Some questions about Global Fit package
YHLien
Mon, 05/02/2011 - 06:36 am
like:
Threadsafe function function_fitting () : FitFunc
...
end
...
end
like:
... some time passes ....
Well, I actually tried it here using the Global Fit Demo, and you can't declare your fit function Threadsafe. I'm not quite sure why.
It does work, however, if you change Global Fit 2.ipf to declare the wrapper functions threadsafe, then you can have a threadsafe fit function. To do that you have to put the Threadsafe keyword in front of the functions GFFitFuncTemplate, GFFitAllAtOnceTemplate, NewGlblFitFunc and NewGlblFitFuncAllAtOnce. And then, of course, non-threadsafe fit functions *won't* work.
In order to make this work in a way that would support both threadsafe and non-threadsafe fit functions I would have to modify the FunctionInfo built-in function to include the threadsafeness of the function. This would probably be a good idea, but I don't have time right at the moment. I will keep it in mind, though.
John Weeks
WaveMetrics, Inc.
support@wavemetrics.com
May 2, 2011 at 01:21 pm - Permalink
(Plus, the gencurvefit XOP can't thread fit functions, because of the non threadsafeness of the nature of CallFunction, so I wouldn't get any speedup if the entire wrapper was made threadsafe).
May 2, 2011 at 04:35 pm - Permalink
I have another question about Global Fit. I am wondering whether the only way to turn off the progress window is to set the global variable V_fitOptions = 4 under root:Packages:NewGlobalFit:.
May 2, 2011 at 05:39 pm - Permalink
May 2, 2011 at 05:52 pm - Permalink
John, do you prefer to make NewGlblFitFuncAllAtOnce threadsafe, or the loop inside it threaded? I prefer the 2nd option.
THe 2nd option would require more work, but not excessively so.
May 2, 2011 at 07:32 pm - Permalink
I apologize- when I tried it myself, I knew that DoAlert is not threadsafe and commented out those lines without thinking much about it. I should have mentioned that it was necessary to do that.
John Weeks
WaveMetrics, Inc.
support@wavemetrics.com
May 3, 2011 at 09:11 am - Permalink
V_fitOptions will not affect the Global Fit progress window. It is just a graph window made by the procedures and has nothing to do with the regular Curve Fit Progress window. In the Global Fit control panel, you will find a checkbox, "Fit Progress Graph". That checkbox corresponds to the option NewGFOptionFIT_GRAPH that can be added to the DoNewGlobalFit function input Options.
The code that services that checkbox looks like this:
if (V_value)
curveFitOptions += NewGFOptionFIT_GRAPH
endif
John Weeks
WaveMetrics, Inc.
support@wavemetrics.com
May 3, 2011 at 09:17 am - Permalink
It's hard to say which would give a better boost to performance without trying it. Probably it would depend on the specific problem. Threading the guts of the fit function wrappers would give you more control over how it's done.
If you want to try it, go ahead!
John Weeks
WaveMetrics, Inc.
support@wavemetrics.com
May 3, 2011 at 09:20 am - Permalink
I don't think I want to go there just yet, but I don't think it would take too much effort. I'd only have a bash if it were eventually to find its way into the main version.
May 3, 2011 at 03:28 pm - Permalink
I noticed there was a data folder named "NewGlobalFit" within root:Packages: and it seemed to store some settings of Global Fit.
I set the global variable V_fitOptions=4 as the same thing done for typical fitting and the progress window was suppressed. I am wondering whether this scheme might have some side effects on fitting or not.
