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Kyle Pena
Kyle Pena

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The Unreasonable Usefulness of numpy's einsum

Introduction

I'd like to introduce you to the most useful method in Python, np.einsum.

With np.einsum (and its counterparts in Tensorflow and JAX), you can write complicated matrix and tensor operations in an extremely clear and succinct way. I've also found that its clarity and succinctness relieves a lot of the mental overload that comes with working with tensors.

And it's actually fairly simple to learn and use. Here's how it works:

In np.einsum, you have a subscripts string argument and you have one or more operands:

numpy.einsum(subscripts : string, *operands : List[np.ndarray])
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The subscripts argument is a "mini-language" that tells numpy how to manipulate and combine the axes of the operands. It's a little difficult to read at first, but it's not bad when you get the hang of it.

Single Operands

For a first example, let's use np.einsum to swap the axes of (a.k.a. take the transpose) a matrix A:

M = np.einsum('ij->ji', A)
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The letters i and j are bound to the first and second axes of A. Numpy binds letters to axes in the order they appear, but numpy doesn't care what letters you use if you are explicit. We could have used a and b, for example, and it works the same way:

M = np.einsum('ab->ba', A)
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However, you must supply as many letters as there are axes in the operand. There are two axes in A, so you must supply two distinct letters. The next example won't work because the subscripts formula only has one letter to bind, i:

# broken
M = np.einsum('i->i', A)
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On the other hand, if the operand does indeed have only one axis (i.o.w., it is a vector), then the single-letter subscript formula works just fine, although it isn't very useful because it leaves the vector a as-is:

m = np.einsum('i->i', a)
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Summing Over Axes

But what about this operation? There's no i on the right-hand-side. Is this valid?

c = np.einsum('i->', a)
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Surprisingly, yes!

Here is the first key to understanding the essence of np.einsum: If an axis is omitted from the right-hand-side, then the axis is summed over.

sum over i

Code:

c = 0
I = len(a)
for i in range(I):
   c += a[i]
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The summing-over behavior isn't limited to a single axis. For example, you can sum over two axes at once by using this subscript formula: c = np.einsum('ij->', A):

sum i and j

Here is the corresponding Python code:

c = 0
I,J = A.shape
for i in range(I):
   for j in range(J):
      c += A[i,j]
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But it doesn't stop there - we can get creative and sum some axes and leave others alone. For example: np.einsum('ij->i', A) sums the rows of matrix A, leaving a vector of row sums of length j:

Sum over j

Code:

I,J = A.shape
r = np.zeros(I)
for i in range(I):
   for j in range(J):
      r[i] += A[i,j]
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Likewise, np.einsum('ij->j', A) sums columns in A.

double sum

Code:

I,J = A.shape
r = np.zeros(J)
for i in range(I):
   for j in range(J):
      r[j] += A[i,j]
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Two Operands

There's a limit to what we can do with a single operand. Things get a lot more interesting (and useful) with two operands.

Let's suppose you have two vectors a = [a_1, a_2, ... ] and b = [a_1, a_2, ...].

If len(a) === len(b), we can compute the inner product (also called the dot product) like this:

a = np.asarray([4,5,6])
b = np.asarray([1,2,3])
c = np.einsum('i,i->', a, b)`
>> c := 32.0
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Two things are happening here simultaneously:

  1. Because i is bound to both a and b, a and b are "lined up" and then multiplied together: a[i] * b[i].
  2. Because the index i is excluded from the right-hand-side, axis i is summed over in order to eliminate it.

If you put (1) and (2) together, you get the classic inner product.

Inner Product

Code:

c = 0
I = len(a)
for i in range(I):
   c += a[i] * b[i]
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Now, let's suppose that we didn't omit i from the subscript formula, we would multiply all a[i] and b[i] and not sum over i:

a = np.asarray([4,5,6])
b = np.asarray([1,2,3])
c = np.einsum(`i,i->i`, a, b)
>> c := np.asarray([4,10,18])
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pointwise

Code:

I = len(a)
c = np.zeros(I)
for i in range(I):
   c[i] = a[i] * b[i]
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This is also called element-wise multiplication (or the Hadamard Product for matrices), and is typically done via the numpy method np.multiply.

