Python: Cosine similarity between two large numpy arrays

问题

I have two numpy arrays:

Array 1: 500,000 rows x 100 cols

Array 2: 160,000 rows x 100 cols

I would like to find the largest cosine similarity between each row in Array 1 and Array 2. In other words, I compute the cosine similarities between the first row in Array 1 and all the rows in Array 2, and find the maximum cosine similarity, and then I compute the cosine similarities between the second row in Array 1 and all the rows in Array 2, and find the maximum cosine similarity; and do this for the rest of Array 1.

I currently use sklearn's cosine_similarity() function and do the following, but it is extremely slow. I wonder if there is a faster way that doesn't involve multiprocessing/multithreading to accomplish what I want to do. Also, the arrays I have are not sparse.

from sklearn.metrics.pairwise import cosine_similarity as cosine

results = []
for i in range(Array1.shape[0]):
     results.append(numpy.max(cosine(Array1[None,i,:], Array2)))

回答1:

Iterating in Python in slow. It's always best to "vectorise" and use numpy operations on arrays as much as possible, which pass the work to numpy's low-level implementation, which is fast.

cosine_similarity is already vectorised. An ideal solution would therefore simply involve cosine_similarity(A, B) where A and B are your first and second arrays. Unfortunately this matrix is 500,000 by 160,000 which is too large to do in memory (it throws an error).

The next best solution then is to split A (by rows) into large blocks (instead of individual rows) so that the result still fits in memory, and iterate over them. I find for your data that using 100 rows in each block fits in memory; much more and it doesn't work. Then we simply use .max and get our 100 maxes for each iteration, which we can collect together at the end.

This way strongly suggests we do an additional time save, though. The formula for the cosine similarity of two vectors is u.v / |u||v|, and it is the cosine of the angle between the two. Because we're iterating, we keep recalculating the lengths of the rows of B each time and throwing the result away. A nice way around this is to use the fact that cosine similarity does not vary if you scale the vectors (the angle is the same). So we can calculate all the row lengths only once and divide by them to make the rows unit vectors. And then we calculate the cosine similarity simply as u.v, which can be done for arrays via matrix multiplication. I did a quick test of this and it was about 3 times faster.

Putting it all together:

import numpy as np

# Example data
A = np.random.random([500000, 100])
B = np.random.random([160000, 100])

# There may be a proper numpy method for this function, but it won't be much faster.
def normalise(A):
    lengths = (A**2).sum(axis=1, keepdims=True)**.5
    return A/lengths

A = normalise(A)
B = normalise(B)

results = []

rows_in_slice = 100

slice_start = 0
slice_end = slice_start + rows_in_slice

while slice_end <= A.shape[0]:

    results.append(A[slice_start:slice_end].dot(B.T).max(axis=1))

    slice_start += rows_in_slice
    slice_end = slice_start + rows_in_slice

result = np.concatenate(results)

This takes me about 2 seconds per 1,000 rows of A to run. So it should be about 1,000 seconds for your data.

来源：https://stackoverflow.com/questions/52030945/python-cosine-similarity-between-two-large-numpy-arrays

标签

python

numpy

scikit-learn

cosine-similarity