Logistic regression 2

Percentage Accurate: 99.4% → 99.5%
Time: 6.6s
Alternatives: 8
Speedup: 1.7×

Specification

?
\[\begin{array}{l} \\ \log \left(1 + e^{x}\right) - x \cdot y \end{array} \]
(FPCore (x y) :precision binary64 (- (log (+ 1.0 (exp x))) (* x y)))
double code(double x, double y) {
	return log((1.0 + exp(x))) - (x * y);
}
real(8) function code(x, y)
    real(8), intent (in) :: x
    real(8), intent (in) :: y
    code = log((1.0d0 + exp(x))) - (x * y)
end function
public static double code(double x, double y) {
	return Math.log((1.0 + Math.exp(x))) - (x * y);
}
def code(x, y):
	return math.log((1.0 + math.exp(x))) - (x * y)
function code(x, y)
	return Float64(log(Float64(1.0 + exp(x))) - Float64(x * y))
end
function tmp = code(x, y)
	tmp = log((1.0 + exp(x))) - (x * y);
end
code[x_, y_] := N[(N[Log[N[(1.0 + N[Exp[x], $MachinePrecision]), $MachinePrecision]], $MachinePrecision] - N[(x * y), $MachinePrecision]), $MachinePrecision]
\begin{array}{l}

\\
\log \left(1 + e^{x}\right) - x \cdot y
\end{array}

Sampling outcomes in binary64 precision:

Local Percentage Accuracy vs ?

The average percentage accuracy by input value. Horizontal axis shows value of an input variable; the variable is choosen in the title. Vertical axis is accuracy; higher is better. Red represent the original program, while blue represents Herbie's suggestion. These can be toggled with buttons below the plot. The line is an average while dots represent individual samples.

Accuracy vs Speed?

Herbie found 8 alternatives:

AlternativeAccuracySpeedup
The accuracy (vertical axis) and speed (horizontal axis) of each alternatives. Up and to the right is better. The red square shows the initial program, and each blue circle shows an alternative.The line shows the best available speed-accuracy tradeoffs.

Initial Program: 99.4% accurate, 1.0× speedup?

\[\begin{array}{l} \\ \log \left(1 + e^{x}\right) - x \cdot y \end{array} \]
(FPCore (x y) :precision binary64 (- (log (+ 1.0 (exp x))) (* x y)))
double code(double x, double y) {
	return log((1.0 + exp(x))) - (x * y);
}
real(8) function code(x, y)
    real(8), intent (in) :: x
    real(8), intent (in) :: y
    code = log((1.0d0 + exp(x))) - (x * y)
end function
public static double code(double x, double y) {
	return Math.log((1.0 + Math.exp(x))) - (x * y);
}
def code(x, y):
	return math.log((1.0 + math.exp(x))) - (x * y)
function code(x, y)
	return Float64(log(Float64(1.0 + exp(x))) - Float64(x * y))
end
function tmp = code(x, y)
	tmp = log((1.0 + exp(x))) - (x * y);
end
code[x_, y_] := N[(N[Log[N[(1.0 + N[Exp[x], $MachinePrecision]), $MachinePrecision]], $MachinePrecision] - N[(x * y), $MachinePrecision]), $MachinePrecision]
\begin{array}{l}

\\
\log \left(1 + e^{x}\right) - x \cdot y
\end{array}

Alternative 1: 99.5% accurate, 1.0× speedup?

\[\begin{array}{l} \\ \mathsf{fma}\left(-y, x, \mathsf{log1p}\left(e^{x}\right)\right) \end{array} \]
(FPCore (x y) :precision binary64 (fma (- y) x (log1p (exp x))))
double code(double x, double y) {
	return fma(-y, x, log1p(exp(x)));
}
function code(x, y)
	return fma(Float64(-y), x, log1p(exp(x)))
end
code[x_, y_] := N[((-y) * x + N[Log[1 + N[Exp[x], $MachinePrecision]], $MachinePrecision]), $MachinePrecision]
\begin{array}{l}

