diff --git a/.jules/bolt.md b/.jules/bolt.md index 73e3fbaf9..21b7235fe 100644 --- a/.jules/bolt.md +++ b/.jules/bolt.md @@ -33,3 +33,6 @@ ## 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. +## 2026-07-18 - Vectorizing Newton-Raphson Item Updates +**Learning:** Iterating over items (`for i in range(n_items)`) and performing scalar-like operations inside an inner loop (like updating `a` and `b` parameters with Newton steps in `fit_mmle_2pl`) creates a massive bottleneck because it initiates many tiny calls to the numpy C API. +**Action:** Vectorize such iterative algorithms across the loop dimension (e.g. `n_items`). Utilize boolean masks (like `active = np.ones(n_items, dtype=bool)`) to select only elements that have not yet converged, compute gradients and hessians using `np.outer`, `dot`, and `.sum(axis=1)`, and update elements simultaneously via the boolean mask indices. diff --git a/python/fast_mlsirm/estimators/mmle.py b/python/fast_mlsirm/estimators/mmle.py index 222b977fd..946ae5f08 100644 --- a/python/fast_mlsirm/estimators/mmle.py +++ b/python/fast_mlsirm/estimators/mmle.py @@ -121,30 +121,54 @@ 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 + + # Vectorized Newton steps on expected log-likelihood over nodes. + active = np.ones(n_items, dtype=bool) + nodes_sq = nodes * nodes + + for _ in range(25): + if not active.any(): + break + + a_act = a_new[active] + b_act = b_new[active] + + eta = np.outer(a_act, nodes) + b_act[:, None] + p = _sigmoid(eta) + + n_act = n_iq[active] + r_act = r_iq[active] + + w = n_act * p * (1.0 - p) + resid = r_act - n_act * p + + g_a = resid.dot(nodes) - ridge_a * a_act + g_b = resid.sum(axis=1) - ridge_b * b_act + + h_aa = -w.dot(nodes_sq) - ridge_a + h_bb = -w.sum(axis=1) - ridge_b + h_ab = -w.dot(nodes) + + det = h_aa * h_bb - h_ab * h_ab + + valid = np.abs(det) >= 1e-12 + + da = np.zeros_like(a_act) + db = np.zeros_like(b_act) + + det_safe = np.where(valid, det, 1.0) + da[valid] = (h_bb[valid] * g_a[valid] - h_ab[valid] * g_b[valid]) / det_safe[valid] + db[valid] = (h_aa[valid] * g_b[valid] - h_ab[valid] * g_a[valid]) / det_safe[valid] + + a_act -= da + b_act -= db + a_act = np.clip(a_act, 1e-3, 10.0) + + a_new[active] = a_act + b_new[active] = b_act + + converged = (np.abs(da) + np.abs(db)) < 1e-8 + active[active] &= ~(converged | ~valid) a, b = a_new, b_new