time unit: ms)
>                         name time/call std dev total time ratio  
> cv difference
> o.a.c.m.r.JDKRandomGenerator 1.200e-05 1.7e-06 2.4001e+03 1.000
> 0.14 0.0000e+00
> o.a.c.m.r.JDKRandomGenerator 7.646e-05 5.1e-06 1.5292e+04 6.371
> 0.07 1.2892e+04
>    o.a.c.m.r.MersenneTwister 6.396e-05 3.6e-06 1.2793e+04 5.330
> 0.06 1.0393e+04
>           o.a.c.m.r.Well512a 6.880e-05 5.0e-06 1.3760e+04 5.733
> 0.07 1.1360e+04
>          o.a.c.m.r.Well1024a 6.956e-05 3.0e-06 1.3913e+04 5.797
> 0.04 1.1513e+04
>         o.a.c.m.r.Well19937a 7.262e-05 2.0e-06 1.4525e+04 6.052
> 0.03 1.2125e+04
>         o.a.c.m.r.Well19937c 7.164e-05 4.3e-06 1.4329e+04 5.970
> 0.06 1.1928e+04
>         o.a.c.m.r.Well44497a 8.166e-05 3.2e-06 1.6332e+04 6.804
> 0.04 1.3931e+04
>         o.a.c.m.r.Well44497b 8.259e-05 4.6e-06 1.6518e+04 6.882
> 0.06 1.4118e+04
>        o.a.c.m.r.ISAACRandom 6.724e-05 5.4e-06 1.3449e+04 5.603
> 0.08 1.1049e+04
> -----
> where the first line is JDK's "nextInt()" and the remaining are
> "nextGaussian()".
>
> The generation time is thus about 4-fold that of "nextInt()".
> Thus, degrading the performance of "nextInt()" by 10% would
> degrade the
> performance of "nextGaussian()" by half that.
>
> For a performance discussion to be meaningful, I think that we'd need
> to know how that fact would affect, even modestly, any moderately
> complex
> post-processing of the generated values.
>
> Another case, for modularity, would be to consider that other
> algorithms could
> be implemented to provide the required distribution.[3]
> In the current design (inheritance-based), that can only be done
> by creating
> a subclass, even though the core functionality ("nextDouble()") is
> not
> overridden.
>
>>> * What are usages of the CM RNGs?
>>>   Do those use-cases strictly forbid "loosing" a dozen
>>> milliseconds per
>>>   million calls?
>>
>> There are many different use cases.  My own applications use them in
>> simulations to generate random deviates, to generate random hex
>> strings as identifiers and in stochastic algorithms like some of our
>> internal uses.  The last case is definitely sensitive to PRNG
>> performance.
>
> Thanks for giving examples, but since we talk about performance, I
> was hoping for some real flesh, like the relative duration of numbers
> generation (e.g. the total duration of calls to the "RandomGenerator"
> instances wrt to the total duration of the application).
>
> I don't know if by "last case", you are referring to code that is
> inside CM.  I didn't spot anything that makes "heavy" usage of a
> RNG (in the sense that generation would count as a sizable part of
> the whole processing).
monteCarloP in KolmogorovSmirnovTest is one to check.  
>
> As I pointed out many times: if an application is severely dependent
> on the performance of RNG, the user probably will turn to specific
> tools (e.g. GPUs? [4]) rather than use CM.

That is a bogus argument.  We should make our PRNGs simple and fast
so their use can extend to performance-sensitive applications.
>
> Conversely, using Java might be preferred for its flexibility, which
> is destroyed by a search for ultimate performance (which nobody seems
> able to define reasonably).
> Performance is not a goal in itself; it should not be a trophy which
> sits uselessly on a shelf.

Nor should "beautiful design" in the eyes of one person.
>
> My goal is not to deliberately slow things down; it is to allow some
> leeway so that designs which are deemed better (on all counts except,
> perhaps, performance) are given a chance to show their strengths, in
> particular in areas where performance in absolute terms is "good
> enough" for all use-cases which CM should care about (hence the need
> of actual data points[5]).

I see no reason that we can't have it both ways - good design and
good performance. What we have now, modulo maybe some small changes
to reduce code duplication, works fine.  If you want to play with
64-bit generators and can find reference implementations and verify
that they do in fact perform better, great.  If not, I don't see the
point.  You can rant and complain all you want; but I am not going
to let us trash performance or correctness of code in the random
class or anywhere else just because you think it is somehow "better
designed"  unless you can show specific, practical use cases
demonstrating the value of the changes.

Phil
>
>
> Gilles
>
> [1] "Is it faster?"
>     "No."
>     "Then, no."
> [2] Although that is in some sense what you indirectly defend by
> wanting
>     to stick with a meaningless "next(int bits)" method.
> [3] http://www.doornik.com/research/ziggurat.pdf
> [4] http://http.developer.nvidia.com/GPUGems3/gpugems3_ch37.html
> [5] Hence the need to agree on a methodology/policy for benchmarking.
>
>>
>> Phil
>>
>> [1] http://openjdk.java.net/projects/code-tools/jmh/
>>>   IOW, would those users for which such a difference matters use
>>> CM at all?
>>
>>>
>>>
>>> Thanks,
>>> Gilles
>
>
>
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