Sunday, March 3, 2019

Python, min-cost max-flow, and a loose end


There was this particular weighted matching problem that I needed to solve some time ago. The problem specification is not relevant here but its got only a few more constraints than a normal maximum weighted matching and instead of actually thinking, I decided to reduce the whole thing to min-cost flow, similar to what one would do for a normal max matching.
For my actual usage, everything was fun and games. My C++ implementation would give me the answer almost instantly on a synthesized small input and in a few minutes on my actual data.
Now for some reason, I needed to implement the same thing in Python too. You see where this is going, right?
This is basically my status report while trying to understand why the exact same code Runs 1000s (not kidding) of times slower in Python.

Some background

I used the augmenting path algorithm for finding a min-cost flow in the graph. On the very high level, it looks like this:
While we haven't reached the desired flow:
    find the cheapest path from source to sink
    send flow along the path
Your algorithm for the shortest path subtask has to support negative edges (or you can use potential functions to handle those separately). I used D´Esopo-Pape algorithm there.
On my small input, the C++ version takes about 0.1s and the Python version takes about 1000s.
Here’s a part of the Python version:
And the shortest path subroutine:
And I assure you that the C++ version is essentially the same code, only written in C++.

Show me the slow

Well, I would guess that the shortest_paths_from is the suspect here and has the most share in the total running time. Let’s verify that. I wrote this decorator to measure the time a piece of code takes to run:
Let’s skip the cryptic syntax and see the usage:
And you can see the results with:
You can pull off lots of ideas in the decorator, including saving different function params/args (excuse my illiteracy for not knowing which one to use when we’re in the “middle” of passing the values to the function) along with their corresponding running times. (Fun fact: This actually makes sense here. The bipartite graph is super “simple” in the beginning. This causes the shortest path problem to become “harder”, that is, to involve more edges in the residual graph as we send more flow, and this impacts D´Esopo-Pape greatly)
This is pretty handy as you can measure time on a finer grain (than functions) too. For example to measure the time it takes to manipulate the paths and apply the flow inside the while loop in min_cost_flow, we can indent the relevant lines into a local closure, capture the local variables, and measure the time it takes for the closure run:
Pop quiz: Do you see why you should be careful when using this (or any method of measuring time) when functions call each other recursively?
Anyway, Here’s the result in our case (for a VERY small input):
shortest_paths_from took 1.428 seconds
min_cost_flow took 1.431 seconds
I’ve heard deques are slow:
deque operations took 0.012 seconds
shortest_paths_from took 1.800 seconds
path_stuff took 0.000 seconds
min_cost_flow took 1.804 seconds
Well, not really. In hindsight though, this is obvious. Each operation on the queue may be expensive, but their count is way less than the number of times we just check weather or not we can update the shortest path using an edge:
This is proved to be the case when I looked at the number of times this is executed on average and simulated the process with deterministic number of iterations and a few memory accesses:
The running time for this little piece of code is almost equal to the whole min-cost max-flow algorithm program.
To understand what’s happening here, I decided to look at the byte code of the original function:
Here’s the important part:

 37          94 SETUP_LOOP             162 (to 258)
             96 LOAD_FAST                0 (self)
             98 LOAD_ATTR                7 (adj)
            100 LOAD_FAST                6 (u)
            102 BINARY_SUBSCR
            104 GET_ITER
        >>  106 FOR_ITER               148 (to 256)
            108 STORE_FAST               7 (v)

 38         110 LOAD_FAST                0 (self)
            112 LOAD_ATTR                8 (capacity)
            114 LOAD_FAST                6 (u)
            116 BINARY_SUBSCR
            118 LOAD_FAST                7 (v)
            120 BINARY_SUBSCR
            122 LOAD_CONST               2 (0)
            124 COMPARE_OP               4 (>)
            126 POP_JUMP_IF_FALSE      106

