How to write efficient nested functions for parallelization? - r

I have a dataframe with two grouping variables class and group. For each class, I have a plotting task per group.
Mostly, I have 2 levels per class and 500 levels per group.
I'm using parallel package for parallelization and mclapply function for the iteration through class and group levels.
I'm wondering which is the best way to write my iterations. I think I have two options:
Run parallelization for class variable.
Run parallelization for group variable.
My computer has 3 cores working for R session and usually, preserve the 4th core for my Operating System. I was wondering that if perform the parallelization for class variable with 2 levels, the 3rd core will never will be used, so I thought that would be more efficient ensuring all 3 cores will be working running the parallelization for group variable. I've written some speed tests to be sure which is the best way:
library(microbenchmark)
library(parallel)
f = function(class, group, A, B) {
mclapply(seq(class), mc.cores = A, function(z) {
mclapply(seq(group), mc.cores = B, function(c) {
ifelse(class == 1, 'plotA', 'plotB')
})
})
}
class = 2
group = 500
microbenchmark(
up = f(class, group, 3, 1),
nest = f(class, group, 1, 3),
times = 50L
)
Unit: milliseconds
expr min lq mean median uq max neval
up 6.751193 7.897118 10.89985 9.769894 12.26880 26.87811 50
nest 16.584382 18.999863 25.54437 22.293591 28.60268 63.49878 50
Result tells that I should use the parallelization for class and not for group variable.
The overview would be that I always should write one-core functions and then call it for parallelization. I think this way, my code would be more simple or reductionist, than write nested functions with parallelization capabilities.
The ifelse condition is used because the previous code used to prepare the data for plotting task is more or less redundant for both class levels, so I thought it would be more line-coding efficient write a longer function checking which class level is used than "splitting" this function in two shorter functions.
Which is the best practice to write this kind of code?. I seams clear, but because I'm not an expert data-scientist, I would like to know your working approach.
This threat is around this problem. But I think that my question is for both points of view:
Code beauty and clear
Speed performance
Thanks

You asked this a while ago but I'll attempt an answer in case anyone else was wondering the same thing. First, I like to split up my task first and then loop over each part. This gives me more control over the process.
parts <- split(df, c(df$class, df$group))
mclapply(parts, some_function)
Second, distributing tasks to multiple cores takes a lot of computational overhead and can cancel out any gains your make from paralleizing your script. Here, mclapply splits the job into however many nodes you have and performs the fork once. This is much more efficient than nesting two mclapply loops.

Related

Parallel recursive function in R?

I’ve been wracking my brain around this problem all week and could really use an outside perspective. Basically I’ve built a recursive tree function where the output of each node in one layer is used as the input for a node in the subsequent layer. I’ve generated a toy example here where each call generates a large matrix, splits it into submatrices, and then passes those submatrices to subsequent calls. The key difference from similar questions on Stack is that each call of tree_search doesn't actually return anything, it just appends results onto a CSV file.
Now I'd like to parallelize this function. However, when I run it with mclapply and mc.cores=2, the runtime increases! The same happens when I run it on a multicore cluster with mc.cores=12. What’s going on here? Are the parent nodes waiting for the child nodes to return some output? Does this have something to do with fork/socket parallelization?
For background, this is part of an algorithm that models gene activation in white blood cells in response to viral infection. I’m a biologist and self-taught programmer so I’m a little out of my depth here - any help or leads would be really appreciated!
# Load libraries.
library(data.table)
library(parallel)
# Recursive tree search function.
tree_search <- function(submx = NA, loop = 0) {
# Terminate on fifth loop.
message(paste("Started loop", loop))
if(loop == 5) {return(TRUE)}
# Create large matrix and do some operation.
bigmx <- matrix(rnorm(10), 50000, 250)
bigmx <- sin(bigmx^2)
# Aggregate matrix and save output.
agg <- colMeans(bigmx)
append <- file.exists("output.csv")
fwrite(t(agg), file = "output.csv", append = append, row.names = F)
# Split matrix in submatrices with 100 columns each.
ind <- ceiling(seq_along(1:ncol(bigmx)) / 100)
lapply(unique(ind), function(i) {
submx <- bigmx[, ind == i]
# Pass each submatrix to subsequent call.
loop <- loop + 1
tree_search(submx, loop) # sub matrix is used to generate big matrix in subsequent call (not shown)
})
}
# Initiate tree search.
tree_search()
After a lot more brain wracking and experimentation, I ended up answering my own question. I’m not going to refer to the original example since I've changed up my approach quite a bit. Instead I’ll share some general observations that might help people in similar situations.
1.) For loops are more memory efficient than lapply and recursive functions
When you use lapply, each call creates a copy of your current environment. That’s why you can do this:
x <- 5
lapply(1:10, function(i) {
x <- x + 1
x == 6 # TRUE
})
x == 5 # ALSO TRUE
At the end x is still 5, which means that each call of lapply was manipulating a separate copy of x. That’s not good if, say, x was actually a large dataframe with 10,000 variables. for loops, on the other hand, allow you to override the variables on each loop.
x <- 5
for(i in 1:10) {x <- x + 1}
x == 5 # FALSE
2.) Parallelize once
Distributing tasks to different nodes takes a lot of computational overhead and can cancel out any gains you make from parallelizing your script. Therefore, you should use mclapply with discretion. In my case, that meant NOT putting mclapply inside a recursive function where it was getting called tens to hundreds of times. Instead, I split the starting point into 16 parts and ran 16 different tree searches on separate nodes.
3.) You can use mclapply to throttle memory usage
If you split a job into 10 parts and process them with mclapply and mc.preschedule=F, each core will only process 10% of your job at a time. If mc.cores was set to two, for example, the other 8 "nodes" would wait until one part finished before starting a new one. This is useful if you are running into memory issues and want to prevent each loop from taking on more than it can handle.
Final Note
This is one of the more interesting problems I’ve worked on so far. However, recursive tree functions are complicated. Draw out the algorithm and force yourself to spend a few days away from your code so that you can come back with a fresh perspective.

