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Faster evaluation with web workers

Problem Statement

A problem with the compile-eval-render pipeline is the amount of work done in the compile-eval phase, from the perf numbers it's 8 times slower than the render phase.

The eval phase is an embarrassingly parallel program and in the web/node we can use web workers to solve it!

Design

Initially let's cover intervals only, in particular when fnType: 'linear', out of scope: interval sampler for implicit or the builtIn sampler.

The entrypoint is interval1d, it does the following compute heavy operations:

const samples: SamplerResultGroup = []
const xCoords = utils.space(xAxis, range, nSamples) // O(nSamples)
for (i = 0; i < xCoords.length - 1; i += 1) {
  const x = { lo: xCoords[i], hi: xCoords[i + 1] }
  const y = evaluate(d, 'fn', { x }) // O(nSamples * evaluate)
  samples.push([x, y])
}

// asymptote determination O(nSamples)
for (i = 1; i < samples.length - 1; i += 1) {
  // lots of O(1) operations...
}

Improvement 1: Do the compute heavy operations in parallel inside web workers

The first perf improvement is on evaluate(d, 'fn', { x }) which can be packed inside a worker with enough code to evaluate a given set of x-coordinates.

To parallelize the work, we can create n web workers and assign them a subset of the overall x-coordinates to evaluate.

// myWorker.js
import interval from 'src/helpers/eval'

self.onmessage = (d, xCoords) => {
  for (let i = 0; i < xCoords.length - 1; i += 1) {
    const x = { lo: xCoords[i], hi: xCoords[i + 1] }
    const y = interval(d, 'fn', { x })
    samples.push([x, y])
  }

  self.postMessage({ samples })
}

Back on main, let's say we have a space of n samples in [x_0, x_1, ..., x_{nSamples-1}], we can divide the space into nGroup groups (in the following example 4 groups), we can do:

// Proposal: splits an array of nSample numbers into an Array<Array<number>>
// where the top array has 4 elements and each element has a disjoint
// group of the samples e.g. (closed interval)
//
// - [0, nSamples/4]
// - [nSamples/4, 2*nSamples/4]
// - [2*nSamples/4, 3*nSamples/4]
// - [3*nSamples/4, nSamples]
//
// NOTE: The last entry in each group is present in two groups (last one in current group)
// and first one in next group
const xCoords = utils.intervalSpace(lo, hi, nSamples, 4) // O(nSamples)

// let's create a web worker pool of 8 workers
const pool = new IntervalWorkerPool(8)

await Promise.all([
  // pool.queue queues a task
  // after it's queued, the worker pool will check if there's a
  // worker available to process the task.
  pool.queue({ d, xCoords[0] }),
  pool.queue({ d, xCoords[1] }),
  pool.queue({ d, xCoords[2] }),
  pool.queue({ d, xCoords[3] }),
])

The time complexity became 4*O(nSamples / 4) + 4*O(data in) + 4*O(data out), given that we're doing all of these in parallel the constant term 4 becomes 1, therefore the time complexity is O(nSamples / 4) + O(data in) + O(data out)

Improvement 2: Avoid data serialization between main and web workers

Every time the worker pool makes the call worker.postMessage it's serializing xCoords and sending it to the worker, the worker processes the message evaluating the function at different points and then calling self.postMessage which is serializing the data again back to the main thread, we're paying an I/O penalty equal to O(data in) + O(data out)

The following ideas eliminate the I/O serialization

  • xCoords doesn't need to be computed in the main thread, the web worker has enough information to create its own xCoords.
  • The evaluation data sent from the web worker doesn't need to originate in the web worker, instead, the main thread can create a typed array and share it with the worker through an ownership transfer operation.

Using the ideas above:

// myWorker.js
import interval from 'src/helpers/eval'
import { linspace } from 'src/utils'

self.onmessage = (d, lo, hi, n, in /* The typed array */) => {
  // every 4 consecutive elements represent a rectangle to draw x_lo, x_hi, y_lo, y_hi
  const out = new Float32Array(in)
  const xCoords = linspace(lo, hi, n)

  // outIdx is the index in out
  let outIdx = 0
  for (let i = 0; i < xCoords.length - 1; i += 1, outIdx += 4) {
    const x = { lo: xCoords[i], hi: xCoords[i + 1] }
    const y = interval(d, 'fn', { x })
    out[outIdx + 0] = xCoords[i]
    out[outIdx + 1] = xCoords[i + 1]
    // might return [-Infinity, Infinity] if the interval is a whole interval
    out[outIdx + 2] = y.lo
    out[outIdx + 3] = y.hi
  }

  self.postMessage({ out }, [out.buffer])
}
// main thread

// create 4 Float32Arrays that correspond to 4 groups to share with workers.
const group = []
for (let i = 0; i < 4; i += 1) {
  group.push(new Float32Array(4 * nSamples/nGroups))
}

