Remove allocations R2 #105
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| # define model | ||
| φk(d) = dot(∇fk, d) | ||
| mk(d) = φk(d) + ψ(d) | ||
| mk(d)::R = φk(d) + ψ(d)::R |
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Still some allocations here but I could not fix it, maybe it is more related to ProximalOperators.
| mk(d) = φk(d) + ψ(d) | ||
| mk(d)::R = φk(d) + ψ(d)::R | ||
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| prox!(s, ψ, mν∇fk, ν) |
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Some allocations here as well, maybe also related to ProximalOperators.
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There are still a few (16 per iteration on line 280 and 282), I could not get lower on my PRs in ShiftedProximalOperators.
The biggest number of allocations comes from ψ = shifted(h, xk, l_bound_m_x, u_bound_m_x, selected) (as you mentionned below) at the begging of R2, but it is not inside a loop. We should think about a way of preallocating the ShiftedProximalOperators.
Codecov ReportPatch coverage:
Additional details and impacted files@@ Coverage Diff @@
## master #105 +/- ##
==========================================
+ Coverage 59.26% 60.64% +1.38%
==========================================
Files 11 11
Lines 1225 1263 +38
==========================================
+ Hits 726 766 +40
+ Misses 499 497 -2
☔ View full report in Codecov by Sentry. |
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Here are the |
| mk(d) = φk(d) + ψ(d) | ||
| mk(d)::R = φk(d) + ψ(d)::R | ||
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| prox!(s, ψ, mν∇fk, ν) |
| @. u_bound_m_x = u_bound - xk | ||
| ψ = shifted(h, xk, l_bound_m_x, u_bound_m_x, selected) | ||
| else | ||
| ψ = shifted(h, xk) |
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There are also allocations here, right? We can think about it in a separate PR, but we should have an issue to track them.
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Yes, I forgot this. We leave it as it is for this PR as you propose, and maybe create a function shifted! in ShiftedProximalOperators to allow us to preallocate the ShiftedProximalOperator structure?
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