I have an array x
of shape (N, T, d)
. I have two functions f
and g
which both take an array of shape (some_dimension, d)
and return an array of shape (some_dimension, )
.
I would like to compute f
on all of x
. This is simple: f(x.reshape(-1, d))
.
I would then like to compute g
only on the first slice of the second dimension, meaning g(x[:, 0, :])
and subtract this to the evaluation of f
on for all dimensions. This is exemplified in the code
MWE - Inefficient Way
import numpy as np# Reproducibilityseed = 1234rng = np.random.default_rng(seed=seed)# Generate xN = 100T = 10d = 2x = rng.normal(loc=0.0, scale=1.0, size=(N, T, d))# In practice the functions are not this simpledef f(x): return x[:, 0] + x[:, 1]def g(x): return x[:, 0]**2 - x[:, 1]**2# Compute f on all the (flattened) arrayfx = f(x.reshape(-1, d)).reshape(N, T)# Compute g only on the first slice of second dimension. Here are two ways of doing sogx = np.tile(g(x[:, 0])[:, None], reps=(1, T))gx = np.repeat(g(x[:, 0]), axis=0, repeats=T).reshape(N, T)# Finally compute what I really want to computediff = fx - gx
Is there a more efficient way? I feel that using broadcasting there must be, but I cannot figure it out.