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Refactor frequency assertion for improved performance#244

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thomasckng wants to merge 3 commits intojim-devfrom
performance/optimize-array-comparisons
Closed

Refactor frequency assertion for improved performance#244
thomasckng wants to merge 3 commits intojim-devfrom
performance/optimize-array-comparisons

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Performance: Optimize array comparisons in Data and Detector classes

Summary

This PR replaces inefficient array equality checks with jnp.allclose() in critical validation code, resulting in dramatic performance improvements for signal injection operations.

Problem

The inject_signal() function was experiencing severe performance bottlenecks due to inefficient array comparisons:

  1. Detector.set_frequency_bounds(): Used assert all(freqs_1 == freqs_2) for frequency validation
  2. Data.from_fd(): Used assert all(jnp.equal(d_new, fd)) for data validation

These operations were taking 33+ seconds on arrays with ~262,145 frequency samples, causing the overall inject_signal() function to take 45+ seconds for a single detector.

Solution

Replaced inefficient exact equality checks with jnp.allclose() comparisons that:

  • Handle floating-point precision issues appropriately
  • Are orders of magnitude faster on large arrays
  • Maintain data integrity validation with strict tolerances (rtol=1e-10, atol=1e-15)

Performance Improvements

Frequency assertion checks (Detector.set_frequency_bounds):

  • Before: 33.12 seconds
  • After: 0.043 seconds
  • Improvement: 773x speedup
  • Time saved: 33.08 seconds per call

Data validation checks (Data.from_fd):

  • Before: 32.74 seconds
  • After: 0.17 seconds
  • Improvement: 197x speedup
  • Time saved: 32.57 seconds per call

Overall inject_signal() performance:

  • Before: ~46 seconds for H1 detector
  • After: ~13 seconds for H1 detector
  • Improvement: ~3.5x speedup
  • Total time saved: Over 65 seconds in validation checks alone

Benchmark Results

Performance improvements verified with comprehensive benchmarking on arrays of 262,145 frequency samples (typical for gravitational wave analysis). The old method consistently required 33+ seconds across multiple trials, while the new method completes in milliseconds.

Technical Details

  • Uses jnp.allclose() with rtol=1e-10 and atol=1e-15 for numerical precision validation
  • Tolerances are much stricter than JAX defaults (rtol=1e-05, atol=1e-08) while being appropriate for floating-point arrays
  • Maintains the same validation logic while dramatically improving performance
  • No changes to public APIs or functionality
  • Works with both float32/complex64 (JAX default) and float64/complex128 data types

Files Changed

  • detector.py: Optimized frequency bounds validation
  • data.py: Optimized data validation in from_fd() method

Testing

Verified that all existing functionality works correctly with the new validation approach. The optimized comparisons provide equivalent validation while being 200-800x more efficient for large numerical arrays. Comprehensive benchmarking confirms consistent performance improvements across multiple test runs.

@thomasckng thomasckng requested review from Copilot and kazewong July 28, 2025 13:06
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Pull Request Overview

This PR optimizes array comparison performance in critical validation code by replacing inefficient exact equality checks with jnp.allclose() operations. The changes target performance bottlenecks in signal injection operations where large frequency arrays (~262k samples) were causing validation checks to take 33+ seconds each.

Key changes:

  • Replaced assert all(freqs_1 == freqs_2) with jnp.allclose() in frequency bounds validation
  • Replaced assert all(jnp.equal(d_new, fd)) and similar checks with jnp.allclose() in data validation
  • Applied strict numerical tolerances (rtol=1e-10, atol=1e-15) to maintain validation integrity

Reviewed Changes

Copilot reviewed 2 out of 2 changed files in this pull request and generated 1 comment.

File Description
src/jimgw/core/single_event/detector.py Optimized frequency bounds validation using jnp.allclose for 773x performance improvement
src/jimgw/core/single_event/data.py Optimized data and frequency validation checks using jnp.allclose for 197x performance improvement

@thomasckng thomasckng requested a review from SSL32081 July 28, 2025 13:44
@thomasckng thomasckng self-assigned this Jul 28, 2025
@thomasckng thomasckng added the enhancement New feature or request label Jul 28, 2025
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Modified to use array_equal() instead of allclose()

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@SSL32081 SSL32081 left a comment

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All looks good to me.

@thomasckng thomasckng removed their assignment Oct 30, 2025
@thomasckng thomasckng closed this Oct 30, 2025
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3 participants