F#: Attempt to memoize member function resets cache on each call? - caching

Question

I'm trying to memoize a member function of a class, but every time the member is called (by another member) it makes a whole new cache and 'memoized' function.
member x.internal_dec_rates =
let cache = new Dictionary< Basis*(DateTime option), float*float>()
fun (basis:Basis) (tl:DateTime option) ->
match cache.TryGetValue((basis,tl)) with
| true, (sgl_mux, sgl_lps) -> (sgl_mux, sgl_lps)
| _ ->
let (sgl_mux, sgl_lps) =
(* Bunch of stuff *)
cache.Add((basis,tl),(sgl_mux,sgl_lps))
sgl_mux,sgl_lps
I'm using Listing 10.5 in "Real World Functional Programming" as a model. I've tried using a memoization higher-order function and that doesn't help. The above listing has the memoization built in directly.
The problem is, when I call it e.g.
member x.px (basis:Basis) (tl: DateTime option) =
let (q,l) = (x.internal_dec_rates basis tl)
let (q2,l2) = (x.internal_dec_rates basis tl)
(exp -q)*(1.-l)
execution goes to the 'let cache=...' line, defeating the whole point. I put in the (q2,l2) line in order to make sure it wasn't a scope problem, but it doesn't seem to be.
In fact I did a test using Petricek's code as a member function and that seems to have the same issue:
// Not a member function
let memo1 f =
let cache = new Dictionary<_,_>()
(fun x ->
match cache.TryGetValue(x) with
| true, v -> v
| _ -> let v = f x
cache.Add(x,v)
v
)
member x.factorial = memo1(fun y->
if (y<=0) then 1 else y*x.factorial(y-1))
Even the internal recursion of x.factorial seems to set up a new 'cache' for each level.
What am I doing wrong, and how can I make this work?

Answer 1

In response to your comment on Jack's answer, this doesn't have to become tedious. Given a memoize function:
let memoize f =
let cache = Dictionary()
fun x ->
match cache.TryGetValue(x) with
| true, v -> v
| _ ->
let v = f x
cache.Add(x, v)
v
Define each of your functions as let-bound values and return them from your methods:
type T() as x =
let internalDecRates = memoize <| fun (basis: Basis, tl: DateTime option) ->
(* compute result *)
Unchecked.defaultof<float * float>
let px = memoize <| fun (basis, tl) ->
let (q,l) = x.InternalDecRates(basis, tl)
let (q2,l2) = x.InternalDecRates(basis, tl)
(exp -q)*(1.-l)
member x.InternalDecRates = internalDecRates
member x.Px = px
The only "boilerplate" is the let binding and call to memoize.
EDIT: As kvb noted, in F# 3.0 auto-properties allow a more concise solution:
type T() as x =
member val InternalDecRates = memoize <| fun (basis: Basis, tl: DateTime option) ->
(* compute result *)
Unchecked.defaultof<float * float>
member val Px = memoize <| fun (basis, tl) ->
let (q,l) = x.InternalDecRates(basis, tl)
let (q2,l2) = x.InternalDecRates(basis, tl)
(exp -q)*(1.-l)

Answer 2

I see a lot of long answers here; the short answer is that
member x.P = code()
defines a property P which has a getter that runs code() every time P is accessed. You need to move the cache creation into the class's constructor, so that it will only run once.

Answer 3

As others already said, this cannot be done just by defining a single member in F# 2.0. You either need a separate field (let bound value) for a cache or for a local function that is memoized.
As mentioned by kvb, in F# 3.0, you can do this using member val which is a property that is initialized when the object is created (and has an automatically generated backing field where the result is stored). Here is a complete sample that demonstrates this (it will work in Visual Studio 2012):
open System.Collections.Generic
type Test() =
/// Property that is initialized when the object is created
/// and stores a function value 'int -> int'
member val Foo =
// Initialize cache and return a function value
let cache = Dictionary<int, int>()
fun arg ->
match cache.TryGetValue(arg) with
| true, res -> res
| false, _ ->
let res = arg * arg
printfn "calculating %d" arg
cache.Add(arg, res)
res
// Part of the property declaration that instructs
// the compiler to generate getter for the property
with get
The with get part of the declaration can be omitted, but I include it here to make the sample clearer (you can also use with get, set to get a mutable property). Now you can call test.Foo as a function and it caches the value as required
let t = Test()
t.Foo(10)
t.Foo(10)
The only problem with this approach is that t.Foo is actually compiled as a property that returns a function (instead of being compiled as a method). This is not a big problem when you use the class from F#, but it would be a problem if you were calling it from C# (because C# would see the member as a property of type FSharpFunc<int, int>, which is hard to use).

Answer 4

John is correct -- you need to move the cache dictionary into a private, let-bound member of the type.
Type members are compiled a bit differently than let-bound values in modules, which is the reason for the difference in behavior. If you copy/paste the body of your x.internal_dec_rates method and assign it to a let-bound value in a module, it should work correctly then, because the F# compiler will compile it as a closure which gets created once and then assigned to a static readonly field of the module.
A couple of other tips, for good measure:
Type member methods can use optional parameters -- so you can slightly simplify the method signature if you like.
You can create the cache key just once and reuse it (this also helps avoid mistakes).
You can simplify the (sgl_mux, sgl_lps) pattern-matching code by just assigning the tuple a name (e.g., value), since you're just returning the whole tuple anyway.
Here's my take on your code:
type FooBar () =
let cache = new Dictionary< Basis*(DateTime option), float*float>()
member x.internal_dec_rates (basis : Basis, ?tl : DateTime) =
let key = basis, tl
match cache.TryGetValue key with
| true, value -> value
| _ ->
// sgl_mux, sgl_lps
let value =
(* Bunch of stuff *)
cache.Add (key, value)
value

Answer 5

You need to move the dictionary outside the function call - like
let cache = new Dictionary< Basis*(DateTime option), float*float>()
member x.internal_dec_rates =
fun (basis:Basis) (tl:DateTime option) ->
match cache.TryGetValue((basis,tl)) with
| true, (sgl_mux, sgl_lps) -> (sgl_mux, sgl_lps)
| _ ->
let (sgl_mux, sgl_lps) =
(* Bunch of stuff *)
cache.Add((basis,tl),(sgl_mux,sgl_lps))
sgl_mux,sgl_lps
This way the cache persists across the function calls. Your memo1 has the same problem. In the original version, you create a new cache every time you call the function, this way we just have a single cache, which persists across function calls.

Answer 6

In addition to the other answers, note that in F# 3.0 you can use automatically implemented properties, which will behave as you want:
member val internal_dec_rates = ...
Here, the right hand side is evaluated only once, but everything is self-contained.