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Scan M4 decimation buckets with SIMD argmin/argmax - #535
M4 decimation (m4_range in src/kernels.rs) handles one row at a time. For every row it computes the bucket from x, compares y with the running min and max, and flushes when the bucket changes. So it reads x and y in full, and the bucket state machine keeps it scalar (simd.rs notes that a two-phase SIMD version was slower). M4 runs for the first payload of every line or area trace over DECIMATION_THRESHOLD (10k rows) and for every zoom (decimate_view). On one core, 1M rows into 2048 buckets take about 3 ms.
Changes
x is ascending, so the rows of a bucket are contiguous. The new m4_range_buckets handles one bucket at a time: m4_bucket_end probes x to find where the bucket stops (two probes when the buckets are equally wide, else a galloping search), and m4_bucket scans the bucket's y once. x is only probed, not read in full.
A bucket of 32 rows or more goes to the new simd::try_argminmax, which calls the argminmax crate. The crate selects SSE4.1, AVX2 or AVX-512 at run time on x86, uses NEON on aarch64, and uses a scalar loop on other targets (wasm32, armv7). Shorter buckets use a scalar loop.
A window whose buckets average fewer than 8 rows (M4_BUCKET_WALK_MIN_ROWS, deep zooms) keeps the per-row loop. That loop is the old m4_range, unchanged and now called m4_range_rows. It is #[inline(never)] so that its machine code stays the same as on main: when it was inlined next to the bucket walk, it lost registers and was 8% slower on the i7.
The rows do not change. NaN and ±∞ are still skipped (§19): argminmax skips NaN but not ±∞, so a bucket with a ±∞ minimum or maximum takes the scalar loop. Ties keep the first row, as before. XY_SIMD=0 also turns argminmax off.
New test fuzz_m4_bucket_walk_matches_per_row_loop: on 2000 hostile cases (uniform, duplicate-heavy and irregular x; NaN, ±∞, ±0, huge and repeated y), the bucket walk must give the same rows as the per-row loop. It fails when the ±∞ check, the bucket-end search or the tie rule is broken.
spec/design/rust-engine.md (the dependency list and §3.4), the simd.rs doc and the comment in Cargo.toml describe the change. The news fragment is news/535.performance.md.
New dependency: argminmax 0.7.1 (MIT), with default-features = false, features = ["float"]. It adds num-traits and, at build time, autocfg. It has over 16 million downloads on crates.io. Polars uses it for arg_min and arg_max, and tsdownsample uses it for the same kind of M4 and MinMax downsampling. Disclosure: I maintain argminmax.
Benchmarks
Machines: i7-1185G7 (Tiger Lake, AVX-512, 4 cores, Rust 1.95) and Ryzen 9 5950X (Zen 3, AVX2, 16 cores, Rust 1.94), both on Ubuntu, with the release profile of the repository (baseline x86-64, no target-cpu). main (d95f84b6) and this PR alternate. Each cell is the median of 5 rounds. "1 core" is pinned with taskset, so par_threads is 1, as on CodSpeed. "All cores" is not pinned (8 and 18 threads).
benchmarks/bench_native.py --sizes 1e5,1e6,1e7 (the kernel bench of CI, y = sin(i·1e-3), 2048 buckets):
rows
i7, 1 core
i7, all cores
Ryzen, 1 core
Ryzen, all cores
M4 (full)
100k
294 → 861 Mpt/s, 2.9x
306 → 881, 2.9x
262 → 586, 2.2x
256 → 591, 2.3x
M4 (full)
1M
351 → 1922, 5.5x
1067 → 3587, 3.4x
318 → 2315, 7.3x
1658 → 2238, 1.35x
M4 (full)
10M
358 → 1857, 5.2x
1289 → 2501, 1.9x
335 → 2545, 7.6x
2448 → 7454, 3.0x
zoom re-decimate (0.5 rows per bucket)
100k
25 → 24 µs
23 → 24 µs
64 → 64 µs
64 → 65 µs
zoom re-decimate (5 rows per bucket)
1M
51 → 54 µs ¹
57 → 60 µs ¹
99 → 99 µs
101 → 101 µs
zoom re-decimate (49 rows per bucket)
10M
337 → 127 µs, 2.7x
357 → 185 µs, 1.9x
397 → 174 µs, 2.3x
413 → 178 µs, 2.3x
¹ The bench takes the best of 3 calls. With 2000 calls of the same zoom (this window runs on one thread), the i7 gives 51.0–51.9 µs on main and 50.8–51.2 µs with this PR.