Writing a window function with state using only R's basics

I am trying to write R code which acts as a "moving window", just with memory (state). I have figured out (thanks to this question) how to apply a function to subsequent tuples of elements. For example, if I wish to write a (simple) moving average with a typical period 4, I would do the following:
mapply(myfunc, x[1:(length(x)-4)], x[2:(length(x)-3)], x[3:(length(x)-2)], x[4:(length(x)-1)])
Where myfunc is a function with 4 arguments, which calculates their mean (I cannot use mean, as it expects only 1 argument, and I don't know how to make the 4 arguments a single vector).
That's quite cumbersome, though, and if the typical period is 100, say, I am not sure how to do it.
So here's my first question: how do I generalize this?
But here's another issue: suppose I wish the applied function to be able to save state. A simple example would be to keep record of how many values it was applied on so far. Another example is the exponential moving average (EMA), which is not really a window function, but instead a function which works on single values but which keeps state (the last resulted mean).
How can I write a function which when applied to a vector, works on its values one by one, returning a vector of the same length, which is able to retain its last output every time, or save any other "state" during its calculations? In Python, for example, I'd use classes for that, but that's quite difficult in R.
Important note: I am not interested in auxiliary R packages like zoo or TTR to do the work for me. I am trying to learn R, and in any case the functions I wish to write, while having similarities with MA or EMA, are custom, and do not exist in any of these packages.
Regarding your first question,
n <- length(x)
k <- 4
r <- embed(x, n-k)[1:k, seq(n-k, 1)]
do.call("mapply", c("myfunc", split(r, 1:k)))
Regarding the second question, Reduce can be used to iterate over a vector saving state.
For things like this you should consider using a plain for loop:
x <- runif(10000)
k <- 100
n <- length(x)
res <- numeric(n - k)
library(microbenchmark)
microbenchmark(times=5,
for(i in k:n) res[i - k + 1] <- sum(vec[i:(i + k)]),
{
r <- embed(x, n-k)[1:k, seq(n-k, 1)]
gg <- do.call("mapply", c("sum", split(r, 1:k)))
},
flt <- filter(x, rep(1, k))
)
Produces:
Unit: milliseconds
min lq median uq max neval
for 163.5403 164.4929 165.2543 166.6315 167.0608 5
embed/mapply 1255.2833 1307.3708 1338.2748 1341.5719 1405.1210 5
filter 6.7101 6.7971 6.8073 6.8161 6.8991 5
Now, the results are not identical and I don't pretend to understand exactly what GGrothendieck is doing with embed, but generally speaking for loops are just as fast as *pply functions so long as you initialize your result vectors first. Windowed calculations don't lend themselves well to vectorization, so might as well use a for loop.
EDIT: as several have pointed out in comments, there appears to be an internally implemented function to do (filter) this that is quite a bit faster, so that seems to be the best option (though you should confirm it actually does what you want as again, the results are not exactly identical and I am not personally familiar with the function; in it's default configuration it appears to do a rolling weighted sum, or sum if weights are 1, with a centered window).