May 3, 2011 at 04:28 pm - Permalink
Now two functions "Func_peaks_ch1" and "Func_peaks_ch2"
Wave Coefs, wave_y, wave_x
wave_y = Coefs[0] + Coefs[14]*Func_profile(Coefs[1], Coefs[2], Coefs[3], Coefs[13], wave_x) + Func_profile(Coefs[4], Coefs[5], Coefs[6], Coefs[13], wave_x)
wave_y += Coefs[14]*Func_profile(Coefs[7], Coefs[8], Coefs[9], Coefs[13], wave_x) + Func_profile(Coefs[10], Coefs[11], Coefs[12], Coefs[13], wave_x)
End
Function Func_peaks_ch2(Coefs, wave_y, wave_x) : FitFunc
Wave Coefs, wave_y, wave_x
wave_y = Coefs[0] + Func_profile(Coefs[1], Coefs[2], Coefs[3], Coefs[13], wave_x) + Coefs[14]*Func_profile(Coefs[4], Coefs[5], Coefs[6], Coefs[13], wave_x)
wave_y += Func_profile(Coefs[7], Coefs[8], Coefs[9], Coefs[13], wave_x) + Coefs[14]*Func_profile(Coefs[10], Coefs[11], Coefs[12], Coefs[13], wave_x)
End
Function Func_profile(Height, Width, Center, Tau, t)
Variable Height, Width, Center, Tau, t
return -1.25331413732 * Height * Width / Tau * exp(0.5*(-2*Tau*t + 2*Center*Tau + Width^2) / Tau^2) * (-1 + erf(0.70710678119 * (-t*Tau + Tau*Center + Width^2) / (Width * Tau)))
End
are used to individually fit two sets of data, i.e., func 1 for data 1 and func 2. The Coefs[1..12] are shared in my case and Coefs[] totally contain 18 parameters. The number of data points within data 1 and data 2 are 1000, 1000, respectively. Now the global fit needs to take about 3 sec to finish the fitting.
However, I might have more 30,000 sets of data per day to fit and the fitting speed is really too slow for me.
Any comment or suggestion for optimization/speedup is deeply appreciated.
May 3, 2011 at 04:47 pm - Permalink
At least documentation says that the speed depends significantly on the desired accuracy.
And of course precomputing (calculating width^2 only once) should also help.
PS: The fastest solution would be writing an XOP but this is also the most difficult/time-consuming one.
May 4, 2011 at 02:49 am - Permalink
I know your work. If you write it, it's hard to see why I wouldn't release it. I would be happy to give credit in the procedure file and help files, too!
John Weeks
WaveMetrics, Inc.
support@wavemetrics.com
May 4, 2011 at 09:14 am - Permalink
That V_fitOptions suppresses the regular curve fit progress window during a global fit. Since Global Fit uses FuncFit to do the actual fitting, it has to suppress that window. To suppress the progress graph that Global Fit makes, you need to set the Options input appropriately, as I mentioned previously.
John Weeks
WaveMetrics, Inc.
support@wavemetrics.com
May 4, 2011 at 09:16 am - Permalink
As Thomas Braun says, pre-compute anything you can, like Width^2, Center*Tau. If you can eliminate the Func_profile function it might help. Since your wave assignments are simple, you could use Multithread for them. It would require that Func_profile be Threadsafe, but that shouldn't be a problem. You can use Multithread inside a non-threadsafe function.
Really 30,000 data sets per day? At 3 seconds per data set, that's almost 28 hours. That is a problem, given the limits on the number of hours in a day:) Thomas Braun is also correct in saying that an XOP is likely the best way to get significant speed-up.
John Weeks
WaveMetrics, Inc.
support@wavemetrics.com
May 4, 2011 at 09:27 am - Permalink
I could be a bit off-base here, one reason being that I am using the genetic algorithm version of globalfit 2, which is a part of the motofit package, but it's not terribly different.
May 10, 2011 at 06:09 am - Permalink
The obvious thing would be for the wrapper fit functions to parcel out each data set to a thread. That would help only if the data sets are fairly large (on the order of thousands of points, depending on the computational load of the fit function). Using Multithread is a good way to get a speed-up if you can write your fit function so that the bulk of the computation happens in a wave assignment.
That is quite a bit different: MotoFit and the genetic fit algorithm replace the entire fitting engine with the genetic fit. If MotoFit's genetic fit is threadsafe, though, it would respond pretty similarly to the same sort of techniques that would help with the regular Global Fit.
John Weeks
WaveMetrics, Inc.
support@wavemetrics.com
May 10, 2011 at 12:54 pm - Permalink
However, if one where to thread inside the wrapper you would see a speedup.