// let's create a web worker pool of 8 workers
const pool = new IntervalWorkerPool(8)

const typedArraysFromWebWorker = await Promise.all([
  // pool.queue queues a task
  // after it's queued, the worker pool will check if there's a
  // worker available to process the task.
  pool.queue({ d, lo: lo+step*0, hi: lo+step*1, group[0] }),
  pool.queue({ d, lo: lo+step*1, hi: lo+step*2, group[1] }),
  pool.queue({ d, lo: lo+step*2, hi: lo+step*3, group[2] }),
  pool.queue({ d, lo: lo+step*3, hi: lo+step*4, group[3] }),
])

for (let i = 0; i < typedArraysFromWebWorker.length; i += 1) {
  groups[i] = new Float32Array(typedArraysFromWebWorker[i])
}

Because we're no longer doing IO and just passing reference to array buffers created in main the time complexity became O(nSamples / 4)!

Improvement 3: Don't do work that's no longer needed.

After implementing improvement 2 in the UI I saw that if I panned or zoomed in/out too fast the graph would fail to keep up rendering, after some debugging I found out that it's because the worker pool cannot keep up with the amount of tasks queued whenever there's a zoom/pan operation.

An interesting observation about tasks is that they belong to a section of the space to render, let's use the following notation to show that we queued a task for a subsection of the entire linear space to render.

// In the following notation
// - the head of the queue (where items exit) is index 0
// - the tail of the queue (where items enter) is len(q)

// 1 eval run queues 4 tasks to evaluate 4 x-coordinate section e.g. s0, s1, s2, s3
q = [s0, s1, s2, s3]

If we zoom/pan we are queueing the same sections with different args (different lo, hi, etc).

                                          V
q = [s0, s1, s2, s3, s0, s1, s2, s3, ..., s0, s1, s2, s3]

In this queue, items to the left of V are obsolete and no longer need to be rendered, therefore we can remove them from the queue.