Fast alternative to split in R

I'm partitioning a data frame with split() in order to use parLapply() to call a function on each partition in parallel. The data frame has 1.3 million rows and 20 cols. I'm splitting/partitioning by two columns, both character type. Looks like there are ~47K unique IDs and ~12K unique codes, but not every pairing of ID and code are matched. The resulting number of partitions is ~250K. Here is the split() line:
system.time(pop_part <- split(pop, list(pop$ID, pop$code)))
The partitions will then be fed into parLapply() as follows:
cl <- makeCluster(detectCores())
system.time(par_pop <- parLapply(cl, pop_part, func))
stopCluster(cl)
I've let the split() code alone run almost an hour and it doesn't complete. I can split by the ID alone, which takes ~10 mins. Additionally, R studio and the worker threads are consuming ~6GB of RAM.
The reason I know the resulting number of partitions is I have equivalent code in Pentaho Data Integration (PDI) that runs in 30 seconds (for the entire program, not just the "split" code). I'm not hoping for that type of performance with R, but something that perhaps completes in 10 - 15 mins worst case.
The main question: Is there a better alternative to split? I've also tried ddply() with .parallel = TRUE, but it also ran over an hour and never completed.
Split indexes into pop
idx <- split(seq_len(nrow(pop)), list(pop$ID, pop$code))
Split is not slow, e.g.,
> system.time(split(seq_len(1300000), sample(250000, 1300000, TRUE)))
user system elapsed
1.056 0.000 1.058
so if yours is I guess there's some aspect of your data that slows things down, e.g., ID and code are both factors with many levels and so their complete interaction, rather than the level combinations appearing in your data set, are calculated
> length(split(1:10, list(factor(1:10), factor(10:1))))
[1] 100
> length(split(1:10, paste(letters[1:10], letters[1:10], sep="-")))
[1] 10
or perhaps you're running out of memory.
Use mclapply rather than parLapply if you're using processes on a non-Windows machine (which I guess is the case since you ask for detectCores()).
par_pop <- mclapply(idx, function(i, pop, fun) fun(pop[i,]), pop, func)
Conceptually it sounds like you're really aiming for pvec (distribute a vectorized calculation over processors) rather than mclapply (iterate over individual rows in your data frame).
Also, and really as the initial step, consider identifying the bottle necks in func; the data is large but not that big so perhaps parallel evaluation is not needed -- maybe you've written PDI code instead of R code? Pay attention to data types in the data frame, e.g., factor versus character. It's not unusual to get a 100x speed-up between poorly written and efficient R code, whereas parallel evaluation is at best proportional to the number of cores.
Split(x,f) is slow if x is a factor AND f contains a lot of different elements
So, this code if fast:
system.time(split(seq_len(1300000), sample(250000, 1300000, TRUE)))
But, this is very slow:
system.time(split(factor(seq_len(1300000)), sample(250000, 1300000, TRUE)))
And this is fast again because there are only 25 groups
system.time(split(factor(seq_len(1300000)), sample(25, 1300000, TRUE)))

How do I time out a lapply when a list item fails or takes too long?