\\
\mathsf{fma}\left(-y, x, \mathsf{log1p}\left(e^{x}\right)\right)
\end{array}
Derivation
  1. Initial program 98.6%

    \[\log \left(1 + e^{x}\right) - x \cdot y \]
  2. Add Preprocessing
  3. Step-by-step derivation
    1. lift--.f64N/A

      \[\leadsto \color{blue}{\log \left(1 + e^{x}\right) - x \cdot y} \]
    2. sub-negN/A

      \[\leadsto \color{blue}{\log \left(1 + e^{x}\right) + \left(\mathsf{neg}\left(x \cdot y\right)\right)} \]
    3. +-commutativeN/A

      \[\leadsto \color{blue}{\left(\mathsf{neg}\left(x \cdot y\right)\right) + \log \left(1 + e^{x}\right)} \]
    4. lift-*.f64N/A

      \[\leadsto \left(\mathsf{neg}\left(\color{blue}{x \cdot y}\right)\right) + \log \left(1 + e^{x}\right) \]
    5. *-commutativeN/A

      \[\leadsto \left(\mathsf{neg}\left(\color{blue}{y \cdot x}\right)\right) + \log \left(1 + e^{x}\right) \]
    6. distribute-lft-neg-inN/A

      \[\leadsto \color{blue}{\left(\mathsf{neg}\left(y\right)\right) \cdot x} + \log \left(1 + e^{x}\right) \]
    7. lower-fma.f64N/A

      \[\leadsto \color{blue}{\mathsf{fma}\left(\mathsf{neg}\left(y\right), x, \log \left(1 + e^{x}\right)\right)} \]
    8. lower-neg.f6498.6

      \[\leadsto \mathsf{fma}\left(\color{blue}{-y}, x, \log \left(1 + e^{x}\right)\right) \]
    9. lift-log.f64N/A

      \[\leadsto \mathsf{fma}\left(\mathsf{neg}\left(y\right), x, \color{blue}{\log \left(1 + e^{x}\right)}\right) \]
    10. lift-+.f64N/A

      \[\leadsto \mathsf{fma}\left(\mathsf{neg}\left(y\right), x, \log \color{blue}{\left(1 + e^{x}\right)}\right) \]
    11. lower-log1p.f6498.9

      \[\leadsto \mathsf{fma}\left(-y, x, \color{blue}{\mathsf{log1p}\left(e^{x}\right)}\right) \]
  4. Applied rewrites98.9%

    \[\leadsto \color{blue}{\mathsf{fma}\left(-y, x, \mathsf{log1p}\left(e^{x}\right)\right)} \]
  5. Add Preprocessing

Alternative 2: 97.8% accurate, 0.4× speedup?

\[\begin{array}{l} \\ \begin{array}{l} t_0 := \log \left(e^{x} + 1\right) - y \cdot x\\ t_1 := \left(-y\right) \cdot x\\ \mathbf{if}\;t\_0 \leq 0.2:\\ \;\;\;\;t\_1\\ \mathbf{elif}\;t\_0 \leq 20:\\ \;\;\;\;\mathsf{fma}\left(x, 0.5, \log 2\right)\\ \mathbf{else}:\\ \;\;\;\;t\_1\\ \end{array} \end{array} \]
(FPCore (x y)
 :precision binary64
 (let* ((t_0 (- (log (+ (exp x) 1.0)) (* y x))) (t_1 (* (- y) x)))
   (if (<= t_0 0.2) t_1 (if (<= t_0 20.0) (fma x 0.5 (log 2.0)) t_1))))
double code(double x, double y) {
	double t_0 = log((exp(x) + 1.0)) - (y * x);
	double t_1 = -y * x;
	double tmp;
	if (t_0 <= 0.2) {
		tmp = t_1;
	} else if (t_0 <= 20.0) {
		tmp = fma(x, 0.5, log(2.0));
	} else {
		tmp = t_1;
	}
	return tmp;
}
function code(x, y)
	t_0 = Float64(log(Float64(exp(x) + 1.0)) - Float64(y * x))
	t_1 = Float64(Float64(-y) * x)
	tmp = 0.0
	if (t_0 <= 0.2)
		tmp = t_1;
	elseif (t_0 <= 20.0)
		tmp = fma(x, 0.5, log(2.0));
	else
		tmp = t_1;
	end
	return tmp
end
code[x_, y_] := Block[{t$95$0 = N[(N[Log[N[(N[Exp[x], $MachinePrecision] + 1.0), $MachinePrecision]], $MachinePrecision] - N[(y * x), $MachinePrecision]), $MachinePrecision]}, Block[{t$95$1 = N[((-y) * x), $MachinePrecision]}, If[LessEqual[t$95$0, 0.2], t$95$1, If[LessEqual[t$95$0, 20.0], N[(x * 0.5 + N[Log[2.0], $MachinePrecision]), $MachinePrecision], t$95$1]]]]
\begin{array}{l}

