Function gpu_stump

stumpy/gpu_stump.py:483–867

Compute the z-normalized matrix profile with one or more GPU devices This is a convenience wrapper around the Numba ``cuda.jit`` ``_gpu_stump`` function which computes the matrix profile according to GPU-STOMP. The default number of threads-per-block is set to ``512`` and may be ch

(
    T_A,
    m,
    T_B=None,
    ignore_trivial=True,
    device_id=0,
    normalize=True,
    p=2.0,
    k=1,
    T_A_subseq_isconstant=None,
    T_B_subseq_isconstant=None,
)

@core.non_normalized(gpu_aamp)
def gpu_stump(
    T_A,
    m,
    T_B=None,
    ignore_trivial=True,
    device_id=0,
    normalize=True,
    p=2.0,
    k=1,
    T_A_subseq_isconstant=None,
    T_B_subseq_isconstant=None,
):
    """
    Compute the z-normalized matrix profile with one or more GPU devices

    This is a convenience wrapper around the Numba ``cuda.jit`` ``_gpu_stump`` function
    which computes the matrix profile according to GPU-STOMP. The default number of
    threads-per-block is set to ``512`` and may be changed by setting the global
    parameter ``config.STUMPY_THREADS_PER_BLOCK`` to an appropriate number based on
    your GPU hardware.

    Parameters
    ----------
    T_A : numpy.ndarray
        The time series or sequence for which to compute the matrix profile.

    m : int
        Window size.

    T_B : numpy.ndarray, default None
        The time series or sequence that will be used to annotate ``T_A``. For every
        subsequence in ``T_A``, its nearest neighbor in ``T_B`` will be recorded.
        Default is  ``None`` which corresponds to a self-join.

    ignore_trivial : bool, default True
        Set to ``True`` if this is a self-join (i.e., for a single time series
        ``T_A`` without ``T_B``). This ensures that an exclusion zone is applied
        to each subsequence in ``T_A`` and all trivial/self-matches are ignored.
        Otherwise, for an AB-join (i.e., between two times series, ``T_A`` and
        ``T_B``), set this to ``False``.

    device_id : int or list, default 0
        The (GPU) device number to use. The default value is ``0``. A list of
        valid device ids (``int``) may also be provided for parallel GPU-STUMP
        computation. A list of all valid device ids can be obtained by
        executing ``[device.id for device in numba.cuda.list_devices()]``.

    normalize : bool, default True
        When set to ``True``, this z-normalizes subsequences prior to computing
        distances. Otherwise, this function gets re-routed to its complementary
        non-normalized equivalent set in the ``@core.non_normalized`` function
        decorator.

    p : float, default 2.0
        The p-norm to apply for computing the Minkowski distance. Minkowski distance is
        typically used with ``p`` being ``1`` or ``2``, which correspond to the
        Manhattan distance and the Euclidean distance, respectively. This parameter is
        ignored when ``normalize == True``.