Lowess smoothing has 49,226 calls , taking forever, anyway to speed up?

20 vues (au cours des 30 derniers jours)
matlabuser12
matlabuser12 le 8 Déc 2014
Commenté : Dan Gianotti le 27 Avr 2018
I have an array that is 24613 cells of data and I am trying to run:
if true
Smooth=smooth(GraphTime, Data(:,1),800,'lowess');
end
The problem is lowess looks at every cell twice for the comparison and smoothing, so thats 49226 calls which according to the profiler takes 117 seconds to complete this and I am doing it twice for separate data sets in each run! How can I shrink this time?
  2 commentaires
matlabuser12
matlabuser12 le 8 Déc 2014
ds=sort(d(in))
this line seems to be taking up 75% of the time lowess run time. sorting a lot of cells should take a while i get that, can i change the sorting algorithm in any way to speed things up?
matlabuser12
matlabuser12 le 9 Déc 2014
I should mention that I have the parallel computing toolbox too, can I use that somehow?

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matlabuser12
matlabuser12 le 9 Déc 2014
I found the problem. In my smooth call: I am doing a double smoothign for both the (x,y) variables. so it is comparing all of them bewteen graphtime and data. if i delete graphtime it looks about the same and is 0.6 seconds fast. basically do just this:
Smooth=smooth(Data(:,1),800,'lowess');

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Sean de Wolski
Sean de Wolski le 9 Déc 2014
Yes, you should be able to use a parfor-loop (rather than for or cellfun) to loop over your cells and do the analysis:
C = your_cell_array
C2 = cell(size(C));
parfor ii = 1:numel(C)
C2{ii} = your_smoothing_algorithm(C(ii))
end
  7 commentaires
Sean de Wolski
Sean de Wolski le 9 Déc 2014
I don't even think you need PCT:
tic
smooth(rand(30000,1),800,'lowess');
toc
On my laptop:
Elapsed time is 0.117642 seconds.
Why do you need it to be faster than that?
On my machine, the data communication for Parallel is more than the gain.
tic
x = blockproc(rand(30000,1),[5000,1],@(ds)smooth(ds.data,800,'lowess'),'BorderSize',[800,0],'UseParallel',true);
toc
Elapsed time is 0.527862 seconds.
Dan Gianotti
Dan Gianotti le 27 Avr 2018
Recognizing that this post is more than three years old, but just in case anyone out there reads this, try the more general usage instead:
tic
smooth(rand(30000,1),rand(30000,1),800,'lowess');
toc
This takes a couple of orders of magnitude longer. If anyone has solutions still in 2018, I'd be interested.

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