The other kernels in this bench (encode, zone maps, histogram, bin_2d, normalize, range scan) do not change; between the two builds they move 0.90–1.12x, which is code placement.
Through the Python API, 1 core, x = arange(n), random-walk y (as in bench_line.py), 2048 buckets:
rows
i7
Ryzen
first payload: xy.chart(xy.line(x=x, y=y)).figure().build_payload_split(2048)
100k
1.10 → 0.86 ms, 1.28x
1.57 → 1.16 ms, 1.35x
first payload
1M
7.55 → 5.19 ms, 1.46x
8.48 → 5.26 ms, 1.61x
first payload
10M
74.9 → 51.0 ms, 1.47x
79.5 → 51.9 ms, 1.53x
fig.decimate_view over 10%
1M
516 → 248 µs, 2.1x
797 → 418 µs, 1.9x
fig.decimate_view over 10%
10M
3.30 → 0.50 ms, 6.6x
3.95 → 0.66 ms, 5.9x
fig.decimate_view over 1% (5 rows per bucket)
1M
153 → 152 µs
307 → 317 µs ²
control: density scatter payload (no M4)
1M
1.00x
1.00x
² Within the spread of that cell (±6%). The Rust microbench below gives 1.00–1.02x there.
With normal y (as in test_codspeed_kernels.py), the first payload gains less (1.16–1.28x). With all cores, the first payload of 1M rows on the Ryzen is 1.10x faster (1.23x at 10M). On the i7 laptop with all 8 threads, the first payload varied between processes with this PR: 2.3–4.2 ms for the random walk at 1M, against 2.8–2.9 ms on main. It also varied with argminmax forced to AVX2 (2.3–3.2 ms), and the M4 call alone was 3–5x faster in every run. main's build did not vary with the PR's library preloaded. I could not find the cause; the Ryzen and single-core runs do not show it.
Rows per bucket decide the gain. The M4 kernel alone (a Rust copy of this PR's code), 1M rows, 2048 buckets, a window that holds the given rows per bucket, sin, normal and random-walk y, 1 core:
rows per bucket
0.5–4
8
16
32
64
488 (full range)
i7, time vs main
1.00–1.01
0.80–0.92
0.60–0.70
0.28–0.30
0.18–0.20
0.20–0.22
Ryzen, time vs main
1.00–1.02
0.70–0.88
0.61–0.92
0.23–0.36
0.15–0.20
0.11–0.13
Without the per-row loop for sparse windows, the bucket walk was 1.1–1.7x slower at 0.5–2 rows per bucket, and up to 1.3x slower on the i7 at 4–5 rows. The Ryzen gained at 4 rows, the i7 did not, so the threshold is 8.
Why a dependency, and not a two-pass scan? The same bucket walk with xy's own AVX2 min/max needs no new crate and gives the same rows:
let(min, max) = simd::try_min_max(ys).unwrap_or_else(|| min_max_scalar(ys));let min_i = ys.iter().position(|&v| v == min);let max_i = ys.iter().position(|&v| v == max);
It is 1.6–2.2x faster than main, against 3.0–9.1x with argminmax: M4 over 1M rows (same microbench, normal, random-walk and irregular-x data) takes 0.55–0.63 (i7) and 0.45–0.54 (Ryzen) of main's time with it, against 0.20–0.33 and 0.11–0.16 with argminmax. Its two position scans are scalar and read most of the bucket again, while argminmax keeps the indices in SIMD registers in one pass.
Notes
Dependency form.rust-engine.md prefers optional crates behind a feature, with the lean build as default. I made argminmax a plain dependency: every build, including the release wheels (hatch_build.py), runs cargo build --release with default features, so a crate that is off by default would not reach users. If you prefer a default-on argminmax feature (lean build with --no-default-features), I can change that. Either way, the dev sandbox needs the crate vendored or cached.
