Theano example: vector vs. scalar

theano_scalar_vector.py

import time
import numpy as np
import theano
import theano.tensor as tt

# constants
N = 1000000
freq = 1000.
tau = 20*0.001
dt = 0.1*0.001
b = 1.2

def get_theano_func_constant():
    # freq is a constant
    a = tt.dvector('a')
    v = tt.dvector('v')
    t = tt.dscalar('t')

    return theano.function([a, v, t],
                           a*tt.sin(2.0*freq*np.pi*t) + b + v*tt.exp(-dt/tau) +
                           (-a*tt.sin(2.0*freq*np.pi*t) - b)*tt.exp(-dt/tau))

def get_theano_func_vector():
    # freq is a vector
    a = tt.dvector('a')
    v = tt.dvector('v')
    freq = tt.dvector('freq')
    t = tt.dscalar('t')

    return theano.function([a, v, freq, t],
                           a*tt.sin(2.0*freq*np.pi*t) + b + v*tt.exp(-dt/tau) +
                           (-a*tt.sin(2.0*freq*np.pi*t) - b)*tt.exp(-dt/tau))

# Test with freq as a scalar constant
v = np.random.randn(N)
a = np.linspace(.05, 0.75, N)
theano_func = get_theano_func_constant()

start = time.time()
for t in np.arange(0, 0.01, dt):
    v[:] = theano_func(a, v, t)
stop = time.time()
print 'Theano (freq is a constant scalar): %.2fs' % (stop - start)

start = time.time()
for t in np.arange(0, 0.01, dt):
    v[:] = (a*np.sin(2.0*freq*np.pi*t) + b + v*np.exp(-dt/tau) +
            (-a*np.sin(2.0*freq*np.pi*t) - b)*np.exp(-dt/tau))
stop = time.time()
print 'numpy (freq is a constant scalar): %.2fs' % (stop - start)

# Test with freq as a vector
v = np.random.randn(N)
a = np.linspace(.05, 0.75, N)
freq = np.linspace(1000, 8000, N)
theano_func = get_theano_func_vector()

start = time.time()
for t in np.arange(0, 0.01, dt):
    v[:] = theano_func(a, v, freq, t)
stop = time.time()
print 'Theano (freq is a vector): %.2fs' % (stop - start)

start = time.time()
for t in np.arange(0, 0.01, dt):
    v[:] = (a*np.sin(2.0*freq*np.pi*t) + b + v*np.exp(-dt/tau) +
            (-a*np.sin(2.0*freq*np.pi*t) - b)*np.exp(-dt/tau))
stop = time.time()
print 'numpy (freq is a vector): %.2fs' % (stop - start)