78 lines
2.5 KiB
Python
78 lines
2.5 KiB
Python
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"""
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This is a testcase for https://github.com/numba/numba/issues/9490.
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The bug is very sensitive to the control-flow and variable uses.
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It is impossible to shrink the reproducer in any meaningful way.
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The test is also sensitive to PYTHONHASHSEED.
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PYTHONHASHSEED=1 will trigger the bug.
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Example of traceback:
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File "/numba/parfors/parfor.py", line 2070, in _arrayexpr_to_parfor
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index_vars, loopnests = _mk_parfor_loops(pass_states.typemap, size_vars,
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scope, loc)
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File "/numba/parfors/parfor.py", line 1981, in _mk_parfor_loops
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for size_var in size_vars:
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TypeError: Failed in nopython mode pipeline (step: convert to parfors)
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'NoneType' object is not iterable
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"""
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import numba
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import numpy as np
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@numba.jit(nopython=True, parallel=True)
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def stable_fit(X, y, threshold=3):
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min_obs = int(X.shape[1] * 1.5)
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beta = np.zeros((X.shape[1], y.shape[1]), dtype=np.float64)
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residuals = np.full_like(y, np.nan)
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stable = np.empty((y.shape[1]))
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for idx in numba.prange(y.shape[1]):
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y_sub = y[:, idx]
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isna = np.isnan(y_sub)
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X_sub = X[~isna]
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y_sub = y_sub[~isna]
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is_stable = False
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# Run until minimum observations
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# or until stability is reached
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for jdx in range(len(y_sub), min_obs - 1, -2):
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# Timeseries gets reduced by two elements
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# each iteration
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y_ = y_sub[-jdx:]
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X_ = X_sub[-jdx:]
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beta_sub = np.linalg.solve(np.dot(X_.T, X_), np.dot(X_.T, y_))
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resid_sub = np.dot(X_, beta_sub) - y_
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# Check for stability
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rmse = np.sqrt(np.mean(resid_sub ** 2))
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first = np.fabs(resid_sub[0]) / rmse < threshold
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last = np.fabs(resid_sub[-1]) / rmse < threshold
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# Break if stability is reached
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is_stable = first & last
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if is_stable:
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break
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beta[:, idx] = beta_sub
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residuals[-jdx:, idx] = resid_sub
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stable[idx] = is_stable
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return beta, residuals, stable.astype(np.bool_)
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def check():
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np.random.seed(0)
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X_shape = (10, 4)
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y_shape = (10, 5)
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X = np.random.random(X_shape)
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y = np.random.random(y_shape)
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got_beta, got_residuals, got_stable = stable_fit(X, y)
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exp_beta, exp_residuals, exp_stable = stable_fit.py_func(X, y)
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np.testing.assert_allclose(got_beta, exp_beta)
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np.testing.assert_allclose(got_residuals, exp_residuals)
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np.testing.assert_allclose(got_stable, exp_stable)
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if __name__ == "__main__":
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check()
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