numpy: Efficiently avoid 0s when taking log(matrix)

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陌清茗
陌清茗 2020-12-13 18:12
from numpy import *

m = array([[1,0],
           [2,3]])

I would like to compute the element-wise log2(m), but only in the places whe

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  • 2020-12-13 18:32

    Problem

    Questions: Feb 2014, May 2012

    For an array containing zeros or negatives we get the respective errors.

    y = np.log(x)
    # RuntimeWarning: divide by zero encountered in log
    # RuntimeWarning: invalid value encountered in log
    

    Solution

    markroxor suggests np.clip, in my example this creates a horizontal floor. gg349 and others use np.errstate and np.seterr, I think these are clunky and does not solve the problem. As a note np.complex doesn't work for zeros. user3315095 uses indexing p=0<x, and NumPy.log has this functionality built in, where/out. mdeff demonstrates this, but replaces the -inf with 0 which for me was insufficient, and doesn't solve for negatives.

    I suggest 0<x and np.nan (or if needed np.NINF/-np.inf).

    y = np.log(x, where=0<x, out=np.nan*x)
    

    John Zwinck uses mask matrix np.ma.log this works but is computationally slower, try App:timeit.

    Example

    import numpy as np
    x = np.linspace(-10, 10, 300)
    
    # y = np.log(x)                         # Old
    y = np.log(x, where=0<x, out=np.nan*x)  # New
    
    import matplotlib.pyplot as plt
    plt.plot(x, y)
    plt.show()
    

    App:timeit

    Time Comparison for mask and where

    import numpy as np
    import time
    def timeit(fun, xs):
        t = time.time()
        for i in range(len(xs)):
            fun(xs[i])
        print(time.time() - t)
    
    xs = np.random.randint(-10,+10, (1000,10000))
    timeit(lambda x: np.ma.log(x).filled(np.nan), xs)
    timeit(lambda x: np.log(x, where=0<x, out=np.nan*x), xs)
    
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  • 2020-12-13 18:33

    We can use masked arrays for this:

    >>> from numpy import *
    >>> m = array([[1,0], [2,3]])
    >>> x = ma.log(m)
    >>> print x.filled(0)
    [[ 0.          0.        ]
     [ 0.69314718  1.09861229]]
    
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  • 2020-12-13 18:38

    Simply disable the warning for that computation:

    from numpy import errstate,isneginf,array
    
    m = array([[1,0],[2,3]])
    with errstate(divide='ignore'):
        res = log2(m)
    

    And then you can postprocess the -inf if you want:

    res[isneginf(res)]=0
    

    EDIT: I put here some comments about the other option, which is using masked arrays, posted in the other answer. You should opt for disabling the error for two reasons:

    1) Using masked arrays is by far less efficient then disabling momentarily the error, and you asked for efficiency.

    2) Disabling the specific 'divide by zero' warning does NOT disable the other problem with calculating the log of a number, which is negative input. Negative input is captured as an 'invalid value' warning, and you will have to deal with it.

    On the other hand, using masked arrays captures the two errors as the same, and will lead you to not notice a negative number in the input. In other words, a negative number in the input is treated like a zero, and will give zero as a result. This is not what you asked.

    3) As a last point and as a personal opinion, disabling the warning is very readable, it is obvious what the code is doing and makes it more mantainable. In that respect, I find this solution cleaner then using masked arrays.

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  • 2020-12-13 18:38

    You can use something like - m = np.clip(m, 1e-12, None) to avoid the log(0) error. This will set the lower bound to 1e-12.

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  • 2020-12-13 18:41

    Another option is to use the where parameter of numpy's ufuncs:

    m = np.array([[1., 0], [2, 3]])
    res = np.log2(m, out=np.zeros_like(m), where=(m!=0))
    

    No RuntimeWarning is raised, and zeros are introduced where the log is not computed.

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  • 2020-12-13 18:50

    What about the following

    from numpy import *
    m=array((-1.0,0.0,2.0))
    p=m > 0.0
    print 'positive=',p
    print m[p]
    res=zeros_like(m)
    res[p]=log(m[p])
    print res
    
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