In this post, I would like to explain how I have used Lambda to create a function to generate a Fibonacci series array. This example can also be used to understand how to create an array where th...
The second List-based approach makes sense to me coming from a python background where thunks could be thought of as list generators. To get around the arrays of arrays limitation one could convert either to a list of arrays or an array of lists.
PeterBartholomew1 I think the fibonacci examples given here and your examples both suggest moving away from REDUCE / VSTACK row-based solutions. Recommended alternatives might be: - TOCOL for sorting rows - SCAN (possibly with thunks) / MMULT for long / short accumulations e.g. pre-multiplying by a lower triangular matrix of ones seems fastest on your example data
I remember MMULT with the upper triangular matrix as being remarkably effective even for quite large problems. I just chickened out at having to explain the method to a non-mathematically inclined financial modeller as the answer to their corkscrew prayers!
The formulae in my spreadsheet are worse than the REDUCE/VSTACK row-based solutions you mention. I have taken a vertical slice through the data array and accumulated all four rows simultaneously. That requires 1000 applications of HSTACK. The advantage of such an approach is that it works even when the accumulated rows are not independent. In a time series financial model, it is possible that some accumulated arrays may depend upon more than one input row and need to be treated simultaneously.
An approach I finished with there was to write a Lambda function that advances the model one period (essentially providing the derivative with respect to time of the entire model). It should then be possible to place the Lambda function within SCAN to generate the entire timeseries model as an array of arrays.
I suspect it is the demands of memory management that kills the REDUCE/VSTACK. I had the idea of splitting the calculation into smaller blocks. I had visualised nesting REDUCE but, when I followed the logic of partitioning the problem to the extreme, I finished with a scalar calculation that does not require REDUCE. That was when I decided to dig back and resurrect the binary tree idea that I had used in the pre-helper-function days.
I think it should be possible to combine the binary tree with a basic calculation using MMULT (maybe 512x512 might be a reasonable size). A combination of a fast calculation method and reducing the bisection levels should be a double payoff.
One thing I still need to do is to take another look at your multiplication algorithm using convolution. The number of digits your Fibonacci calculation reached was amazing.
Nice recursive bisection method! There's no chance I'd have been able to figure that out... I will need to spend more time studying this!
It seems bisection is a bit faster for general accumulations and REDUCE/VSTACK is several times slower on a thousand or more rows. Removing the extra LET variable in the thunk method gave a slight performance increase and was equally fast for Fibonacci series when returning a single column (combined with mtarler's BIGADD function).
I also included an optimised MMULT version for comparison using scaled down matrices. The 3 step version was about 50% faster than SCAN on both 4000 and 40000 rows. It should be possible to extend this to n steps, but I don't know if going beyond 3 steps would make much difference - and I couldn't work out the logic to do that yet anyway - but if I do I plan to revisit the FFT algorithm because it follows much the same algorithm.
In general Python will be considerably faster and there are also optimisations for big integers. For example running '%timeit fib(100000)' takes just 5.25ms to return all 20899 digits. In Excel however much of the gains will probably be lost in data transfer so I think lambda solutions are not going away any time soon.
I have run a number of tests summing 4 columns by various methods including picking up and dusting down a recursive bisection approach that I wrote before Lambda helper functions and array shaping functions came out. I have included a Thunk solution with your MAP concept. I am not absolutely sure I have got the code right but the performance is acceptable.
Now it may be possible to do some of these things in Python but that is some way off for me!
Playing with the concept a bit more, it could be worth defining a generalised SCAN function that applies to both types of setup. For Fibonacci sequence,
Hi Peter, I must admit I had replied from my phone to the previous message without examining your file - looking more closely I see your formulas are running horizontally across the table. As Sergei implies, I think you'd need to transpose the Fibonacci setup and augment the MAP parameters to include column indices. I didn't check closely but perhaps a setup similar to below would fair better?
=LET(
n, ROWS(data),
m, COLUMNS(data),
thunks, SCAN(
LAMBDA(SEQUENCE(n, , 0, 0)),
SEQUENCE(, m),
LAMBDA(thunk,i, LET(acc, CHOOSECOLS(data, i) + thunk(), LAMBDA(acc)))
),
MAP(
IF(SEQUENCE(n), thunks),
IF(SEQUENCE(, m), SEQUENCE(n)),
LAMBDA(thunk,i, INDEX(thunk(), i))
)
)
SergeiBaklan we all learn off each other - I am just about keeping up with formula developments but not other areas the breadth of knowledge in your posts far exceeds mine (I have very little knowledge of OfficeScript, DAX, M, web, etc.) . If my post is hard to follow that is poor explanation on my part - it is the description of the concept and not any related language construct that is important. In the present situation 'list' works much the same as a thunk, the difference is only that one can include a position index if one chooses rather than leaving the argument empty.
