Speeding up an extremely slow for-loop - r

This is my first question on stackoverflow, so feel free to criticize the question.
For every row in a data set, I would like to sum the rows that:
have identical 'team', 'season' and 'simulation_ID'.
have 'match_ID' smaller than (and not equal to) the current 'match_ID'.
such that I find the accumulated number of points up to that match, for that team, season and simulation_ID, i.e. cumsum(simulation$team_points).
I have issues to implement the second condition without using an extremely slow for-loop.
The data looks like this:
match_ID
season
simulation_ID
home_team
team
match_result
team_points
2084
2020-2021
1
TRUE
Liverpool
Away win
0
2084
2020-2021
2
TRUE
Liverpool
Draw
1
2084
2020-2021
3
TRUE
Liverpool
Away win
0
2084
2020-2021
4
TRUE
Liverpool
Away win
0
2084
2020-2021
5
TRUE
Liverpool
Home win
3
2084
2020-2021
1
FALSE
Burnley
Home win
0
2084
2020-2021
2
FALSE
Burnley
Draw
1
My current solution is:
simulation$accumulated_points <- 0
for (row in 1:nrow(simulation)) {
simulation$accumulated_points[row] <-
sum(simulation$team_points[simulation$season==simulation$season[row] &
simulation$match_ID<simulation$match_ID[row] &
simulation$simulation_ID==simulation$simulation_ID[row] &
simulation$team==simulation$team[row]], na.rm = TRUE)
}
This works, but it is obviously too slow to use on large data sets. I cannot figure out how to speed it up. What is a good solution here?

For loops are always slow in scripting languages like R and should best be avoided. This can be done using "vectorized operations", that apply a function to a vector rather than each element separately. Native functions in R or popular packages often rely on optimized C++ code and linear algebra libraries under the hood to do this, such that operations become much faster than a loop in R. For example, your CPU is usually able to process dozens of vector elements at the same time rather than going 1-by-1 as in a for loop. You can find more information about vectorization in this question.
In your specific example, you could for example use dplyr to transform your data:
library(dplyr)
df %>%
# you want to perform the same operation for each of the groups
group_by(team, season, simulationID) %>%
# within each group, order the data by match_ID (ascending)
arrange(match_ID) %>%
# take the vector team_points in each group then calculate its cumsum
# write that cumsum into a new column named "points"
mutate(points = cumsum(team_points))
The code above essentially decomposes the match_points column into one vector for each group that you care about, then applies a single, highly optimized operation to each of them.

Related

Specify multiple conditions in long form data in R

How do I index rows I need by with specifications?
id<-c(65,65,65,65,65,900,900,900,900,900,900,211,211,211,211,211,211,211,45,45,45,45,45,45,45)
age<-c(19,22,23,24,25,21,26,31,32,37,38,22,23,25,28,29,31,32,30,31,36,39,42,44,48)
stat<-c('intern','reg','manage1','left','reg','manage1','manage2','left','reg',
'reg','left','intern','left','intern','reg','left','reg','manage1','reg','left','intern','manage1','left','reg','manage2')
mydf<-data.frame(id,age,stat)
I need to create 5 variables:
m01time & m12time: measure the amount of years elapsed before becoming a level1 manager (manage1), and then since manage1 to manage2 regardless of whether or not it's at the same job. (numeric in years)
change: capture whether or not they experienced a job change between manage1 and manage2 (if 'left' happens somewhere in between manage1 and manage2), (0 or 1)
& 4: m1p & m2p: capture the position before becoming manager1 and manager2 (intern, reg, or manage1).
There's a lot of information I don't need here that I am not sure how to ignore (all the jobs 211 went through before going to one where they become a manager).
The end result should look something like this:
id m01time m02time change m1p m2p
1 65 4 NA NA reg <NA>
2 900 NA 5 0 <NA> manage1
3 211 1 NA NA reg <NA>
4 45 3 9 1 intern reg
I tried to use ifelse with lag() and lead() to capture some conditions, but there are more for loop type of jobs (such as how to capture a "left" somewhere in between) that I am not sure what to do with.
I'd calculate the variables the first three variables differently than m1p and m2p. Maybe there's an elegant unified approach that I don't see at the moment.
So for the last position before manager you could do:
mydt <- data.table(mydf)
mydt[,.(m1p=stat[.I[stat=="manage1"]-1],
m2p=stat[.I[stat=="manage2"]-1]),by=id]
The other variables are more conveniently calculated in a wide data.format:
dt <- dcast(unique(mydt,by=c("id","stat")),
formula=id~stat,value.var="age")
dt[,.(m01time = manage1-intern,
m12time = manage2-manage1,
change = manage1<left & left<manage2)]
Two caveats:
reshaping might be quite costly larger data sets
I (over-)simplified your dummy data by ignoring duplicates of id and stat

