[racket] Number-crunching...

Here's a start: https://gist.github.com/samth/7431213

This is a Typed Racket version of your program, converted to use
flvectors instead of f64vectors. I haven't taken a look at the code
for your random number generator yet, but you could try doing the
timing by creating a large array of random numbers ahead of time, and
then timing the loop just referencing into that array.

Sam

On Tue, Nov 12, 2013 at 7:52 AM, William Cushing
<william.cushing at gmail.com> wrote:
> I'm in the process of benchmarking various systems for their ability to
> handle the inner loop of compilations of MCMC from a higher level
> probabilistic modeling language (BLOG).
>
> Attached are examples of the kind of output (instantiations of MCMC) we'd
> like to be able to generate given the tried-and-true Bayes Net linking the
> probabilities of earthquake, burglary, john calling, and mary calling.
> Classic AI fare.
>
> Predictably, C is fastest.  But Stalin and SBCL also put in a very fine
> showing.
>
> For 50,000,000 iterations on my machine, I get the following semi-serious,
> semi-bogus timings for a random assortment of systems (petite chez just for
> fun):
>
> 1 SBCL 2.20
> 2 Bigloo 5.25
> 3 Chicken 11.49
> 4 Stalin 2.15
> 5 Racket 16.67
> 6 Petite-Chez 30.42
> 7 GCC 0.82
> 8 Clang 0.92
>
> There is much about the comparison that isn't fair.  Chiefly, this is
> primarily a test of speed of random number generation, but I haven't
> controlled for the algorithm being used to generate random numbers.  Stalin
> may very well be using GLIBC random number generation, for example.  I know
> SBCL uses MT; in fact, the SBCL experts responded to my little encoding by
> halving the shown runtime figure via dynamically linking in a new and
> improved (SIMD-aware) implementation of MT.  Which is quite impressive, as
> that puts it within 30% of my C version...and my C version is "totally
> cheating" by employing a simple little LCPRNG.
>
> Porting the same generator to Racket in the obvious way more than triples
> its running time. (!)
> (Is it the global var?  Is the conversion to double being compiled as a real
> division?)
>
> In any case, even just sticking with Racket's default PRNG, it seems the
> performance of a simple number crunching loop leaves something to be
> desired.  I have done what I can to try and shave off time here and there.
> Using unsafe ops, and threading most of the state through the parameters of
> a tail-recursive loop (thus avoiding set!), I managed to shave off 3 seconds
> from my original encoding (so about 15%), which isn't too shabby.  Of
> course, for even less effort, Stalin is already 800% times faster.
>
> I couldn't get typed/racket to type check, and /no-check doesn't seem to
> help performance at all (not surprising).  I suspect that getting
> typed/racket to be able to process this file might help substantially...but
> I don't really understand its type theory enough to help it figure this
> benchmark out.
>
> I though Racket experts might have some suggestions for how to convince
> Racket to run a simple number crunching loop without quite so much in the
> way of constant-factor slowdown.
>
> -Will
>
>
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