 39         128 LOAD_FAST                2 (d)
            130 LOAD_FAST                7 (v)
            132 BINARY_SUBSCR
            134 LOAD_FAST                2 (d)
            136 LOAD_FAST                6 (u)
            138 BINARY_SUBSCR
            140 LOAD_FAST                0 (self)
            142 LOAD_ATTR                9 (cost)
            144 LOAD_FAST                6 (u)
            146 BINARY_SUBSCR
            148 LOAD_FAST                7 (v)
            150 BINARY_SUBSCR
            152 BINARY_ADD
            154 COMPARE_OP               4 (>)
            156 POP_JUMP_IF_FALSE      106

 40         158 LOAD_FAST                2 (d)
            160 LOAD_FAST                6 (u)
            162 BINARY_SUBSCR
            164 LOAD_FAST                0 (self)
            166 LOAD_ATTR                9 (cost)
            168 LOAD_FAST                6 (u)
            170 BINARY_SUBSCR
            172 LOAD_FAST                7 (v)
            174 BINARY_SUBSCR
            176 BINARY_ADD
            178 LOAD_FAST                2 (d)
            180 LOAD_FAST                7 (v)
            182 STORE_SUBSCR

 41         184 LOAD_FAST                6 (u)
            186 LOAD_FAST                3 (p)
            188 LOAD_FAST                7 (v)
            190 STORE_SUBSCR

 42         192 LOAD_FAST                4 (m)
            194 LOAD_FAST                7 (v)
            196 BINARY_SUBSCR
            198 LOAD_CONST               3 (2)
            200 COMPARE_OP               2 (==)
            202 POP_JUMP_IF_FALSE      224

 43         204 LOAD_CONST               4 (1)
            206 LOAD_FAST                4 (m)
            208 LOAD_FAST                7 (v)
            210 STORE_SUBSCR

 44         212 LOAD_FAST                5 (q)
            214 LOAD_METHOD              4 (append)
            216 LOAD_FAST                7 (v)
            218 CALL_METHOD              1
            220 POP_TOP
            222 JUMP_ABSOLUTE          106

 45     >>  224 LOAD_FAST                4 (m)
            226 LOAD_FAST                7 (v)
            228 BINARY_SUBSCR
            230 LOAD_CONST               2 (0)
            232 COMPARE_OP               2 (==)
            234 POP_JUMP_IF_FALSE      106

 46         236 LOAD_CONST               4 (1)
            238 LOAD_FAST                4 (m)
            240 LOAD_FAST                7 (v)
            242 STORE_SUBSCR

 47         244 LOAD_FAST                5 (q)
            246 LOAD_METHOD             10 (appendleft)
            248 LOAD_FAST                7 (v)
            250 CALL_METHOD              1
            252 POP_TOP
            254 JUMP_ABSOLUTE          106
        >>  256 POP_BLOCK
        >>  258 JUMP_ABSOLUTE           64
        >>  260 POP_BLOCK

All I really saw at the first glance was the number of LOAD operations. I’m sure you now agree with a completely unbiased opinion.
Now can we reduce the number of LOADs? Turns out we can. If we start thinking like the compiler and keep an open mind about losing code beauty while accounting for the shortcomings of the actual compiler, we can see that there are a few extra LOADs as the variable u is invariant throughout the inner loop. Therefore we can change this
To this
extracting out the duplicate references.
Let’s see the results:
real    0m0.790s
user    0m0.776s
sys     0m0.010s
Unreal! The compiler hasn’t been doing any of these things. That’s about a 2x improvement in performance in the small synthesized test case from the original code (about 1.5 seconds).
On the bigger test case, this improves the running time from ~15 minutes to ~7 minutes.

Bottom line

Unfortunately I did lots more without anything to show for it. Almost everything else that I did (from using c native types to fooling around with how I stored things) resulted in degrading the performance.
I ended up achieving the performance that I was looking for by using another algorithm, but the question of why this (still) runs thousands of times slower than the cpp version remains open for me.