The C ABI does not change, so ABI_VERSION stays the same.
Not measured: speed on aarch64 (the tests pass there), the Pyodide wheel (argminmax builds for wasm32 and uses its scalar loop there) and Windows.
Checked
cargo test (139 passed) and cargo clippy --all-targets -- -D warnings on macOS aarch64, on the i7 (AVX-512) and on the Ryzen (AVX2). The M4 tests also under Intel SDE as Haswell (AVX2), Nehalem (SSE4.2) and Merom (no SSE4.1, so argminmax's scalar loop), and with XY_SIMD=0.
cargo check --release --lib for i686, armv7, aarch64-linux and wasm32-unknown-unknown.
pytest on macOS aarch64: 4096 passed. On the Ryzen: 4089 passed; 6 tests fail there with main's library too, because they need Node 20 or newer, Chromium or a git checkout. test_legend_best_live.py::test_update_payload_keeps_auto_legend_chrome_and_scores_after_animation (a browser probe) also failed on macOS in some runs, on main and with this PR.
make news-check and pre-commit run --all-files: ruff check and ruff format pass. The docs/app codespell hook needs that app's environment, so I ran codespell on the changed files instead.
Summary by CodeRabbit
Performance
Line and area charts with large datasets, including charts with 1 million points, are prepared and re-decimated after zooming more quickly.
Decimation is faster for dense chart data, reducing wait times when viewing or exploring large charts.
Reliability
Decimation continues to produce the same chart rows, preserving displayed results.
M4 decimation now selects row scanning or bucket scanning based on rows per bucket. Dense buckets can use runtime-dispatched SIMD argmin/argmax, with scalar fallback. A fuzz test compares the bucket and row paths.
Changes: M4 bucket scanning
Layer / File(s)
Summary
SIMD dependency and wrapper Cargo.toml, src/simd.rs, spec/design/rust-engine.md, spec/design-dossier.md, node_modules
The manifest adds argminmax with its float feature. The SIMD module adds try_argminmax, controlled by XY_SIMD. The design documents describe the dependency and runtime dispatch. node_modules is a symbolic link to /tools/node_modules.
M4 uses row scanning below eight rows per bucket and bucket scanning otherwise. The bucket path emits finite-y first, minimum, maximum, and last rows. Buckets with at least 32 rows try SIMD and fall back to scalar scanning when needed. A fuzz test compares both paths. The design and performance note describe the thresholds, retained deep-zoom row scanning, and reported speedups.
sequenceDiagram
participant M4Range as m4_range
participant BucketScan as M4 bucket scan
participant SIMD as try_argminmax
participant ScalarScan as Scalar scan
M4Range->>BucketScan: Process dense bucket range
BucketScan->>SIMD: Find extrema for bucket with at least 32 rows
SIMD-->>BucketScan: Return indices or None
BucketScan->>ScalarScan: Scan when SIMD result is unavailable or unsuitable
BucketScan-->>M4Range: Emit finite-y first/minimum/maximum/last rows
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Possibly related PRs
reflex-dev/xy#424: Both PRs change M4 bucket boundary handling and processing in src/kernels.rs.
Suggested reviewers:alek99
Merge Risk: Low · previous review b6274
The documented npm setup leaves a tracked deletion, and one M4 parity edge case lacks a caller-level test. These are bounded issues to address or explicitly accept before merging.
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The title clearly and concisely describes the main change: using SIMD argmin/argmax to scan M4 decimation buckets.
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Merging this PR will improve performance by 57.15%
2 warnings, 1 note
⚠️10 benchmarks are dominated by system calls
System calls cannot be simulated consistently and are left out of the measure. The reported value understates the real cost. Switch to the Walltime instrument to measure them.
Some benchmarks with significant performance changes were compared across different runner types, so the changes might not come from the code. Run base and head on the same runner type, or use CodSpeed Macro Runners for more stable results.
The flamegraph wasn't generated: the symbols of the profiling trace could not be resolved, because no information about the language frames was collected.
Add a fixed mixed-signed-zero case to the M4 parity test.
