Python: speeding up geographic comparison

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梦毁少年i
梦毁少年i 2020-12-05 20:35

I\'ve written some code that includes a nested loop where the inner loop is executed about 1.5 million times. I have a function in this loop that I\'m trying to optimize. I\

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  • 2020-12-05 20:46

    abs(lat2 - lat1) + abs(lon2 - lon1) is the 1-norm or Manhattan-metric and thus the triangle inequality holds.

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  • 2020-12-05 20:47

    The formula you wrote (d=abs(lat2-lat1)+(lon2-lon1)) does NOT preserve triangle inequality: if you find lat, lon for wich d is min, you don't find the closest point, but the point closest to two diagonal straight lines crossing in the point you are checking!

    I think you should order the large ammount of points by lat and lon (this means: (1,1),(1,2), (1,3)...(2,1),(2,2) etc. Then use the gunner method to find the some of the closest points in terms of latitude and longitude (this should be really fast, it is going to take cpu time proportional to ln2 (n) where n is the number of points). You can do this easily, on example: choose all the points in a square of 10x10 around the point you are going to check, this means: find all the points that are from -10 to +10 in lat (gunner method) and again those that are from -10 to +10 in lon (gunner method). Now you have a really small ammount of data do process, and it should be very fast!

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  • 2020-12-05 20:48

    I had a similar problem and decided to knock up a Cython function. On my 2008 MBP it can do about 1.2M iterations per second. Taking the type checking out speeds up a further 25%. No doubt further optimisations are possible (at the expense of clarity).

    You may also want to check out the scipy.spatial.distance.cdist function.

    from libc.math cimport sin, cos, acos
    
    def distance(float lat1, float lng1, float lat2, float lng2):
        if lat1 is None or lat2 is None or lng1 is None or lng2 is None: return None
        cdef float phi1
        cdef float phi2
        cdef float theta1
        cdef float theta2
        cdef float c
        cdef float arc
    
        phi1 = (90.0 - lat1)*0.0174532925
        phi2 = (90.0 - lat2)*0.0174532925
        theta1 = lng1*0.0174532925
        theta2 = lng2*0.0174532925
    
        c = (sin(phi1)*sin(phi2)*cos(theta1 - theta2) + cos(phi1)*cos(phi2))
        arc = acos( c )
        return arc*6371
    
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  • 2020-12-05 20:48

    The fastest way to do this is to avoid computing a function for each pair of points, assuming your relatively small collection isn't very tiny.

    There are some databases that have geo-indexes you could use (mysql, oracle, mongodb..), or implement something yourself.

    You could use python-geohash. For each doc in the smaller collection you need to quickly find the set of documents in the larger collection that share a hash from geohash.neighbors for the longest hash size that has matches. You'll need to use an appropriate datastructure for the lookup or this will be slow.

    For finding the distance between points, the error of the simple approach increases as the distance between the points increases and also depends on the latitude. See http://www.movable-type.co.uk/scripts/gis-faq-5.1.html for example.

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  • 2020-12-05 20:49

    This is the kind of calculation that numpy is really good at. Rather than looping over the entire large set of coordinates, you can compute the distance between a single point and the entire dataset in a single calculation. With my tests below, you can get an order of magnitude speed increase.

    Here's some timing tests with your haversine method, your dumb method (not really sure what that does) and my numpy haversine method. It computes the distance between two points - one in Virginia and one in California that are 2293 miles away.

    from math import radians, sin, cos, asin, sqrt, pi, atan2
    import numpy as np
    import itertools
    
    earth_radius_miles = 3956.0
    
    def haversine(point1, point2):
        """Gives the distance between two points on earth.
        """
        lat1, lon1 = (radians(coord) for coord in point1)
        lat2, lon2 = (radians(coord) for coord in point2)
        dlat, dlon = (lat2 - lat1, lon2 - lon1)
        a = sin(dlat/2.0)**2 + cos(lat1) * cos(lat2) * sin(dlon/2.0)**2
        great_circle_distance = 2 * asin(min(1,sqrt(a)))
        d = earth_radius_miles * great_circle_distance
        return d
    
    def dumb(point1, point2):
        lat1, lon1 = point1
        lat2, lon2 = point2
        d = abs((lat2 - lat1) + (lon2 - lon1))
        return d
    
    def get_shortest_in(needle, haystack):
        """needle is a single (lat,long) tuple.
            haystack is a numpy array to find the point in
            that has the shortest distance to needle
        """
        dlat = np.radians(haystack[:,0]) - radians(needle[0])
        dlon = np.radians(haystack[:,1]) - radians(needle[1])
        a = np.square(np.sin(dlat/2.0)) + cos(radians(needle[0])) * np.cos(np.radians(haystack[:,0])) * np.square(np.sin(dlon/2.0))
        great_circle_distance = 2 * np.arcsin(np.minimum(np.sqrt(a), np.repeat(1, len(a))))
        d = earth_radius_miles * great_circle_distance
        return np.min(d)
    
    
    x = (37.160316546736745, -78.75)
    y = (39.095962936305476, -121.2890625)
    
    def dohaversine():
        for i in xrange(100000):
            haversine(x,y)
    
    def dodumb():
        for i in xrange(100000):
            dumb(x,y)
    
    lots = np.array(list(itertools.repeat(y, 100000)))
    def donumpy():
        get_shortest_in(x, lots)
    
    from timeit import Timer
    print 'haversine distance =', haversine(x,y), 'time =',
    print Timer("dohaversine()", "from __main__ import dohaversine").timeit(100)
    print 'dumb distance =', dumb(x,y), 'time =',
    print Timer("dodumb()", "from __main__ import dodumb").timeit(100)
    print 'numpy distance =', get_shortest_in(x, lots), 'time =',
    print Timer("donumpy()", "from __main__ import donumpy").timeit(100)
    

    And here's what it prints:

    haversine distance = 2293.13242188 time = 44.2363960743
    dumb distance = 40.6034161104 time = 5.58199882507
    numpy distance = 2293.13242188 time = 1.54996609688
    

    The numpy method takes 1.55 seconds to compute the same number of distance calculations as it takes 44.24 seconds to compute with your function method. You could probably get more of a speedup by combining some of the numpy functions into a single statement, but it would become a long, hard-to-read line.

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  • 2020-12-05 20:56

    You can consider some kind of graphical hashing, i.e. find closest points fast and then calculate on them. For example, you can create a uniform grid, and distribute the points (of the large collection) to be in the bins created by the grid.

    Now, having a point from the small collection, you'll need to process much smaller amount of points (i.e. those in relevant bins only)

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