Dask.arrays adds overheads for BlackScholes bench comparing to Numpy-based function #2034
Description
We've open-sourced the benchmark here: https://github.com/IntelPython/BlackScholes_bench
I also fixed some issues to remove differences which between bs_erf_dask.py and bs_erf_dask_numpy.py versions which reduced the gap which I showed to you at AnacondaCon.
Though, some difference remains there. Please take a look if you have an explanation and simple path to optimize it.
# Intel build of Numpy is used as set by set_python_envs.sh
./run.sh
bs_erf_dask_numpy.py:
Using Intel-erf-invsqrt numpy 1.11.2
ERF: Dask-agg-sq: Size: 1024
MOPS: 1.0975617202031693
ERF: Dask-agg-sq: Size: 2048
MOPS: 2.160373246781671
ERF: Dask-agg-sq: Size: 4096
MOPS: 3.877962602697867
ERF: Dask-agg-sq: Size: 8192
MOPS: 6.392508487718868
ERF: Dask-agg-sq: Size: 16384
MOPS: 10.572198107424121
ERF: Dask-agg-sq: Size: 32768
MOPS: 14.918486422827671
ERF: Dask-agg-sq: Size: 65536
MOPS: 19.937007392952143
ERF: Dask-agg-sq: Size: 131072
MOPS: 34.957127243175385
ERF: Dask-agg-sq: Size: 262144
MOPS: 55.59018833939888
ERF: Dask-agg-sq: Size: 524288
MOPS: 65.61944673131615
ERF: Dask-agg-sq: Size: 1048576
MOPS: 95.88951101372575
ERF: Dask-agg-sq: Size: 2097152
MOPS: 113.26209976424786
ERF: Dask-agg-sq: Size: 4194304
MOPS: 149.32191488202923
ERF: Dask-agg-sq: Size: 8388608
MOPS: 146.0329585890649
ERF: Dask-agg-sq: Size: 16777216
MOPS: 156.52372122173202
bs_erf_dask.py:
Using Intel-erf-invsqrt numpy 1.11.2
ERF: Dask-sq: Size: 1024
intelpython3/lib/python3.5/site-packages/dask/array/core.py:457: RuntimeWarning: overflow encountered in true_divide
o = func(*args, **kwargs)
MOPS: 0.1569314351720343
ERF: Dask-sq: Size: 2048
MOPS: 0.31703701235651266
ERF: Dask-sq: Size: 4096
MOPS: 0.6423204626561884
ERF: Dask-sq: Size: 8192
MOPS: 1.2690267681811251
ERF: Dask-sq: Size: 16384
MOPS: 2.247484566707261
ERF: Dask-sq: Size: 32768
MOPS: 4.385553723786909
ERF: Dask-sq: Size: 65536
MOPS: 7.389463396923947
ERF: Dask-sq: Size: 131072
MOPS: 14.642015572025098
ERF: Dask-sq: Size: 262144
MOPS: 26.894927982463447
ERF: Dask-sq: Size: 524288
MOPS: 42.16209875801704
ERF: Dask-sq: Size: 1048576
MOPS: 73.32840063658358
ERF: Dask-sq: Size: 2097152
MOPS: 87.92025592270113
ERF: Dask-sq: Size: 4194304
MOPS: 118.21894916833371
ERF: Dask-sq: Size: 8388608
MOPS: 135.69298033658706
ERF: Dask-sq: Size: 16777216
MOPS: 141.9271284927524