For several efforts I'm involved in at the moment, I am running large datasets with numerous parameter combinations through a series of functions. The functions have a wrapper (so I can mclapply) for ease of operation on a cluster. However, I run into two major challenges.
a) My parameter combinations are large (think 20k to 100k). Sometimes particular combinations will fail (e.g. survival is too high and mortality is too low so the model never converges as a hypothetical scenario). It's difficult for me to suss out ahead of time exactly which combinations will fail (life would be easier if I could do that). But for now I have this type of setup:
failsafe <- failwith(NULL, my_wrapper_function)
# This is what I run
# Note that input_variables contains a list of variables in each list item
results <- mclapply(input_variables, failsafe, mc.cores = 72)
# On my local dual core mac, I can't do this so the equivalent would be:
results <- llply(input_variables, failsafe, .progress = 'text')
The skeleton for my wrapper function looks like this:
my_wrapper_function <- function(tlist) {
run <- tryCatch(my_model(tlist$a, tlist$b, tlist$sA, tlist$Fec, m = NULL) , error=function(e) NULL)
...
return(run)
}
Is this the most efficient approach? If for some reason a particular combination of variables crashes the model, I need it to return a NULL and carry on with the rest. However, I still have issues that this fails less than gracefully.
b) Sometimes a certain combination of inputs does not crash the model but takes too long to converge. I set a limit on the computation time on my cluster (say 6 hours) so I don't waste my resources on something that is stuck. How can I include a timeout such that if a function call takes more than x time on a single list item, it should move on? Calculating the time spent is trivial but a function mid simulation can't be interrupted to check the time, right?
Any ideas, solutions or tricks are appreciated!
You may well be able to manage graceful-exits-upon-timout using a combination of tryCatch() and evalWithTimeout() from the R.utils package.
See also this post, which presents similar code and unpacks it in a bit more detail.
require(R.utils)
myFun <- function(x) {Sys.sleep(x); x^2}
## evalWithTimeout() times out evaluation after 3.1 seconds, and then
## tryCatch() handles the resulting error (of class "TimeoutException") with
## grace and aplomb.
myWrapperFunction <- function(i) {
tryCatch(expr = evalWithTimeout(myFun(i), timeout = 3.1),
TimeoutException = function(ex) "TimedOut")
}
sapply(1:5, myWrapperFunction)
# [1] "1" "4" "9" "TimedOut" "TimedOut"

What's the higher-performance alternative to for-loops for subsetting data by group-id?