fuzzy and exact match of two databases

I have two databases. The first one has about 70k rows with 3 columns. the second one has 790k rows with 2 columns. Both databases have a common variable grantee_name. I want to match each row of the first database to one or more rows of the second database based on this grantee_name. Note that merge will not work because the grantee_name do not match perfectly. There are different spellings etc. So, I am using the fuzzyjoin package and trying the following:
library("haven"); library("fuzzyjoin"); library("dplyr")
forfuzzy<-read_dta("/path/forfuzzy.dta")
filings <- read_dta ("/path/filings.dta")
> head(forfuzzy)
# A tibble: 6 x 3
grantee_name grantee_city grantee_state
<chr> <chr> <chr>
1 (ICS)2 MAINE CHAPTER CLEARWATER FL
2 (SUFFOLK COUNTY) VANDERBILT~ CENTERPORT NY
3 1 VOICE TREKKING A FUND OF ~ WESTMINSTER MD
4 10 CAN NEWBERRY FL
5 10 THOUSAND WINDOWS LIVERMORE CA
6 100 BLACK MEN IN CHICAGO INC CHICAGO IL
... 7 - 70000 rows to go
> head(filings)
# A tibble: 6 x 2
grantee_name ein
<chr> <dbl>
1 ICS-2 MAINE CHAPTER 123456
2 SUFFOLK COUNTY VANDERBILT 654321
3 VOICE TREKKING A FUND OF VOICES 789456
4 10 CAN 654987
5 10 THOUSAND MUSKETEERS INC 789123
6 100 BLACK MEN IN HOUSTON INC 987321
rows 7-790000 omitted for brevity
The above examples are clear enough to provide some good matches and some not-so-good matches. Note that, for example, 10 THOUSAND WINDOWS will match best with 10 THOUSAND MUSKETEERS INC but it does not mean it is a good match. There will be a better match somewhere in the filings data (not shown above). That does not matter at this stage.
So, I have tried the following:
df<-as.data.frame(stringdist_inner_join(forfuzzy, filings, by="grantee_name", method="jw", p=0.1, max_dist=0.1, distance_col="distance"))
Totally new to R. This is resulting in an error:
cannot allocate vector of size 375GB (with the big database of course). A sample of 100 rows from forfuzzy always works. So, I thought of iterating over a list of 100 rows at a time.
I have tried the following:
n=100
lst = split(forfuzzy, cumsum((1:nrow(forfuzzy)-1)%%n==0))
df<-as.data.frame(lapply(lst, function(df_)
{
(stringdist_inner_join(df_, filings, by="grantee_name", method="jw", p=0.1, max_dist=0.1, distance_col="distance", nthread = getOption("sd_num_thread")))
}
)%>% bind_rows)
I have also tried the above with mclapply instead of lapply. Same error happens even though I have tried a high-performance cluster setting 3 CPUs, each with 480G of memory and using mclapply with the option mc.cores=3. Perhaps a foreach command could help, but I have no idea how to implement it.
I have been advised to use the purrr and repurrrsive packages, so I try the following:
purrr::map(lst, ~stringdist_inner_join(., filings, by="grantee_name", method="jw", p=0.1, max_dist=0.1, distance_col="distance", nthread = getOption("sd_num_thread")))
This seems to be working, after a novice error in the by=grantee_name statement. However, it is taking forever and I am not sure it will work. A sample list in forfuzzy of 100 rows, with n=10 (so 10 lists with 10 rows each) has been running for 50 minutes, and still no results.
If you split (with base::split or dplyr::group_split) your uniquegrantees data frame into a list of data frames, then you can call purrr::map on the list. (map is pretty much lapply)
purrr::map(list_of_dfs, ~stringdist_inner_join(., filings, by="grantee_name", method="jw", p=0.1, max_dist=0.1, distance_col="distance"))
Your result will be a list of data frames each fuzzyjoined with filings. You can then call bind_rows (or you could do map_dfr) to get all the results in the same data frame again.
See R - Splitting a large dataframe into several smaller dateframes, performing fuzzyjoin on each one and outputting to a single dataframe
I haven't used foreach before but maybe the variable x is already the individual rows of zz1?
Have you tried:
stringdist_inner_join(x, zz2, by="grantee_name", method="jw", p=0.1, max_dist=0.1, distance_col="distance")
?

