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Dec 30, 2014

## Towards Out-of-core ND-Arrays -- Frontend

By

This work is supported by Continuum Analyticsand the XDATA Programas part of the Blaze Project

tl;dr Blaze adds usability to our last post on out-of-core ND-Arrays

Disclaimer: This post is on experimental buggy code. This is not ready for publicuse.

## Setup

This follows my lastpost designing a simpletask scheduler for use with out-of-core (or distributed) nd-arrays. Weencoded tasks-with-data-dependencies as simple dictionaries. We thenbuilt functions to create dictionaries that describe blocked array operations.We found that this was an effective-but-unfriendly way to solve someimportant-but-cumbersome problems.

This post sugars the programming experience with blaze and into to give anumpy-like experience out-of-core.

## Old low-level code

Here is the code we wrote for anout-of-core transpose/dot-product (actually a symmetric rank-k update).

### Create random array on disk

import bcolz
import numpy as np
b = bcolz.carray(np.empty(shape=(0, 1000), dtype='f8'),
rootdir='A.bcolz', chunklen=1000)
for i in range(1000):
b.append(np.random.rand(1000, 1000))
b.flush()

### Define computation A.T * A

d = {'A': b}
d.update(getem('A', blocksize=(1000, 1000), shape=b.shape))

# Add A.T into the mix
d.update(top(np.transpose, 'At', 'ij', 'A', 'ji', numblocks={'A': (1000, 1)}))

# Dot product A.T * A
d.update(top(dotmany, 'AtA', 'ik', 'At', 'ij', 'A', 'jk',
numblocks={'A': (1000, 1), 'At': (1, 1000)}))

## New pleasant feeling code with Blaze

### Targetting users

The last section “Define computation” is written in a style that is great forlibrary writers and automated systems but is challenging to usersaccustomed to Matlab/NumPy or R/Pandas style.

We wrap this process with Blaze, an extensible front-end for analyticcomputations

### Redefine computation A.T * A with Blaze

from dask.obj import Array # a proxy object holding on to a dask dict
from blaze import *

dA = into(Array, 'A.bcolz', blockshape=(1000, 1000))
A = Data(dA) # Wrap with blaze.Data

# Describe computation in friendly numpy style
expr = A.T.dot(A)

# Compute results
>>> %time compute(expr)
CPU times: user 2min 57s, sys: 6.4 s, total: 3min 3s
Wall time: 2min 50s
array([[ 334071.93541158, 250297.16968262, 250404.87729587, ...,
250436.85274716, 250330.64262904, 250590.98832611],
[ 250297.16968262, 333451.72293343, 249978.2751824 , ...,
250103.20601281, 250014.96660956, 250251.0146828 ],
[ 250404.87729587, 249978.2751824 , 333279.76376277, ...,
249961.44796719, 250061.8068036 , 250125.80971858],
...,
[ 250436.85274716, 250103.20601281, 249961.44796719, ...,
333444.797894 , 250021.78528189, 250147.12015207],
[ 250330.64262904, 250014.96660956, 250061.8068036 , ...,
250021.78528189, 333240.10323875, 250307.86236815],
[ 250590.98832611, 250251.0146828 , 250125.80971858, ...,
250147.12015207, 250307.86236815, 333467.87105673]])

### Under the hood

Under the hood, Blaze creates the same dask dicts we created by hand last time.I’ve doctored the result rendered here to include suggestive names.

{('A': carray((10000000, 1000), float64), ...
...
('A', 0, 0): (ndget, 'A', (1000, 1000), 0, 0),
('A', 1, 0): (ndget, 'A', (1000, 1000), 1, 0),
...
('At', 0, 0): (np.transpose, ('A', 0, 0)),
('At', 0, 1): (np.transpose, ('A', 1, 0)),
...
('AtA', 0, 0): (dotmany, [('At', 0, 0), ('At', 0, 1), ('At', 0, 2), ...],
[('A', 0, 0), ('A', 1, 0), ('A', 2, 0), ...])
}

We then compute this sequentially on a single core. However we could havepassed this on to a distributed system. This result contains all necessaryinformation to go from on-disk arrays to computed result in whatever manner youchoose.

## Separating Backend from Frontend

Recall that Blaze is an extensible front-end to data analytics technologies.It lets us wrap messy computational APIs with a pleasant and familiaruser-centric API. Extending Blaze to dask dicts was the straightforward workof an afternoon. This separation allows us to continue to build outdask-oriented solutions without worrying about user-interface. By separatingbackend work from frontend work we allow both sides to be cleaner and toprogress more swiftly.

## Future work

I’m on vacation right now. Work for recent posts has been done in eveningswhile watching TV with the family. It isn’t particularly robust. Still, it’sexciting how effective this approach has been with relatively little effort.

Perhaps now would be a good time to mention that Continuum has ample grantfunding. We’re looking for people who want to create usable large-scale dataanalytics tools. For what it’s worth, I quit my academic postdoc to work onthis and couldn’t be happier with the switch.

## Source

This code is experimental and buggy. I don’t expect it to stay around forforever in it’s current form (it’ll improve). Still, if you’re reading thiswhen it comes out then you might want to check out the following: