I have an 1D array of numbers, and want to calculate all pairwise euclidean distances. I have a method (thanks to SO) of doing this with broadcasting, but it's inefficient because it calculates each distance twice. And it doesn't scale well.
Here's an example that gives me what I want with an array of 1000 numbers.
import numpy as np
import random
r = np.array([random.randrange(1, 1000) for _ in range(0, 1000)])
dists = np.abs(r - r[:, None])
What's the fastest implementation in scipy/numpy/scikit-learn that I can use to do this, given that it has to scale to situations where the 1D array has >10k values.
Note: the matrix is symmetric, so I'm guessing that it's possible to get at least a 2x speedup by addressing that, I just don't know how.
解决方案
Neither of the other answers quite answered the question - 1 was in Cython, one was slower. But both provided very useful hints. Following up on them suggests that scipy.spatial.distance.pdist is the way to go.
Here's some code:
import numpy as np
import random
import sklearn.metrics.pairwise
import scipy.spatial.distance
r = np.array([random.randrange(1, 1000) for _ in range(0, 1000)])
c = r[:, None]
def option1(r):
dists = np.abs(r - r[:, None])
def option2(r):
dists = scipy.spatial.distance.pdist(r, 'cityblock')
def option3(r):
dists = sklearn.metrics.pairwise.manhattan_distances(r)
Timing with IPython:
In [36]: timeit option1(r)
100 loops, best of 3: 5.31 ms per loop
In [37]: timeit option2(c)
1000 loops, best of 3: 1.84 ms per loop
In [38]: timeit option3(c)
100 loops, best of 3: 11.5 ms per loop
I didn't try the Cython implementation (I can't use it for this project), but comparing my results to the other answer that did, it looks like scipy.spatial.distance.pdist is roughly a third slower than the Cython implementation (taking into account the different machines by benchmarking on the np.abs solution).