Every time I read your posts I understand that my 200 English words vocabulary is not enough to understand the content properly.
Back to your performance tests. Not sure they are applied correctly to this Fibonacci case, but I'll try to play more with them.
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If you’re looking for technical support, please visit Microsoft Support Community.","avatar":null,"profileSettings":{"__typename":"ProfileSettings","language":null},"parent":{"__ref":"Category:category:microsoft365"},"ancestors":{"__typename":"CoreNodeConnection","edges":[{"__typename":"CoreNodeEdge","node":{"__ref":"Community:community:gxcuf89792"}},{"__typename":"CoreNodeEdge","node":{"__ref":"Category:category:communities"}},{"__typename":"CoreNodeEdge","node":{"__ref":"Category:category:products-services"}},{"__typename":"CoreNodeEdge","node":{"__ref":"Category:category:microsoft365"}}]},"userContext":{"__typename":"NodeUserContext","canAddAttachments":false,"canUpdateNode":false,"canPostMessages":false,"isSubscribed":false},"boardPolicies":{"__typename":"BoardPolicies","canPublishArticleOnCreate":{"__typename":"PolicyResult","failureReason":{"__typename":"FailureReason","message":"error.lithium.policies.forums.policy_can_publish_on_create_workflow_action.accessDenied","key":"error.lithium.policies.forums.policy_can_publish_on_create_workflow_action.accessDenied","args":[]}}},"shortTitle":"Excel","repliesProperties":{"__typename":"RepliesProperties","sortOrder":"REVERSE_PUBLISH_TIME","repliesFormat":"threaded"},"tagProperties":{"__typename":"TagNodeProperties","tagsEnabled":{"__typename":"PolicyResult","failureReason":null}},"requireTags":true,"tagType":"PRESET_ONLY","eventPath":"category:microsoft365/category:products-services/category:communities/community:gxcuf89792board:ExcelGeneral/"},"Rank:rank:36":{"__typename":"Rank","id":"rank:36","position":17,"name":"Brass Contributor","color":"333333","icon":null,"rankStyle":"TEXT"},"User:user:530769":{"__typename":"User","id":"user:530769","uid":530769,"login":"Viz","deleted":false,"avatar":{"__typename":"UserAvatar","url":"https://techcommunity.microsoft.com/t5/s/gxcuf89792/images/dS01MzA3NjktMjQ0NDExaTlEMzY5QjEzNEREOUE3MUI"},"rank":{"__ref":"Rank:rank:36"},"email":"","messagesCount":32,"biography":null,"topicsCount":5,"kudosReceivedCount":14,"kudosGivenCount":32,"kudosWeight":1,"registrationData":{"__typename":"RegistrationData","status":null,"registrationTime":"2020-01-23T16:38:31.288-08:00","confirmEmailStatus":null},"followersCount":null,"solutionsCount":1},"ForumTopicMessage:message:2034565":{"__typename":"ForumTopicMessage","uid":2034565,"subject":"Lambda Example: Generate Fibonacci series","id":"message:2034565","revisionNum":2,"repliesCount":82,"author":{"__ref":"User:user:530769"},"depth":0,"hasGivenKudo":false,"board":{"__ref":"Forum:board:ExcelGeneral"},"conversation":{"__ref":"Conversation:conversation:2034565"},"readOnly":false,"editFrozen":false,"moderationData":{"__ref":"ModerationData:moderation_data:2034565"},"body@stripHtml({\"truncateLength\":200})":" In this post, I would like to explain how I have used Lambda to create a function to generate a Fibonacci series array. This example can also be used to understand how to create an array where th...","body@stringLength":"6056","rawBody":"
In this post, I would like to explain how I have used Lambda to create a function to generate a Fibonacci series array.
This example can also be used to understand how to create an array where the value of an element in the array depends on previous elements in the same array.
Generating Fibonacci as a dynamic array by @Viz
This function has been created using three function in two layers. The inner layer functions include the following:
InFib: This function generates the Nth Fibonacci number
InFibSer: This function generates the entire Fibonacci series up to the Nth number
The two functions mentioned above require arguments that are complicated and less intuitive. Therefore, we use an outer layer function (FibSeries) that generates the necessary argument and calls the two functions to generate the series.