A recurring analysis paradigm I encounter in my research is the need to subset based on all different group id values, performing statistical analysis on each group in turn, and putting the results in an output matrix for further processing/summarizing.
How I typically do this in R is something like the following:
data.mat <- read.csv("...")
groupids <- unique(data.mat$ID) #Assume there are then 100 unique groups
results <- matrix(rep("NA",300),ncol=3,nrow=100)
for(i in 1:100) {
tempmat <- subset(data.mat,ID==groupids[i])
# Run various stats on tempmat (correlations, regressions, etc), checking to
# make sure this specific group doesn't have NAs in the variables I'm using
# and assign results to x, y, and z, for example.
results[i,1] <- x
results[i,2] <- y
results[i,3] <- z
}
This ends up working for me, but depending on the size of the data and the number of groups I'm working with, this can take up to three days.
Besides branching out into parallel processing, is there any "trick" for making something like this run faster? For instance, converting the loops into something else (something like an apply with a function containing the stats I want to run inside the loop), or eliminating the need to actually assign the subset of data to a variable?
Edit:
Maybe this is just common knowledge (or sampling error), but I tried subsetting with brackets in some of my code rather than using the subset command, and it seemed to provide a slight performance gain which surprised me. I have some code I used and output below using the same object names as above:
system.time(for(i in 1:1000){data.mat[data.mat$ID==groupids[i],]})
user system elapsed
361.41 92.62 458.32
system.time(for(i in 1:1000){subset(data.mat,ID==groupids[i])})
user system elapsed
378.44 102.03 485.94
Update:
In one of the answers, jorgusch suggested that I use the data.table package to speed up my subsetting. So, I applied it to a problem I ran earlier this week. In a dataset with a little over 1,500,000 rows, and 4 columns (ID,Var1,Var2,Var3), I wanted to calculate two correlations in each group (indexed by the "ID" variable). There are slightly more than 50,000 groups. Below is my initial code (which is very similar to the above):
data.mat <- read.csv("//home....")
groupids <- unique(data.mat$ID)
results <- matrix(rep("NA",(length(groupids) * 3)),ncol=3,nrow=length(groupids))
for(i in 1:length(groupids)) {
tempmat <- data.mat[data.mat$ID==groupids[i],]
results[i,1] <- groupids[i]
results[i,2] <- cor(tempmat$Var1,tempmat$Var2,use="pairwise.complete.obs")
results[i,3] <- cor(tempmat$Var1,tempmat$Var3,use="pairwise.complete.obs")
}
I'm re-running that right now for an exact measure of how long that took, but from what I remember, I started it running when I got into the office in the morning and it finished sometime in the mid-afternoon. Figure 5-7 hours.
Restructuring my code to use data.table....
data.mat <- read.csv("//home....")
data.mat <- data.table(data.mat)
testfunc <- function(x,y,z) {
temp1 <- cor(x,y,use="pairwise.complete.obs")
temp2 <- cor(x,z,use="pairwise.complete.obs")
res <- list(temp1,temp2)
res
}
system.time(test <- data.mat[,testfunc(Var1,Var2,Var3),by="ID"])
user system elapsed
16.41 0.05 17.44
Comparing the results using data.table to the ones I got from using a for loop to subset all IDs and record results manually, they seem to have given me the same answers(though I'll have to check that a bit more thoroughly). That looks to be a pretty big speed increase.
Update 2:
Running the code using subsets finally finished up again:
user system elapsed
17575.79 4247.41 23477.00
Update 3:
I wanted to see if anything worked out differently using the plyr package that was also recommended. This is my first time using it, so I may have done things somewhat inefficiently, but it still helped substantially compared to the for loop with subsetting.
Using the same variables and setup as before...
data.mat <- read.csv("//home....")
system.time(hmm <- ddply(data.mat,"ID",function(df)c(cor(df$Var1,df$Var2, use="pairwise.complete.obs"),cor(df$Var1,df$Var3,use="pairwise.complete.obs"))))
user system elapsed
250.25 7.35 272.09
This is pretty much exactly what the plyr package is designed to make easier. However it's unlikely that it will make things much faster - most of the time is probably spent doing the statistics.
Besides plyr, you can try to use foreach package to exclude explicit loop counter, but I don't know if it will give you any performance benefits.
Foreach, neverless, gives you a quite simple interface to parallel chunk processing if you have multicore workstation (with doMC/multicore packages) (check Getting Started with doMC and foreach for details), if you exclude parallel processing only because it is not very easy to understand for students. If it is not the only reason, plyr is very good solution IMHO.
Personally, I find plyr not very easy to understand. I prefer data.table which is also faster. For instance you want to do the standard deviation of colum my_column for each ID.
dt <- datab.table[df] # one time operation...changing format of df to table
result.sd <- dt[,sd(my_column),by="ID"] # result with each ID and SD in second column
Three statements of this kind and a cbind at the end - that is all you need.
You can also use dt do some action for only one ID without a subset command in an new syntax:
result.sd.oneiD<- dt[ID="oneID",sd(my_column)]
The first statment refers to rows (i), the second to columns (j).
If find it easier to read then player and it is more flexible, as you can also do sub domains within a "subset"...
The documentation describes that it uses SQL-like methods. For instance, the by is pretty much "group by" in SQL. Well, if you know SQL, you can probably do much more, but it is not necessary to make use of the package.
Finally, it is extremely fast, as each operation is not only parallel, but also data.table grabs the data needed for calculation. Subset, however, maintain the levels of the whole matrix and drag it trough the memory.
You have already suggested vectorizing and avoiding making unnecessary copies of intermediate results, so you are certainly on the right track. Let me caution you not to do what i did and just assume that vectorizing will always give you a performance boost (like it does in other languages, e.g., Python + NumPy, MATLAB).
An example:
# small function to time the results:
time_this = function(...) {
start.time = Sys.time(); eval(..., sys.frame(sys.parent(sys.parent())));
end.time = Sys.time(); print(end.time - start.time)
}
# data for testing: a 10000 x 1000 matrix of random doubles
a = matrix(rnorm(1e7, mean=5, sd=2), nrow=10000)
# two versions doing the same thing: calculating the mean for each row
# in the matrix
x = time_this( for (i in 1:nrow(a)){ mean( a[i,] ) } )
y = time_this( apply(X=a, MARGIN=1, FUN=mean) )
print(x) # returns => 0.5312099
print(y) # returns => 0.661242
The 'apply' version is actually slower than the 'for' version. (According to the Inferno author, if you are doing this you are not vectorizing, you are 'loop hiding'.)
But where you can get a performance boost is by using built-ins. Below, i've timed the same operation as the two above, just using the built-in function, 'rowMeans':
z = time_this(rowMeans(a))
print(z) # returns => 0.03679609
An order of magnitude improvement versus the 'for' loop (and the vectorized version).
The other members of the apply family are not just wrappers over a native 'for' loop.
a = abs(floor(10*rnorm(1e6)))
time_this(sapply(a, sqrt))
# returns => 6.64 secs
time_this(for (i in 1:length(a)){ sqrt(a[i])})
# returns => 1.33 secs
'sapply' is about 5x slower compared with a 'for' loop.
Finally, w/r/t vectorized versus 'for' loops, i don't think i ever use a loop if i can use a vectorized function--the latter is usually less keystrokes and and it's a more natural way (for me) to code, which is a different kind of performance boost, i suppose.

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