[Rcpp-devel] Using sugar expressions for evaluating deviance residuals

[Romain Francois]

Le 16/08/10 15:33, Douglas Bates a écrit :
> On Mon, Aug 16, 2010 at 8:10 AM, Romain Francois
> <romain at r-enthusiasts.com>  wrote:
>> Nothing really conclusive here ...
>>
>> I've added a preliminary version of SUGAR_BLOCK_3 (only for the case where
>> all inputs are vectors) so that one can write :
>>
>> incl8<- '
>> inline double y_log_y(double y, double mu) {
>>     return y ? y*log(y/mu) : 0.;
>> }
>> inline double yMu(double y, double mu) {
>>     return 2. * (y_log_y(y, mu) + y_log_y(1.-y,1.-mu));
>> }
>> double yEta(double y, double eta, double w) {
>>     return w * yMu(y, 1./(1. + exp(-eta)));
>> }
>> SUGAR_BLOCK_3(yeta, ::yEta)
>> '
>> code8<- '
>>     NumericVector ans = yeta(NumericVector(yy), NumericVector(ee),
>> NumericVector(ww) );
>>     return ans ;
>> '
>>
>> I get :
>>
>> $ Rscript ylogy.R
>> Le chargement a nécessité le package : methods
>>              test replications elapsed user.self
>> 1 fx0(yy, ee, ww)          500   0.953     0.947
>> 2 fx1(yy, ee, ww)          500   2.576     2.521
>> 3 fx2(yy, ee, ww)          500   2.887     2.843
>> 4 fx3(yy, ee, ww)          500   2.898     2.854
>> 5 fx4(yy, ee, ww)          500   1.273     1.241
>> 6 fx5(yy, ee, ww)          500   1.502     1.450
>> 7 fx6(yy, ee, ww)          500   1.408     1.356
>> 8 fx7(yy, ee, ww)          500   1.303     1.273
>> 9 fx8(yy, ee, ww)          500   1.452     1.389
>>
>> So slightly better than fx5 but not as good as fx4
>>
>>
>> I guess there needs to be some investigation on why fx1, fx2 and fx3 don't
>> perform "well".
>
> To me the interesting question is why fx0 does better than fx4 when my
> guess is that it should not be as fast.  Is it possible that the level
> of optimization for the C compiler when compiling R is different from
> the level of optimization when inline calls the C++ compiler?

Apparently not, with the attached file, which essentially is the code 
that lives in family.c, I can actually get better performance than the 
code in R:

$ Rscript ylogy9.R
Le chargement a nécessité le package : methods
              test replications elapsed user.self
1 fx0(yy, ee, ww)          500   0.954     0.947
2 fx9(yy, ee, ww)          500   0.943     0.936

Probably just because I cache the symbols rather than let .Call retrieve 
them each time.

So, is there something in family.c you don't do in fx4 ?

Is it this perhaps:

for (i = 0; i < n; i++) {
	double etai = reta[i], tmp;
	tmp = (etai < MTHRESH) ? DOUBLE_EPS :
	    ((etai > THRESH) ? INVEPS : exp(etai));
	rans[i] = x_d_opx(tmp);
     }


-- 
Romain Francois
Professional R Enthusiast
+33(0) 6 28 91 30 30
http://romainfrancois.blog.free.fr
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