=InFIB
'This function returns nth Fibonacci using tail recursion 'It takes three arguments n, a=0 , b=1 as argument and returns the nth Fibonacci value
=LAMBDA(n,a,b,IF(n=1,a,IF(n=2,b,Infib(n-1,b,a+b))))\n/* The value for the arguments a and b should be passed as 0 and 1, respectively. */
Example:
=InFIB(10,0,1) would generate 34 as the value
Our objective, here, is not to obtain a single value but to generate an entire array. However, here is where we have a challenge: While it is easier to manipulate an existing array, it is far more to difficult to create a new array (other than sequence array) or extend an existing array.
Therefore, in order to create a Fibonacci series, we are going to pass a dummy array of n values. This array will have 0 as the first element and 1 as the value for all the other elements.
The following image portrays the recursive addition process that converts that the initial array into a Fibonacci series.
The following code does carries out the process recursively till the maximum value of the array equals the nth Fibonacci value.
=INFIBSER
'This inner function takes three arguments and returns a Fibonacci series 'The three arguments are nth Fibonacci value, the initial array and a sequence array (sequential numbers from 1 to n) 'Note, the sequence array can instead be generated inside the function but it may inefficient
In the first iteration, the above function adds one to all the values from the fourth position onwards. For the subsequent iterations it adds the second largest unique value to all values that all 2 places after the position of such second largest value. The above function uses the match function to identify the position pointer.
Although the above function can generate the Fibonacci series, as mentioned earlier, it requires arguments that are less intuitive and which requires some set up.
Therefore, here we have an outer layer function that requires only one argument, n. It creates the necessary argument to be passed to the inner layer function and calls them.
=FIBSERIES
'This outermost function generates an initial array, a sequence array, and nth fibonnaci value 'It then calls the inner functions with these parameters
This final function can be used by the user to generate the Fibonacci series by merely passing the number of values required as argument.
Hope you found this useful. I would love to know if you think there is a way to improve the algorithm, here. I am especially looking for suggestions that could replace the match / xmatch in the InFibSer function to get the position pointer. Since the positions move sequentially, I believe a mathematical solution may exist.
I remember MMULT with the upper triangular matrix as being remarkably effective even for quite large problems. I just chickened out at having to explain the method to a non-mathematically inclined financial modeller as the answer to their corkscrew prayers!
The formulae in my spreadsheet are worse than the REDUCE/VSTACK row-based solutions you mention. I have taken a vertical slice through the data array and accumulated all four rows simultaneously. That requires 1000 applications of HSTACK. The advantage of such an approach is that it works even when the accumulated rows are not independent. In a time series financial model, it is possible that some accumulated arrays may depend upon more than one input row and need to be treated simultaneously.
An approach I finished with there was to write a Lambda function that advances the model one period (essentially providing the derivative with respect to time of the entire model). It should then be possible to place the Lambda function within SCAN to generate the entire timeseries model as an array of arrays.
","body@stringLength":"1201","rawBody":"
Hi Lori
I remember MMULT with the upper triangular matrix as being remarkably effective even for quite large problems. I just chickened out at having to explain the method to a non-mathematically inclined financial modeller as the answer to their corkscrew prayers!
The formulae in my spreadsheet are worse than the REDUCE/VSTACK row-based solutions you mention. I have taken a vertical slice through the data array and accumulated all four rows simultaneously. That requires 1000 applications of HSTACK. The advantage of such an approach is that it works even when the accumulated rows are not independent. In a time series financial model, it is possible that some accumulated arrays may depend upon more than one input row and need to be treated simultaneously.
An approach I finished with there was to write a Lambda function that advances the model one period (essentially providing the derivative with respect to time of the entire model). It should then be possible to place the Lambda function within SCAN to generate the entire timeseries model as an array of arrays.
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Thanks for posting! I learn from your Lambda that REDUCE is a function one can abuse to augment things (via VSTACK). How lovely counter-intuitive. In theory, SCAN might be expected to support such a use, but it won't have any of it. Will try to apply this to my own HRECURSE (to perhaps get rid of the (unnecessary) recursion).🙂
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Thanks for posting! I learn from your Lambda that REDUCE is a function one can abuse to augment things (via VSTACK). How lovely counter-intuitive. In theory, SCAN might be expected to support such a use, but it won't have any of it. Will try to apply this to my own HRECURSE (to perhaps get rid of the (unnecessary) recursion).🙂
Just an update regarding the earlier comment to include a couple more efficient fibonacci methods using SCAN. One way is to process the arrays as thunks,
Both are very fast when compared to REDUCE/VSTACK, something that makes a big difference is to define a variable like 'fib' to store the intermediate results as a static array.
