A high-performance toolbox for PhiID computation, accelerated by GPU.
Project description
OmegaID
ΩID is a Python package for calculating the integrated information decomposition (ΦID) of time series data. It is designed for high-performance computing, with optional GPU acceleration via CuPy.
Installation
Currently, OmegaID is not available on PyPI. You can install it from source by following these steps:
-
Clone the repository:
git clone https://github.com/your-repo/omegaid.git cd omegaid
-
Create and activate a virtual environment (recommended with
uv):uv venv uv shell
-
Install dependencies and the package:
With GPU support
To install OmegaID with GPU support, you need to have a CUDA-enabled GPU and the CUDA toolkit installed. Then, install the package with the
gpuextra:uv pip install ".[gpu]"
CPU-only
If you don't have a GPU or don't want to use it, you can install the CPU-only version:
uv pip install .
Usage
OmegaID provides multiple functions for ΦID calculation, tailored for different use cases.
Bivariate Systems (2x2)
For standard 2x2 systems (e.g., two sources influencing two targets), the legacy implementation offers the highest performance.
import numpy as np
from omegaid.core.phiid import calc_phiid_ccs, calc_phiid_mmi
# Generate some random data for a 2x2 system
src = np.random.randn(1000)
trg = np.random.randn(1000)
# Calculate PhiID using the high-performance CCS method (GPU-accelerated)
atoms_res_ccs, _ = calc_phiid_ccs(src, trg, tau=1)
print("CCS Results (Bivariate):", atoms_res_ccs)
# For theoretical comparison, use the MMI method (CPU-only)
atoms_res_mmi, _ = calc_phiid_mmi(src, trg, tau=1)
print("MMI Results (Bivariate):", atoms_res_mmi)
Multivariate Systems (NxM)
For generalized systems with N sources and M targets, use the multivariate functions.
import numpy as np
from omegaid.core.phiid import calc_phiid_multivariate_ccs, calc_phiid_multivariate_mmi
# Generate data for a 3-source, 3-target system
n_samples = 1000
sources = np.random.randn(n_samples, 3)
targets = np.random.randn(n_samples, 3)
# Calculate PhiID using the generalized CCS method
# Note: The core logic is JIT-compiled with Numba for CPU performance.
# The `xp` backend is used for entropy calculations, allowing GPU use there.
atoms_res_multi_ccs, _ = calc_phiid_multivariate_ccs(sources, targets, tau=1)
print("CCS Results (Multivariate):", atoms_res_multi_ccs)
# The MMI version is also available (CPU-only)
atoms_res_multi_mmi, _ = calc_phiid_multivariate_mmi(sources, targets, tau=1)
print("MMI Results (Multivariate):", atoms_res_multi_mmi)
Benchmarks
The performance of OmegaID has been benchmarked across different scenarios.
Bivariate Implementation (calc_phiid_*)
This implementation is highly optimized for 2x2 systems. It shows excellent GPU speedup with calc_phiid_ccs for computations involving a large number of features (dimensions).
Generalized Multivariate Implementation (calc_phiid_multivariate_*)
This implementation handles arbitrary N-source, M-target systems. The core logic for lattice building and Mobius inversion is JIT-compiled with Numba for high CPU performance. The MI calculation has been ported to a CUDA kernel to eliminate GPU-CPU data transfer overhead.
Performance Summary
| Test Case | Samples | Backend | Total Time (s) | Entropy (s) | Lattice Gen (s) | Mobius Inv (s) | Perf Ratio |
|---|---|---|---|---|---|---|---|
| Bivariate (256 Dims) | 50,000 | numpy | 0.133 | - | - | - | - |
| cupy | 0.030 | - | - | - | 4.48x | ||
| Bivariate (1024 Dims) | 50,000 | numpy | 0.113 | - | - | - | - |
| cupy | 0.023 | - | - | - | 4.99x | ||
| Multivariate (1x1) | 1,000 | numpy | 3.418 | 0.357 | 2.797 | 0.263 | - |
| cupy | 1.414 | 0.221 | 0.632 | 0.306 | 2.42x | ||
| Multivariate (2x2) | 1,000 | numpy | 0.846 | 0.070 | 0.629 | 0.146 | - |
| cupy | 1.118 | 0.193 | 0.634 | 0.147 | 0.76x | ||
| Multivariate (3x3) | 1,000 | numpy | 3.689 | 1.283 | 2.203 | 0.187 | - |
| cupy | 5.550 | 3.112 | 2.125 | 0.162 | 0.66x | ||
| Stress Test (3x3) | 10,000 | numpy | 9.602 | 7.143 | 2.181 | 0.187 | - |
Note: Detailed timings for the Bivariate case are not shown as its internal structure is different.
Conclusion
- Bivariate Case: For systems with many features (high dimensionality) but a simple 2x2 source-target structure, the
calc_phiid_ccsfunction provides significant multi-fold speedups on the GPU. - Multivariate Case: For systems with more variables (e.g., 3x3), the computational complexity grows exponentially.
- Our optimizations, including CUDA kernels for MI calculation, have successfully removed data transfer bottlenecks.
- The current performance limitation is the algorithmic complexity of the entropy calculation (
2^nsubsets) and the CPU-bound lattice generation. - As a result, for N > 1, the highly-optimized NumPy backend currently outperforms the CuPy backend.
- Future Work: Further significant performance gains in the multivariate case will require algorithmic innovations to reduce the complexity of the core entropy calculation, rather than further code-level micro-optimizations.
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