Results

Performance numbers

┌─────────┬──────────────────────────────────────────────────┬─────────┬────────────────────┬──────────┬─────────┐
│ (index) │                    Task Name                     │ ops/sec │ Average Time (ns)  │  Margin  │ Samples │
├─────────┼──────────────────────────────────────────────────┼─────────┼────────────────────┼──────────┼─────────┤
│    0    │  'nSamples=350 nGroups=4 compile and eval sync'  │ '2,937' │ 340425.4411823333  │ '±3.19%' │  1469   │
│    1    │ 'nSamples=350 nGroups=4 compile and eval async'  │ '4,668' │ 214188.47730510856 │ '±2.22%' │  2336   │
│    2    │  'nSamples=350 nGroups=8 compile and eval sync'  │ '3,137' │ 318775.3316169335  │ '±1.66%' │  1569   │
│    3    │ 'nSamples=350 nGroups=8 compile and eval async'  │ '5,369' │ 186219.94458985285 │ '±1.34%' │  2685   │
│    4    │ 'nSamples=350 nGroups=12 compile and eval sync'  │ '3,350' │ 298459.92100551765 │ '±0.61%' │  1676   │
│    5    │ 'nSamples=350 nGroups=12 compile and eval async' │ '4,380' │ 228261.84164384138 │ '±1.02%' │  2191   │
└─────────┴──────────────────────────────────────────────────┴─────────┴────────────────────┴──────────┴─────────┘
┌─────────┬──────────────────────────────────────────────────┬─────────┬────────────────────┬──────────┬─────────┐
│ (index) │                    Task Name                     │ ops/sec │ Average Time (ns)  │  Margin  │ Samples │
├─────────┼──────────────────────────────────────────────────┼─────────┼────────────────────┼──────────┼─────────┤
│    0    │  'nSamples=750 nGroups=4 compile and eval sync'  │ '1,571' │ 636432.5236424842  │ '±0.71%' │   786   │
│    1    │ 'nSamples=750 nGroups=4 compile and eval async'  │ '3,355' │ 298030.69186295883 │ '±1.17%' │  1678   │
│    2    │  'nSamples=750 nGroups=8 compile and eval sync'  │ '1,571' │  636292.834469987  │ '±0.71%' │   786   │
│    3    │ 'nSamples=750 nGroups=8 compile and eval async'  │ '4,287' │ 233236.9109143072  │ '±0.84%' │  2144   │
│    4    │ 'nSamples=750 nGroups=12 compile and eval sync'  │ '1,575' │ 634616.2916137482  │ '±0.67%' │   788   │
│    5    │ 'nSamples=750 nGroups=12 compile and eval async' │ '3,157' │ 316739.58808882016 │ '±1.62%' │  1579   │
└─────────┴──────────────────────────────────────────────────┴─────────┴────────────────────┴──────────┴─────────┘
┌─────────┬───────────────────────────────────────────────────┬─────────┬────────────────────┬──────────┬─────────┐
│ (index) │                     Task Name                     │ ops/sec │ Average Time (ns)  │  Margin  │ Samples │
├─────────┼───────────────────────────────────────────────────┼─────────┼────────────────────┼──────────┼─────────┤
│    0    │  'nSamples=1800 nGroups=4 compile and eval sync'  │  '652'  │ 1533380.1012155842 │ '±0.91%' │   327   │
│    1    │ 'nSamples=1800 nGroups=4 compile and eval async'  │ '1,652' │ 605112.0328499587  │ '±0.19%' │   827   │
│    2    │  'nSamples=1800 nGroups=8 compile and eval sync'  │  '654'  │ 1526956.4139406856 │ '±0.84%' │   328   │
│    3    │ 'nSamples=1800 nGroups=8 compile and eval async'  │ '1,457' │ 685947.2553425855  │ '±2.72%' │   729   │
│    4    │ 'nSamples=1800 nGroups=12 compile and eval sync'  │  '651'  │ 1535945.0213016907 │ '±0.91%' │   326   │
│    5    │ 'nSamples=1800 nGroups=12 compile and eval async' │ '1,455' │ 687077.8581270804  │ '±4.92%' │   728   │
└─────────┴───────────────────────────────────────────────────┴─────────┴────────────────────┴──────────┴─────────┘
┌─────────┬───────────────────────────────────────────────────┬─────────┬────────────────────┬──────────┬─────────┐
│ (index) │                     Task Name                     │ ops/sec │ Average Time (ns)  │  Margin  │ Samples │
├─────────┼───────────────────────────────────────────────────┼─────────┼────────────────────┼──────────┼─────────┤
│    0    │  'nSamples=3600 nGroups=4 compile and eval sync'  │  '322'  │ 3098335.157941889  │ '±0.93%' │   162   │
│    1    │ 'nSamples=3600 nGroups=4 compile and eval async'  │  '766'  │ 1305091.271797816  │ '±2.86%' │   384   │
│    2    │  'nSamples=3600 nGroups=8 compile and eval sync'  │  '323'  │ 3086716.6026138966 │ '±0.87%' │   162   │
│    3    │ 'nSamples=3600 nGroups=8 compile and eval async'  │ '1,259' │ 793736.3344525535  │ '±1.51%' │   630   │
│    4    │ 'nSamples=3600 nGroups=12 compile and eval sync'  │  '324'  │ 3079811.3697145614 │ '±0.83%' │   163   │
│    5    │ 'nSamples=3600 nGroups=12 compile and eval async' │ '1,014' │ 985531.5207498246  │ '±3.75%' │   509   │
└─────────┴───────────────────────────────────────────────────┴─────────┴────────────────────┴──────────┴─────────┘

The eval pipeline is now parallelized into groups and sent to the web worker pool, there's a ~3 performance improvement using web workers + transferrable typed arrays + split of the evaluation section

Visual results

Sync render

functionPlot({
  target: '#playground',
  width: window.innerWidth,
  height: window.innerHeight,
  data: [
    { fn: 'x^2', nSamples: window.innerWidth * 5, sampler: 'interval' },
    { fn: 'sin(x)', nSamples: window.innerWidth * 5, sampler: 'interval' },
    { fn: '1/x', nSamples: window.innerWidth * 5, sampler: 'interval' }
  ]
})

render sync

Async render

functionPlot.withWebWorkers(8)
functionPlot({
  target: '#playground',
  width: window.innerWidth,
  height: window.innerHeight,
  data: [
    { fn: 'x^2', nSamples: window.innerWidth * 5, sampler: 'asyncInterval' },
    { fn: 'sin(x)', nSamples: window.innerWidth * 5, sampler: 'asyncInterval' },
    { fn: '1/x', nSamples: window.innerWidth * 5, sampler: 'asyncInterval' }
  ]
})

render async