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Just an update regarding the earlier comment to include a couple more efficient fibonacci methods using SCAN. One way is to process the arrays as thunks,
Both are very fast when compared to REDUCE/VSTACK, something that makes a big difference is to define a variable like 'fib' to store the intermediate results as a static array.
That's a great solution generating set of {next, prev} arrays with MMULT and map it on next only. I like it more than with list one, perhaps since it's more straightforward.
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That's a great solution generating set of {next, prev} arrays with MMULT and map it on next only. I like it more than with list one, perhaps since it's more straightforward.
The second List-based approach makes sense to me coming from a python background where thunks could be thought of as list generators. To get around the arrays of arrays limitation one could convert either to a list of arrays or an array of lists.
PeterBartholomew1 I think the fibonacci examples given here and your examples both suggest moving away from REDUCE / VSTACK row-based solutions. Recommended alternatives might be: - TOCOL for sorting rows - SCAN (possibly with thunks) / MMULT for long / short accumulations e.g. pre-multiplying by a lower triangular matrix of ones seems fastest on your example data
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The second List-based approach makes sense to me coming from a python background where thunks could be thought of as list generators. To get around the arrays of arrays limitation one could convert either to a list of arrays or an array of lists.
I think the fibonacci examples given here and your examples both suggest moving away from REDUCE / VSTACK row-based solutions. Recommended alternatives might be: - TOCOL for sorting rows - SCAN (possibly with thunks) / MMULT for long / short accumulations e.g. pre-multiplying by a lower triangular matrix of ones seems fastest on your example data
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Nice recursive bisection method! There's no chance I'd have been able to figure that out... I will need to spend more time studying this!
It seems bisection is a bit faster for general accumulations and REDUCE/VSTACK is several times slower on a thousand or more rows. Removing the extra LET variable in the thunk method gave a slight performance increase and was equally fast for Fibonacci series when returning a single column (combined with mtarler's BIGADD function).
I also included an optimised MMULT version for comparison using scaled down matrices. The 3 step version was about 50% faster than SCAN on both 4000 and 40000 rows. It should be possible to extend this to n steps, but I don't know if going beyond 3 steps would make much difference - and I couldn't work out the logic to do that yet anyway - but if I do I plan to revisit the FFT algorithm because it follows much the same algorithm.
In general Python will be considerably faster and there are also optimisations for big integers. For example running '%timeit fib(100000)' takes just 5.25ms to return all 20899 digits. In Excel however much of the gains will probably be lost in data transfer so I think lambda solutions are not going away any time soon.
I suspect it is the demands of memory management that kills the REDUCE/VSTACK. I had the idea of splitting the calculation into smaller blocks. I had visualised nesting REDUCE but, when I followed the logic of partitioning the problem to the extreme, I finished with a scalar calculation that does not require REDUCE. That was when I decided to dig back and resurrect the binary tree idea that I had used in the pre-helper-function days.
I think it should be possible to combine the binary tree with a basic calculation using MMULT (maybe 512x512 might be a reasonable size). A combination of a fast calculation method and reducing the bisection levels should be a double payoff.
One thing I still need to do is to take another look at your multiplication algorithm using convolution. The number of digits your Fibonacci calculation reached was amazing.
I have run a number of tests summing 4 columns by various methods including picking up and dusting down a recursive bisection approach that I wrote before Lambda helper functions and array shaping functions came out. I have included a Thunk solution with your MAP concept. I am not absolutely sure I have got the code right but the performance is acceptable.
Now it may be possible to do some of these things in Python but that is some way off for me!
Playing with the concept a bit more, it could be worth defining a generalised SCAN function that applies to both types of setup. For Fibonacci sequence,
Hi Peter, I must admit I had replied from my phone to the previous message without examining your file - looking more closely I see your formulas are running horizontally across the table. As Sergei implies, I think you'd need to transpose the Fibonacci setup and augment the MAP parameters to include column indices. I didn't check closely but perhaps a setup similar to below would fair better?
SergeiBaklan we all learn off each other - I am just about keeping up with formula developments but not other areas the breadth of knowledge in your posts far exceeds mine (I have very little knowledge of OfficeScript, DAX, M, web, etc.) . If my post is hard to follow that is poor explanation on my part - it is the description of the concept and not any related language construct that is important. In the present situation 'list' works much the same as a thunk, the difference is only that one can include a position index if one chooses rather than leaving the argument empty.
Every time I read your posts I understand that my 200 English words vocabulary is not enough to understand the content properly.
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Back to your performance tests. Not sure they are applied correctly to this Fibonacci case, but I'll try to play more with them.
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