diff --git a/.jules/bolt.md b/.jules/bolt.md index 73e3fbaf9..cf7cd2917 100644 --- a/.jules/bolt.md +++ b/.jules/bolt.md @@ -33,3 +33,7 @@ ## 2025-05-19 - Dot product scalar gradients allocation **Learning:** During gradient calculation, `float((e * (-gamma * distance)).sum())` creates two full-size `(N, J)` arrays: one for the scaled distance and one for the element-wise multiplication before reduction. **Action:** Replace `(A * B).sum()` with `np.vdot(A, B)` when scalar reduction is needed over matrix multiplication (where `B` can incorporate scalars naturally like `-gamma * np.vdot(A, B)`). This entirely avoids the 2D array allocation overhead and yields order-of-magnitude improvements in scalar gradient components. + +## 2025-05-19 - Vectorized Newton-Raphson Updates +**Learning:** In optimization procedures (like the M-step in EM algorithms), executing independent Newton-Raphson steps via a Python `for` loop over individual parameters (e.g., items) adds substantial loop overhead. This slows down processing significantly for models with many items. +**Action:** Vectorize iterative parameter updates using NumPy operations across all parameters simultaneously. Use an active boolean mask (`active = np.ones(n_items, dtype=bool)`) to filter out parameters that have converged and only calculate updates for the still-active subset to maximize computational efficiency. diff --git a/python/fast_mlsirm/estimators/mmle.py b/python/fast_mlsirm/estimators/mmle.py index 222b977fd..7d587c08b 100644 --- a/python/fast_mlsirm/estimators/mmle.py +++ b/python/fast_mlsirm/estimators/mmle.py @@ -121,30 +121,50 @@ def fit_mmle_2pl( a_new = a.copy() b_new = b.copy() - for i in range(n_items): - ai, bi = a[i], b[i] - # Newton steps on the item's expected log-likelihood over nodes. - for _ in range(25): - eta = ai * nodes + bi - p = _sigmoid(eta) - w = n_iq[i] * p * (1.0 - p) - resid = r_iq[i] - n_iq[i] * p - g_a = float((resid * nodes).sum()) - ridge_a * ai - g_b = float(resid.sum()) - ridge_b * bi - h_aa = -float((w * nodes * nodes).sum()) - ridge_a - h_bb = -float(w.sum()) - ridge_b - h_ab = -float((w * nodes).sum()) - det = h_aa * h_bb - h_ab * h_ab - if abs(det) < 1e-12: - break - da = (h_bb * g_a - h_ab * g_b) / det - db = (h_aa * g_b - h_ab * g_a) / det - ai -= da - bi -= db - ai = float(np.clip(ai, 1e-3, 10.0)) - if abs(da) + abs(db) < 1e-8: - break - a_new[i], b_new[i] = ai, bi + active = np.ones(n_items, dtype=bool) + nodes_sq = nodes * nodes + + # Vectorized Newton steps on the expected log-likelihood over nodes. + for _ in range(25): + if not active.any(): + break + + ai = a_new[active] + bi = b_new[active] + + eta = ai[:, None] * nodes[None, :] + bi[:, None] + p = _sigmoid(eta) + + n_iq_active = n_iq[active] + r_iq_active = r_iq[active] + + w = n_iq_active * p * (1.0 - p) + resid = r_iq_active - n_iq_active * p + + g_a = resid @ nodes - ridge_a * ai + g_b = resid.sum(axis=1) - ridge_b * bi + + h_aa = -(w @ nodes_sq) - ridge_a + h_bb = -w.sum(axis=1) - ridge_b + h_ab = -(w @ nodes) + + det = h_aa * h_bb - h_ab * h_ab + valid_det = np.abs(det) >= 1e-12 + + da = np.zeros_like(ai) + db = np.zeros_like(bi) + + if valid_det.any(): + da[valid_det] = (h_bb[valid_det] * g_a[valid_det] - h_ab[valid_det] * g_b[valid_det]) / det[valid_det] + db[valid_det] = (h_aa[valid_det] * g_b[valid_det] - h_ab[valid_det] * g_a[valid_det]) / det[valid_det] + + a_new[active] -= da + b_new[active] -= db + a_new[active] = np.clip(a_new[active], 1e-3, 10.0) + + converged = (np.abs(da) + np.abs(db)) < 1e-8 + still_active = ~converged & valid_det + active[active] = still_active a, b = a_new, b_new