On Monday, 18 July 2016 03:11:29 UTC+3, ondrej...@gmail.com wrote:
>
> Cheers, I tried replicating my endeavours (
> https://play.golang.org/p/Qxoo2ASac6), sorry if it's still too verbose. 
> It's essentially rewriting the inbuilt ast.Node into a simpler nested 
> struct and then walking it.
>
> In testing the performance, I started adding algebraic expressions, which 
> make my walking more expensive, but don't change the 'native' expression 
> evaluation (I guess due to constant folding).
>
> As to your suggestion three - I do the variable lookup in the parsing 
> stage, but I still need to retain the pointer, not the value itself, 
> because I'm accessing an element of that given variable (time series), and 
> this element (time period) changes at runtime.
>

https://play.golang.org/p/dd4hTpMKrp

Of course you can additionally add constant folding and similar... 
Additionally instead of working on a single float at a time, make each 
variable an array of 8 floats, that are computed in parallel.

One performance gain I can think of is to implement some pruning through 
> the abovementioned constant folding and other optimisations, but I'd rather 
> leave that as the last resort. Another thing that comes to mind is that I 
> could return nested closures in some way - meaning that '1+3*x' would be, 
> in go-like pseudocode, add(func() { return one }, func mul(func() { return 
> three}, func() {return model[x]} )), where the one/tree are values passed 
> to the closure when parsing the equation; but that's just now off the top 
> of my head.
>
> I attached a pprof result in the header.
>
> Thanks again.
>
> On Friday, 8 July 2016 15:46:32 UTC+1, Egon wrote:
>>
>> On Friday, 8 July 2016 16:25:40 UTC+3, Ondrej wrote:
>>>
>>> Hi all,
>>> I have a model with variables, let's call them a, b, c, ..., z. These 
>>> are numerical values (time series loaded from a database) and I let the 
>>> user specify their relationships in a JSON, say 'z = 12; x = a + 2/3 + 3*c; 
>>> y = log(12*f) + exp(g)' etc. The syntax is trivial - it's basically just 
>>> algebraic relationships + a few functions (log, log2, log10, exp, 
>>> trigonometrics, ...; all 1:1 mappings to their math package equivalents).
>>>
>>
>> *Tip: include a working piece of code that you want to make faster, it 
>> makes it easier for people to see the problems and common issues.*
>>
>>
>>> Now, I get these relationships in a JSON and I parse them using 
>>> go/parser. Then I walk the tree once and process it a bit - replacing 
>>> keywords by pointers to my variable stores, replacing all the log/exp/sin 
>>> with function pointers, leaving literals be literals etc. Each node is then 
>>> a struct with a type and the actual contents (sadly a generic interface, 
>>> because the value can be almost anything). The prep stage is now over.
>>>
>>> When actually running the model, I loop through years and within each 
>>> year I solve each variable - I walk the tree and evaluate it where needed. 
>>> The only non-trivial action is when I get to a model variable, I need to do 
>>> a bit of lookup (it's a time series, so I need to look up the correct time 
>>> period and other bits). Otherwise it's just literals, operators and 
>>> function calls, all of which is fairly straightforward.
>>>
>>> This is all well and good. One of the issues is that it's rather slow. I 
>>> thought it would be the recursive nature (and interface assertions), but 
>>> converting all this into a shunting yard system didn't improve the 
>>> performance dramatically. I've profiled the thing and removed a few 
>>> hotspots, my question is not about profiling. I'm after a bit more general 
>>> advice on how to handle these runtime evaluations and if there are better 
>>> ways of doing so. Essentially some sort of a JIT (but Go does not have 
>>> runtime assembly, right?), or maybe convert each expression into a closure 
>>> or maybe a whole different algorithm or...?
>>>
>>
>> Reduce the amount of code and indirection that you need to do, few basic 
>> ideas:
>> 1. implement a VM https://play.golang.org/p/dlmZ2lGPY7
>> 2. operate on vectors of variables instead of single values 
>> https://play.golang.org/p/25MIjIXs0D
>> 3. try to do the lookup of all necessary variables before starting to 
>> compute with them; if possible
>>
>> Obviously pprof is your friend. (
>> https://blog.golang.org/profiling-go-programs)
>>
>> + Egon
>>
>

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