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From Niall Pemberton <niall.pember...@gmail.com>
Subject Re: [Math] How fast is fast enough?
Date Sat, 06 Feb 2016 01:53:54 GMT
Are you not concerned about forming a TLP of 7 around Math when one of the
seven is clearly not a happy camper?

Niall

On Sat, Feb 6, 2016 at 12:07 AM, Phil Steitz <phil.steitz@gmail.com> wrote:

> 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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> >
> >
>
>
>
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