\\
\begin{array}{l}
t_0 := \log \left(e^{x} + 1\right) - y \cdot x\\
t_1 := \left(-y\right) \cdot x\\
\mathbf{if}\;t\_0 \leq 0.2:\\
\;\;\;\;t\_1\\

\mathbf{elif}\;t\_0 \leq 20:\\
\;\;\;\;\mathsf{fma}\left(x, 0.5, \log 2\right)\\

\mathbf{else}:\\
\;\;\;\;t\_1\\


\end{array}
\end{array}
Derivation
  1. Split input into 2 regimes
  2. if (-.f64 (log.f64 (+.f64 #s(literal 1 binary64) (exp.f64 x))) (*.f64 x y)) < 0.20000000000000001 or 20 < (-.f64 (log.f64 (+.f64 #s(literal 1 binary64) (exp.f64 x))) (*.f64 x y))

    1. Initial program 98.9%

      \[\log \left(1 + e^{x}\right) - x \cdot y \]
    2. Add Preprocessing
    3. Taylor expanded in x around inf

      \[\leadsto \color{blue}{-1 \cdot \left(x \cdot y\right)} \]
    4. Step-by-step derivation
      1. mul-1-negN/A

        \[\leadsto \color{blue}{\mathsf{neg}\left(x \cdot y\right)} \]
      2. distribute-rgt-neg-inN/A

        \[\leadsto \color{blue}{x \cdot \left(\mathsf{neg}\left(y\right)\right)} \]
      3. lower-*.f64N/A

        \[\leadsto \color{blue}{x \cdot \left(\mathsf{neg}\left(y\right)\right)} \]
      4. lower-neg.f6497.7

        \[\leadsto x \cdot \color{blue}{\left(-y\right)} \]
    5. Applied rewrites97.7%

      \[\leadsto \color{blue}{x \cdot \left(-y\right)} \]

    if 0.20000000000000001 < (-.f64 (log.f64 (+.f64 #s(literal 1 binary64) (exp.f64 x))) (*.f64 x y)) < 20

    1. Initial program 100.0%

      \[\log \left(1 + e^{x}\right) - x \cdot y \]
    2. Add Preprocessing
    3. Taylor expanded in y around 0

      \[\leadsto \color{blue}{\log \left(1 + e^{x}\right)} \]
    4. Step-by-step derivation
      1. lower-log1p.f64N/A

        \[\leadsto \color{blue}{\mathsf{log1p}\left(e^{x}\right)} \]
      2. lower-exp.f6498.5

        \[\leadsto \mathsf{log1p}\left(\color{blue}{e^{x}}\right) \]
    5. Applied rewrites98.5%

      \[\leadsto \color{blue}{\mathsf{log1p}\left(e^{x}\right)} \]
    6. Taylor expanded in x around 0

      \[\leadsto \log 2 + \color{blue}{\frac{1}{2} \cdot x} \]
    7. Step-by-step derivation
      1. Applied rewrites97.9%

        \[\leadsto \mathsf{fma}\left(x, \color{blue}{0.5}, \log 2\right) \]
    8. Recombined 2 regimes into one program.
    9. Final simplification97.8%

      \[\leadsto \begin{array}{l} \mathbf{if}\;\log \left(e^{x} + 1\right) - y \cdot x \leq 0.2:\\ \;\;\;\;\left(-y\right) \cdot x\\ \mathbf{elif}\;\log \left(e^{x} + 1\right) - y \cdot x \leq 20:\\ \;\;\;\;\mathsf{fma}\left(x, 0.5, \log 2\right)\\ \mathbf{else}:\\ \;\;\;\;\left(-y\right) \cdot x\\ \end{array} \]
    10. Add Preprocessing