Finally, let's suppose we included all the axes in the output - both i and j. This is called the outer product.

a = np.asarray([4,5,6])
b = np.asarray([1,2,3])
C = np.einsum(`i,j->ij`, a, b)
>> C := np.asarray([[4,8,12],[5,10,15],[6,12,18]])
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In this subscript formula, the axes of a and b are bound to separate letters, and thus are treated as separate "loop variables". Therefore C has entries a[i] * b[j] for all i and j, arranged into a matrix.

outer product

Code:

I = len(a)
J = len(b)
C = np.zeros(I,J)
for i in range(I):
   for j in range(J):
      C[i,j] = a[i] * b[j]
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Three Operands

Taking the outer product a step further, here's a three-operand version:

M = np.einsum('i,j,k->ijk', a, b, c) 
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three axis outer product

The equivalent Python code for our three-operand outer product is:

I = len(a)
J = len(b)
K = len(c)
for i in range(I):
   for j in range(J):
      for j in range(K):
         M[i,j,k] = a[i] * b[j] * c[k]
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Going even further, there's nothing stopping us from omitting axes to sum over them in addition to transposing the result by writing ki instead of ik on the right-hand-side of ->:

M = np.einsum('i,j,k->ki', a, b, c)
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The equivalent Python code would read:

I = len(a)
J = len(b)
K = len(c)
M = np.zeros(K,I)
for i in range(I):
   for j in range(J):
      for k in range(K):
         M[k,i] += a[i] * b[j] * c[k]
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Now I hope you can begin to see how you can specify complicated tensor operations rather easily. What's more, I can readily read off the above operation straight from the subscripts: "The outer product of three vectors, with the middle axes summed over, and the final result transposed". Pretty neat, but is this just academic? I don't think so.

A Practical Example

For a practical example, let's implement the equation at the heart of LLMs, from the classic paper "Attention is All You Need".

Eq. 1 describes the Attention Mechanism:

Attention

We'll focus our attention on the term QKTQK^T , because softmax isn't computible by np.einsum and the scaling factor 1dk\frac{1}{\sqrt{d_k}} is trivial to apply.

The QKTQK^T term represents the dot products of m queries with n keys. Q is a collection of m d-dimensional row vectors stacked into a matrix, so Q has the shape md. Likewise, K is a collection of n d-dimensional row vectors stacked into a matrix, so K has the shape md.

The product between a single Q and K would be written as:

np.einsum('md,nd->mn', Q, K)

Note that because of the way we wrote our subscripts equation, we avoided having to transpose K prior to matrix multiplication!

Q kt

So, that seems pretty straightforward - in fact, it's just a traditional matrix multiplication. However, we're not done yet. Attention Is All You Need uses multi-head attention, which means we really have k such matrix multiplies happening simultaneously over an indexed collection of Q matrices and K matrices.

To make things a bit clearer, we might rewrite the product as QiKiTQ_iK_i^T .

That means we have an additional axis i for both Q and K.

And what's more, if we are in a training setting, we are probably executing a batch of such multi-headed attention operations.

So presumably would want to perform the operation over a batch of examples along a batch axis b. Thus, the complete product would be something like:

batch_multihead_QKt = np.einsum('bimd,bind->bimn', Q, K, optimize = True)
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I'm going to skip the diagram here because we're dealing with 4-axis tensors. But you might be able to picture "stacking" the earlier diagram to get our multi-head axis i, and then "stacking" those "stacks" to get our batch axis b.

It's difficult for me to see how we would implement such an operation with any combination of the other numpy methods. Yet, with a little bit of inspection, it's clear what's happening: Over a batch, over a collection of matrices Q and K, perform the matrix multiplication Qt(K).

Now, isn't that wonderful?

Small Update

It was pointed out to me that the Attention example boils down to slicewise matmul, and that is supported by matmul out-of-the-box. Fair point! Originally, this post was using a different example that doesn't boil down to slicewise matmul, but it was far less topical than LLMs.

Also, it was pointed out to me that the performance of np.einsum greatly suffers unless you specifically set optimize=True in the parameter list. I investigated this topic in detail in my follow-up blog posts here.

Shameless Plug

After doing the founder mode grind for a year, I'm looking for work. I've got over 15 years experience in a wide variety of technical fields and programming languages and also experience managing teams. Math and statistics are focus areas. DM me on Twitter or on LinkedIn and let's talk!

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