There is a subtle incorrectness in random_walk_fastest. It does not return the first position 0, compared to other two implementations. The following code demonstrates this:
N = 99
print(len(random_walk(N)), len(random_walk_faster(N)), len(random_walk_fastest(N)))
# >>> (100, 100, 99)
This may look as a minor distinction, but may cause bugs. There are two ways to remove this inconsistency: exclude initial 0 position from first two functions (trivial) or prepend it to the last function. There are such options for the latter path:
- Convert
steps to numpy list after cumsum and concat with [0]
- Concatenate
np.array([0])
- Allocate empty array in advance, and use
out parameter of cumsum
My implementation of these options:
N = 10_000
# Option 1: Convert `steps` to python list after `cumsum` and concat with `[0]`
def random_walk_option1(n=N):
steps = np.random.choice([-1,+1], n)
steps = np.cumsum(steps)
return [0] + steps.tolist()
# Option 2.1: Concatenate `np.array([0])`
def random_walk_option2_1(n=N):
steps = np.random.choice([-1,+1], n)
steps = np.cumsum(steps)
return np.concatenate((np.array([0]), steps))
# Option 2.2: Concatenate `[0]`
def random_walk_option2_2(n=N):
steps = np.random.choice([-1,+1], n)
steps = np.cumsum(steps)
return np.concatenate(([0], steps))
# Option 3: Allocate empty array in advance, and use `out` parameter of `cumsum`
def random_walk_option3_1(n=N):
walk = np.empty(n+1)
walk[0] = 0
steps = np.random.choice([-1,+1], n)
np.cumsum(steps, out=walk[1:])
return walk
def random_walk_option3_2(n=N):
walk = np.zeros(n+1)
steps = np.random.choice([-1,+1], n)
np.cumsum(steps, out=walk[1:])
return walk
I also benchmarked them to see the difference: https://colab.research.google.com/drive/19OJdrD4SZLk4ug6OI6DC6wq3XwHQPAgr?usp=sharing
While option_2_1 is slightly better, the benchmark is not stable. Maybe it is because the difference in the number of operations is up to the constant, the difference is not significant?
Fixing it in a book may be nasty/non-trivial because will break the simplicity of implementation and add more confusion for the reader :)
There is a subtle incorrectness in
random_walk_fastest. It does not return the first position0, compared to other two implementations. The following code demonstrates this:This may look as a minor distinction, but may cause bugs. There are two ways to remove this inconsistency: exclude initial
0position from first two functions (trivial) or prepend it to the last function. There are such options for the latter path:stepsto numpy list aftercumsumand concat with[0]np.array([0])outparameter ofcumsumMy implementation of these options:
I also benchmarked them to see the difference: https://colab.research.google.com/drive/19OJdrD4SZLk4ug6OI6DC6wq3XwHQPAgr?usp=sharing
While
option_2_1is slightly better, the benchmark is not stable. Maybe it is because the difference in the number of operations is up to the constant, the difference is not significant?Fixing it in a book may be nasty/non-trivial because will break the simplicity of implementation and add more confusion for the reader :)