On Sunday, September 20, 2015 at 2:16:07 AM UTC+8, David Gold wrote:
>
> One thing I suspect is hurting you is that you're storing your parameters
> in a `Dict` object. Because the parameters are all of different types, (and
> because of the way you declare the `Dict`), they are stored in a `Dict{Any,
> Any}`, which means that Julia's type inference system is unable to discern
> at JIT-compilation time what the result of indexing into your `param`
> object will be. The result is that the emitted code must box everything
> that comes out of `param`, making everything that touches `param` allocate
> memory and incur a performance penalty. This would be consistent with your
> observation that removing type annotations worsens performance, since type
> annotations shouldn't matter when Julia's compiler can infer the types of
> objects passed around. Furthermore, since you set a number of loop bounds
> with values from `param`, I suspect that the type-uncertainty here hinders
> any optimization effort to remove bounds checks in those loops.
>
> Try instead storing your parameters in a custom immutable type:
>
> immutable Parameters
> D::Int
> T::Int
> I::Int
> max_b::Int
> w_max::Int
> gamma::Float64
> controls::Vector{Float64}
> num_controls::Int
> o_vec::Array{Int, 2}
> end
>
> You can then initialize a Parameters object such as `param = Parameters(
> ... )` and replace all dict indexing with field access. Do the same for
> `dist` and `data`. (You may not be able to make these immutable, though,
> depending on whether or not you need to update them).
>
> Finally, I'd wrap your `v1`, `term_condition` and `iter` declarations, as
> well as the subsequent `while` loop, in a `run()` function.
>
This is great advice. Thanks David. Coming from Matlab, I am making the
same mistakes with Dict{Any,Any} in my code. I'll try immutable parameters
and maybe have a go at adding this wisdom to "Performance Tips".
Is it correct to say that the warnings about global variables are
effectively warnings about "Any"? We should avoid anything that ends up
with "Any"? I think this is implied in the tips, but making it more
explicit might help. We have two data points here of Matlabers making the
same mistake in Julia and there must be others.