The deterministic fuzz data contains -0.0 values but no +0.0 values. It therefore never checks first-row parity for mixed signed zeros in a SIMD-eligible bucket. The dependency tests do not cover this M4 caller integration.
Suggested fix
fn fuzz_m4_bucket_walk_matches_per_row_loop() {
+ let x: Vec<f64> = (0..64).map(|i| i as f64).collect();+ let mut y = vec![1.0; 64];+ y[0] = 0.0;+ y[1] = -0.0;+ assert_eq!(+ m4_range_buckets(&x, &y, -1.0, 1.0 / 66.0, 1, 0, x.len()),+ m4_range_rows(&x, &y, -1.0, 1.0 / 66.0, 1, 0, x.len()),+ );+
let mut rng = Rng(0x5EED_00A4);
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Review comment at @src/kernels.rs around lines 7473 - 7506:
Add a deterministic mixed-signed-zero case to
`fuzz_m4_bucket_walk_matches_per_row_loop` that places `+0.0` and `-0.0` in an
SIMD-eligible bucket, then assert `m4_range_buckets` matches `m4_range_rows` to
verify first-row tie-breaking parity.
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Review comments at @node_modules:
- Line 1: Remove the committed node_modules symlink entry so npm ci no longer
leaves prepared checkouts dirty.
---
Nitpick comments:
Review comments at @src/kernels.rs:
- Around line 7473-7506: Add a deterministic mixed-signed-zero case to
`fuzz_m4_bucket_walk_matches_per_row_loop` that places `+0.0` and `-0.0` in an
SIMD-eligible bucket, then assert `m4_range_buckets` matches `m4_range_rows` to
verify first-row tie-breaking parity.
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Problem
M4 decimation (
m4_rangeinsrc/kernels.rs) handles one row at a time. For every row it computes the bucket from x, compares y with the running min and max, and flushes when the bucket changes. So it reads x and y in full, and the bucket state machine keeps it scalar (simd.rsnotes that a two-phase SIMD version was slower). M4 runs for the first payload of every line or area trace overDECIMATION_THRESHOLD(10k rows) and for every zoom (decimate_view). On one core, 1M rows into 2048 buckets take about 3 ms.Changes
m4_range_bucketshandles one bucket at a time:m4_bucket_endprobes x to find where the bucket stops (two probes when the buckets are equally wide, else a galloping search), andm4_bucketscans the bucket's y once. x is only probed, not read in full.simd::try_argminmax, which calls theargminmaxcrate. The crate selects SSE4.1, AVX2 or AVX-512 at run time on x86, uses NEON on aarch64, and uses a scalar loop on other targets (wasm32, armv7). Shorter buckets use a scalar loop.M4_BUCKET_WALK_MIN_ROWS, deep zooms) keeps the per-row loop. That loop is the oldm4_range, unchanged and now calledm4_range_rows. It is#[inline(never)]so that its machine code stays the same as on main: when it was inlined next to the bucket walk, it lost registers and was 8% slower on the i7.XY_SIMD=0also turns argminmax off.fuzz_m4_bucket_walk_matches_per_row_loop: on 2000 hostile cases (uniform, duplicate-heavy and irregular x; NaN, ±∞, ±0, huge and repeated y), the bucket walk must give the same rows as the per-row loop. It fails when the ±∞ check, the bucket-end search or the tie rule is broken.spec/design/rust-engine.md(the dependency list and §3.4), thesimd.rsdoc and the comment inCargo.tomldescribe the change. The news fragment isnews/535.performance.md.argminmax0.7.1 (MIT), withdefault-features = false, features = ["float"]. It addsnum-traitsand, at build time,autocfg. It has over 16 million downloads on crates.io. Polars uses it forarg_minandarg_max, and tsdownsample uses it for the same kind of M4 and MinMax downsampling. Disclosure: I maintain argminmax.Benchmarks
Machines: i7-1185G7 (Tiger Lake, AVX-512, 4 cores, Rust 1.95) and Ryzen 9 5950X (Zen 3, AVX2, 16 cores, Rust 1.94), both on Ubuntu, with the release profile of the repository (baseline x86-64, no
target-cpu). main (d95f84b6) and this PR alternate. Each cell is the median of 5 rounds. "1 core" is pinned withtaskset, sopar_threadsis 1, as on CodSpeed. "All cores" is not pinned (8 and 18 threads).benchmarks/bench_native.py --sizes 1e5,1e6,1e7(the kernel bench of CI,y = sin(i·1e-3), 2048 buckets):¹ The bench takes the best of 3 calls. With 2000 calls of the same zoom (this window runs on one thread), the i7 gives 51.0–51.9 µs on main and 50.8–51.2 µs with this PR.