    Developer Target 1: 99.9% accurate, 0.9× speedup?

    \[\begin{array}{l} \\ \begin{array}{l} \mathbf{if}\;x \leq 0:\\ \;\;\;\;\log \left(1 + e^{x}\right) - x \cdot y\\ \mathbf{else}:\\ \;\;\;\;\log \left(1 + e^{-x}\right) - \left(-x\right) \cdot \left(1 - y\right)\\ \end{array} \end{array} \]
    (FPCore (x y)
     :precision binary64
     (if (<= x 0.0)
       (- (log (+ 1.0 (exp x))) (* x y))
       (- (log (+ 1.0 (exp (- x)))) (* (- x) (- 1.0 y)))))
    double code(double x, double y) {
    	double tmp;
    	if (x <= 0.0) {
    		tmp = log((1.0 + exp(x))) - (x * y);
    	} else {
    		tmp = log((1.0 + exp(-x))) - (-x * (1.0 - y));
    	}
    	return tmp;
    }
    
    real(8) function code(x, y)
        real(8), intent (in) :: x
        real(8), intent (in) :: y
        real(8) :: tmp
        if (x <= 0.0d0) then
            tmp = log((1.0d0 + exp(x))) - (x * y)
        else
            tmp = log((1.0d0 + exp(-x))) - (-x * (1.0d0 - y))
        end if
        code = tmp
    end function
    
    public static double code(double x, double y) {
    	double tmp;
    	if (x <= 0.0) {
    		tmp = Math.log((1.0 + Math.exp(x))) - (x * y);
    	} else {
    		tmp = Math.log((1.0 + Math.exp(-x))) - (-x * (1.0 - y));
    	}
    	return tmp;
    }
    
    def code(x, y):
    	tmp = 0
    	if x <= 0.0:
    		tmp = math.log((1.0 + math.exp(x))) - (x * y)
    	else:
    		tmp = math.log((1.0 + math.exp(-x))) - (-x * (1.0 - y))
    	return tmp
    
    function code(x, y)
    	tmp = 0.0
    	if (x <= 0.0)
    		tmp = Float64(log(Float64(1.0 + exp(x))) - Float64(x * y));
    	else
    		tmp = Float64(log(Float64(1.0 + exp(Float64(-x)))) - Float64(Float64(-x) * Float64(1.0 - y)));
    	end
    	return tmp
    end
    
    function tmp_2 = code(x, y)
    	tmp = 0.0;
    	if (x <= 0.0)
    		tmp = log((1.0 + exp(x))) - (x * y);
    	else
    		tmp = log((1.0 + exp(-x))) - (-x * (1.0 - y));
    	end
    	tmp_2 = tmp;
    end
    
    code[x_, y_] := If[LessEqual[x, 0.0], N[(N[Log[N[(1.0 + N[Exp[x], $MachinePrecision]), $MachinePrecision]], $MachinePrecision] - N[(x * y), $MachinePrecision]), $MachinePrecision], N[(N[Log[N[(1.0 + N[Exp[(-x)], $MachinePrecision]), $MachinePrecision]], $MachinePrecision] - N[((-x) * N[(1.0 - y), $MachinePrecision]), $MachinePrecision]), $MachinePrecision]]
    
    \begin{array}{l}
    
    \\
    \begin{array}{l}
    \mathbf{if}\;x \leq 0:\\
    \;\;\;\;\log \left(1 + e^{x}\right) - x \cdot y\\
    
    \mathbf{else}:\\
    \;\;\;\;\log \left(1 + e^{-x}\right) - \left(-x\right) \cdot \left(1 - y\right)\\
    
    
    \end{array}
    \end{array}
    

    Reproduce

    ?
    herbie shell --seed 2024229 
    (FPCore (x y)
      :name "Logistic regression 2"
      :precision binary64
    
      :alt
      (! :herbie-platform default (if (<= x 0) (- (log (+ 1 (exp x))) (* x y)) (- (log (+ 1 (exp (- x)))) (* (- x) (- 1 y)))))
    
      (- (log (+ 1.0 (exp x))) (* x y)))