BTW, there is a library called libgencurvefit (I wrote it for Gencurvefit) that WM could use if they wanted to include genetic optimisation inside Igor.
May 10, 2011 at 04:40 pm - Permalink
Cheers!
May 11, 2011 at 01:05 am - Permalink
I tried to combine the techniques you suggested, I mean pre-computing, mutithread and so on, and I improve the execution time from about 2.8 sec to 1.1 sec. I also noticed the average cpu load increased from 55% to 90% in my core 2 duo MacBook. However, as I moved the code to a 8-core i7 PC, I found only 3 cores were half-loaded and other cores stayed in very low cpu usage. Any suggestion to squeeze out the rest of cpu power?
May 11, 2011 at 05:43 pm - Permalink
Don't be too hasty to make more threads. Remember that there is overhead in creating each thread - it takes time to set each thread up. This means when the number of points is low, then the overhead of creating the thread dominates. When you have a large number of points the calculation is the dominant proportion, the overhead for thread creation is minimal. Please see http://www.igorexchange.com/node/1518 for a demonstration. In your case your fitfunction is simple and won't take long to compute. Thus, I would think that only 2 or 3 (max) threads would provide optimal speed.
My idea was that one creates a thread pool at the before the fit starts. This reduces the threading overhead. One would create N threads in the pool, where N is the number of datasets. On entering the fitfunction wrapper there would be a reference to the thread pool. THe wrapper would then divvy up the calculation and post each dataset to an individual thread in the pool (using a freedatafolder). The thread would do the calculation. Once all the threads in the pool have finished you cleanup and return from the wrapper. Once the fit has finished, the threadpool is terminated.
1.1 secs doesn't sound too onerous (esp if you're using Gencurvefit), but if you need to churn thro' a lot of data I understand your concern. Just feel sorry for those of us whose fits take ~30mins with globalfit (for which threading would be a boon).
May 11, 2011 at 06:40 pm - Permalink
At this point I can't add anything to what we have said without actually having your code and sample data sets. Furthermore, Andy's latest comments in response to this post are very good ones. His recommendation for threading the global fit wrapper functions are excellent, but involve pretty advanced Igor programming.
If you would like, package up your code and data sets and send it to support@wavemetrics.com. I will try to make the time to look it over. I would test it on my 8-core Mac Pro. With hyperthreading, Igor thinks I have 16 cores :)
John Weeks
WaveMetrics, Inc.
support@wavemetrics.com
May 12, 2011 at 09:44 am - Permalink
Speedup was found even for VERY simple functions, such as the one below:
wave complexcat, w, logfreq //declare wave names. Don't edit this
variable/g midpointt
variable/g/c ki //pull in complex constant
variable Rs, Rp, Cdl,sigmaW //declare variable names; you can edit this
wave/c complexer
Rs=w[0] //assign your variable names to the solution wave. Edit this.
Cdl=w[1]
Rp=w[2]
sigmaW=w[3]
Multithread complexer[0,midpointt-1] = Rs+1/(1/(Rp+sigmaW*((logfreq)^(-1/2)-ki*(logfreq)^(-1/2)))+1/(ki/-(Cdl*logfreq)))
complexcat[0,midpointt-1]=real(complexer[p])
complexcat[midpointt, ]=imag(complexer[p-midpointt])
End
I am seeing a 25% speedup in terms of the whole curve fit process, but a 200-300% increase in cpu resources (via windows task manager) . I am using a 6-core hyperthreaded i7 processor. My data set is 142 points. As a bonus, I am getting a little error message at the end of the fit, indicating that the wave is out of range... I have concluded that for my functions that there is more utility in calling multiple fits in parallel than parallelizing the function (although this may change with a more complicated function and certainly will change with much larger data sets).
March 16, 2012 at 01:43 pm - Permalink
March 16, 2012 at 02:02 pm - Permalink
Perhaps he was referring to the use of Multithread in his fit function. But I that doesn't require making the whole function threadsafe.
John Weeks
WaveMetrics, Inc.
support@wavemetrics.com
March 16, 2012 at 02:28 pm - Permalink