The other kernels in this bench (encode, zone maps, histogram, bin_2d, normalize, range scan) do not change; between the two builds they move 0.90–1.12x, which is code placement.
Through the Python API, 1 core,
x = arange(n), random-walky(as inbench_line.py), 2048 buckets:xy.chart(xy.line(x=x, y=y)).figure().build_payload_split(2048)fig.decimate_viewover 10%fig.decimate_viewover 10%fig.decimate_viewover 1% (5 rows per bucket)² Within the spread of that cell (±6%). The Rust microbench below gives 1.00–1.02x there.
With normal
y(as intest_codspeed_kernels.py), the first payload gains less (1.16–1.28x). With all cores, the first payload of 1M rows on the Ryzen is 1.10x faster (1.23x at 10M). On the i7 laptop with all 8 threads, the first payload varied between processes with this PR: 2.3–4.2 ms for the random walk at 1M, against 2.8–2.9 ms on main. It also varied with argminmax forced to AVX2 (2.3–3.2 ms), and the M4 call alone was 3–5x faster in every run. main's build did not vary with the PR's library preloaded. I could not find the cause; the Ryzen and single-core runs do not show it.Rows per bucket decide the gain. The M4 kernel alone (a Rust copy of this PR's code), 1M rows, 2048 buckets, a window that holds the given rows per bucket,
sin, normal and random-walky, 1 core:Without the per-row loop for sparse windows, the bucket walk was 1.1–1.7x slower at 0.5–2 rows per bucket, and up to 1.3x slower on the i7 at 4–5 rows. The Ryzen gained at 4 rows, the i7 did not, so the threshold is 8.
Why a dependency, and not a two-pass scan? The same bucket walk with xy's own AVX2 min/max needs no new crate and gives the same rows:
It is 1.6–2.2x faster than main, against 3.0–9.1x with argminmax: M4 over 1M rows (same microbench, normal, random-walk and irregular-x data) takes 0.55–0.63 (i7) and 0.45–0.54 (Ryzen) of main's time with it, against 0.20–0.33 and 0.11–0.16 with argminmax. Its two
positionscans are scalar and read most of the bucket again, while argminmax keeps the indices in SIMD registers in one pass.Notes
rust-engine.mdprefers optional crates behind a feature, with the lean build as default. I madeargminmaxa plain dependency: every build, including the release wheels (hatch_build.py), runscargo build --releasewith default features, so a crate that is off by default would not reach users. If you prefer a default-onargminmaxfeature (lean build with--no-default-features), I can change that. Either way, the dev sandbox needs the crate vendored or cached.ABI_VERSIONstays the same.m4_indicesand the thread gates. This PR changes only the serialm4_rangethey call, so the two do not conflict.Checked
cargo test(139 passed) andcargo clippy --all-targets -- -D warningson macOS aarch64, on the i7 (AVX-512) and on the Ryzen (AVX2). The M4 tests also under Intel SDE as Haswell (AVX2), Nehalem (SSE4.2) and Merom (no SSE4.1, so argminmax's scalar loop), and withXY_SIMD=0.cargo check --release --libfor i686, armv7, aarch64-linux and wasm32-unknown-unknown.pyteston macOS aarch64: 4096 passed. On the Ryzen: 4089 passed; 6 tests fail there with main's library too, because they need Node 20 or newer, Chromium or a git checkout.test_legend_best_live.py::test_update_payload_keeps_auto_legend_chrome_and_scores_after_animation(a browser probe) also failed on macOS in some runs, on main and with this PR.make news-checkandpre-commit run --all-files: ruff check and ruff format pass. Thedocs/appcodespell hook needs that app's environment, so I ran codespell on the changed files instead.Summary by CodeRabbit