Hi,
I’m trying to understand how to use pytorch and GPU support for my algorithms.
I made a implementation from scratch for Batch Gradient Descent and Stochastic Gradient Descent.
I can run the code by just passing Torch Tensors to my functions. However it takes more time to compute not less.
While for Batch Gradient Descent that makes sense if the calculation is not split on the cores. But for SGD I should see some improvement, shouldn’t I.
What am I doing wrong?
** edit (once again, sorry for that):
As I can’t get jupyter notebook on my github to work here is my code:
#!/usr/bin/env python
# coding: utf-8


from __future__ import print_function, division
get_ipython().run_line_magic('matplotlib', 'inline')
import math,sys,os,numpy as np
from numpy.random import random, permutation, randint
from matplotlib import pyplot as plt
import time


def lin(a,b,x): return a*x+b
def loss(y,a,b,x): return sse(y, lin(a,b,x))
def sse(y,y_pred): return ((y-y_pred)**2).sum()


# ### Creating some points for the regression


#Get points on a line and add some noise
a=3
b=2
n=int(1e3)
noise=np.random.normal(0,.4,n)
x = random(n)
y = lin(a,b,x)+noise
plt.scatter(x,y)

#Start parameter search at some Point

a_start=-5
b_start= -1
lr=0.01

# Batch Gradient Descent
def upd(x,y):
    global a_guess, b_guess
    y_pred = lin(a_guess, b_guess, x)
    a_guess = a_guess - lr * len(x)**-1*((y_pred-y) * x).sum()
    b_guess = b_guess - lr * len(x)**-1*((y_pred-y)).sum()


# Stochastic Gradient Descent
def upd_stoastic(x,n):
    global a_guess, b_guess
    y_pred = lin(a_guess, b_guess, x[n]) # only calc the cost and gradients for the one example we are currently looking ad.
    a_guess = a_guess - lr * (y_pred-y[n])*x[n]
    b_guess = b_guess - lr * (y_pred-y[n])

# Helper function to split in batches
def iterate_minibatches(inputs, targets, batchsize, shuffle=False):
    assert inputs.shape[0] == targets.shape[0]
    if shuffle:
        indices = np.arange(inputs.shape[0])
        np.random.shuffle(indices)
    for start_idx in range(0, inputs.shape[0], batchsize):
        end_idx = min(start_idx + batchsize, inputs.shape[0])
        if shuffle:
            excerpt = indices[start_idx:end_idx]
        else:
            excerpt = slice(start_idx, end_idx)
        yield inputs[excerpt], targets[excerpt]


# ## Apply Batch Gradient Descent

# On CPU:

a_guess=a_start
b_guess=b_start
global run
run=0
t0 = time.time()
for i in range(10000):
    run=run+1
    upd(x,y) 
print( "Run=%s, Loss= %.10s\na_guess= %.10s, b_guess= %.10s\na=%.10s, b=%.10s" % (run, loss(y,a_guess,b_guess,x),a_guess,b_guess,a,b))
t1 = time.time()
print("Time passed on CPU (Batch Gradient Descent) " + str(t1 - t0) + " s")


# On GPU


# Move Data to Torch GPU Tensor:
import torch
x_t=torch.from_numpy(x).cuda()
y_t=torch.from_numpy(y).cuda()

a_guess=a_start
b_guess=b_start
run
run=0
t0 = time.time()
for i in range(10000):
    run=run+1
    upd(x_t,y_t)    
a_guess=a_guess.cpu().numpy()
b_guess=b_guess.cpu().numpy()
print( "Run=%s, Loss= %.10s\na_guess= %.10s, b_guess= %.10s\na=%.10s, b=%.10s" % (run, loss(y,a_guess,b_guess,x),a_guess,b_guess,a,b))
t1 = time.time()
print("Time passed on GPU (Batch Gradient Descent) " + str(t1 - t0) + " s")    
# ## Apply Stochastic Batch Gradient Descent

# On CPU
a_guess=a_start
b_guess=b_start
run=0
ind_shuffle = np.arange(len(x))
np.random.seed(123)
np.random.shuffle(ind_shuffle)
x=x[ind_shuffle]
y=y[ind_shuffle]

for i in range(10):
    run=run+1
    t0 = time.time()
    for n in range(0,len(x)): 
            upd_stoastic(x,n)
            #print( "Run=%s, Loss= %.10s\na_guess= %.10s, b_guess= %.10s\na=%.10s, b=%.10s" % (run, loss(y,a_guess,b_guess,x),a_guess,b_guess,a,b))

print( "Run=%s, Loss= %.10s\na_guess= %.10s, b_guess= %.10s\na=%.10s, b=%.10s" % (run, loss(y,a_guess,b_guess,x),a_guess,b_guess,a,b))
t1 = time.time()
print("Time passed on CPU (Stochastic Gradient Descent) " + str(t1 - t0) + " s")

# On GPU

a_guess=a_start
b_guess=b_start
run=0
x_t=torch.from_numpy(x).cuda()
y_t=torch.from_numpy(x).cuda()


for i in range(10):
    run=run+1
    t0 = time.time()
    for n in range(0,len(x_t)): 
            upd_stoastic(x_t,n)
a_guess=a_guess.cpu().numpy()
b_guess=b_guess.cpu().numpy()
print( "Run=%s, Loss= %.10s\na_guess= %.10s, b_guess= %.10s\na=%.10s, b=%.10s" % (run, loss(y,a_guess,b_guess,x),a_guess,b_guess,a,b))
t1 = time.time()
print("Time passed on GPU (Stochastic Gradient Descent) " + str(t1 - t0) + " s")







Thanks for any help!