Finding Specific Means and Medians in R

I am working on a project for school in R that is looking at swimming data compiled up of 8 different teams looking at each of the 13 events, over 6 years. I have over 8700 rows of data that I have appended and am trying to find out how to draw the specific means that I am looking for. For example, I would like to look at the progression of mean times for team 1 for event 3 for men. Thanks!
You can subset your data-frame to only include those variables, e.g.
ss = subset(df, team == 1 & event == 3)
mean(ss$times)

R: Subsetting rows by group based on time difference

I have the following data frame:
group_id date_show date_med
1 1976-02-07 1971-04-14
1 1976-02-09 1976-12-11
1 2011-03-02 1970-03-22
2 1993-08-04 1997-06-13
2 2008-07-25 2006-09-01
2 2009-06-18 2005-11-12
3 2009-06-18 1999-11-03
I want to subset my data frame in such a way that the new data frame only shows the rows in which the values of date_show are further than 10 days apart but this condition should only be applied per group. I.e. if the values in the date_show column are less than 10 days apart but the group_ids are different, I need to keep both entries. What I want my result to look like based on the above table is:
group_id date_show date_med
1 1976-02-07 1971-04-14
1 2011-03-02 1970-03-22
2 1993-08-04 1997-06-13
2 2008-07-25 2006-09-01
2 2009-06-18 2005-11-12
3 2009-06-18 1999-11-03
Which row gets deleted isn't important because the reason why I'm subsetting in the first place is to calculate the number of rows I am left with after applying this criteria.
I've tried playing around with the diff function but I'm not sure how to go about it in the simplest possible way because this problem is already within another sapply function so I'm trying to avoid any kind of additional loop (in this case by group_id).
The df I'm working with has around 100 000 rows. Ideally, I would like to do this with base R because I have no rights to install any additional packages on the machine I'm working on but if this is not possible (or if solving this with an additional package would be significantly better), I can try and ask my admin to install it.
Any tips would be appreciated!

Table of average score of peer per percentile

I'm quite a newbie in R so I was interested in the optimality of my solution. Even if it works it could be (a bit) long and I wanted your advice to see if the "way I solved it" is "the best" and it could help me to learn new techniques and functions in R.
I have a dataset on students identified by their id and I have the school where they are matched and the score they obtained at a specific test (so for short: 3 variables id,match and score).
I need to construct the following table: for students in between two percentiles of score, I need to calculate the average score (between students) of the average score of the students of the school they are matched to (so for each school I take the average score of the students matched to it and then I calculate the average of this average for percentile classes, yes average of a school could appear twice in this calculation). In English it allows me to answer: "A student belonging to the x-th percentile in terms of score will be in average matched to a school with this average quality".
Here is an example in the picture:
So in that case, if I take the median (15) for the split (rather than percentiles) I would like to obtain:
[0,15] : 9.5
(15,24] : 20.25
So for students having a score between 0 and 15 I take the average of the average score of the school they are matched to (note that b average will appears twice but that's ok).
Here how I did it:
match <- c(a,b,a,b,c)
score <- c(18,4,15,8,24)
scoreQuant <- cut(score,quantile(score,probs=seq(0,1,0.1),na.rm=TRUE))
AvgeSchScore <- tapply(score,match,mean,na.rm=TRUE)
AvgScore <- 0
for(i in 1:length(score)) {
AvgScore[i] <- AvgeSchScore[match[i]]
}
results <- tapply(AvgScore,scoreQuant,mean,na.rm = TRUE)
If you have a more direct way of doing it.. Or I think the bad point is 3) using a loop, maybe apply() is better ? But I'm not sure how to use it here (I tried to code my own function but it crashed so I "bruted force it").
Thanks :)
The main fix is to eliminate the for loop with:
AvgScore <- AvgeSchScore[match]
R allows you to subset in ways that you cannot in other languages. The tapply function outputs the names of the factor that you grouped by. We are using those names for match to subset AvgeScore.
data.table
If you would like to try data.table you may see speed improvements.
library(data.table)
match <- c("a","b","a","b","c")
score <- c(18,4,15,8,24)
dt <- data.table(id=1:5, match, score)
scoreQuant <- cut(dt$score,quantile(dt$score,probs=seq(0,1,0.1),na.rm=TRUE))
dt[, AvgeScore := mean(score), match][, mean(AvgeScore), scoreQuant]
# scoreQuant V1
#1: (17.4,19.2] 16.5
#2: NA 6.0
#3: (12.2,15] 16.5
#4: (7.2,9.4] 6.0
#5: (21.6,24] 24.0
It may be faster than base R. If the value in the NA row bothers you, you can delete it after.

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