set missing values to constant in R, computational speed - r

In R, I have a reasonably large data frame (d) which is 10500 by 6000. All values are numeric.
It has many na value elements in both its rows and columns, and I am looking to replace these values with a zero. I have used:
d[is.na(d)] <- 0
but this is rather slow. Is there a better way to do this in R?
I am open to using other R packages.
I would prefer it if the discussion focused on computational speed rather than, "why would you replace na's with zeros", for example. And, while I realize a similar Q has been asked (How do I replace NA values with zeros in an R dataframe?) the focus has not been towards computational speed on a large data frame with many missing values.
Thanks!
Edited Solution:
As helpfully suggested, changing d to a matrix before applying is.na sped up the computation by an order of magnitude

You can get a considerable performance increase using the data.table package.
It is much faster, in general, with a lot of manipulations and transformations.
The downside is the learning curve of the syntax.
However, if you are looking for a speed performance boost, the investment could be worth it.
Generate fake data
r <- 10500
c <- 6000
x <- sample(c(NA, 1:5), r * c, replace = TRUE)
df <- data.frame(matrix(x, nrow = r, ncol = c))
Base R
df1 <- df
system.time(df1[is.na(df1)] <- 0)
user system elapsed
4.74 0.00 4.78
tidyr - replace_na()
dfReplaceNA <- function (df) {
require(tidyr)
l <- setNames(lapply(vector("list", ncol(df)), function(x) x <- 0), names(df))
replace_na(df, l)
}
system.time(df2 <- dfReplaceNA(df))
user system elapsed
4.27 0.00 4.28
data.table - set()
dtReplaceNA <- function (df) {
require(data.table)
dt <- data.table(df)
for (j in 1:ncol(dt)) {set(dt, which(is.na(dt[[j]])), j, 0)}
setDF(dt) # Return back a data.frame object
}
system.time(df3 <- dtReplaceNA(df))
user system elapsed
0.80 0.31 1.11
Compare data frames
all.equal(df1, df2)
[1] TRUE
all.equal(df1, df3)
[1] TRUE

I guess that all columns must be numeric or assigning 0s to NAs wouldn't be sensible.
I get the following timings, with approximately 10,000 NAs:
> M <- matrix(0, 10500, 6000)
> set.seed(54321)
> r <- sample(1:10500, 10000, replace=TRUE)
> c <- sample(1:6000, 10000, replace=TRUE)
> M[cbind(r, c)] <- NA
> D <- data.frame(M)
> sum(is.na(M)) # check
[1] 9999
> sum(is.na(D)) # check
[1] 9999
> system.time(M[is.na(M)] <- 0)
user system elapsed
0.19 0.12 0.31
> system.time(D[is.na(D)] <- 0)
user system elapsed
3.87 0.06 3.95
So, with this number of NAs, I get about an order of magnitude speedup by using a matrix. (With fewer NAs, the difference is smaller.) But the time using a data frame is just 4 seconds on my modest laptop -- much less time than it took to answer the question. If the problem really is of this magnitude, why is that slow?
I hope this helps.

Related

fast way in R to do two nested for loops [duplicate]

This question already has answers here:
Subtract every element of vector A from every element of vector B
(4 answers)
Closed 5 years ago.
I need to take the difference between any two elements of two vector.
If A<-c(1,2) and B<-c(3,4) then my result R should be c(3-1,3-2,4-1,4-2).
With this snippet
myfunction <- function(N)
{
A = runif(N)
B = runif(N)
R = c()
for(a in A){
for(b in B){
R=c(b-a,R)
}
}
R
}
print(system.time(result <- myfunction(300)))
I get this time
user system elapsed
14.27 0.01 14.39
Is there any faster way to do it?
The fastest base solution is the use of outer:
as.vector(outer(B,A,"-"))
To my own surprise, map2_dbl is actually quite a bit faster than outer:
Not to my surprise, map2_dbl seems faster, but that's because it is not calculating every combination of values in A and B:
test elapsed relative
3 CP(A, B) 7.54 47.125 # using expand.grid
2 JL(A, B) 0.16 1.000 # using map2_dbl
1 JM(A, B) 3.13 19.563 # using outer
But:
> A <- 1:3
> B <- 3:1
> JL(A,B)
[1] -2 0 2
> JM(A,B)
[1] 2 1 0 1 0 -1 0 -1 -2
This is for two vectors of length 1000, and with 100 replications. I didn't include your own solution because that one is ridiculously slow for two reasons:
for loops in R are quite a bit faster than in the old days, but still not as optimal as using functions that have their loops coded in C or equivalent. That's the case for the functions used in the tested code here.
you "grow" your result object. Every loop through the code, that R becomes one value larger, so R has to look for a new place in the memory to store it. That's actually the biggest bottleneck in your code. Try to avoid that kind of construct at all costs, because it's one of the most important causes of terribly slow code.
The benchmark code:
library(tidyverse)
JM <- function(A,B){
as.vector(outer(B,A,"-"))
}
JL <- function(A,B){
map2_dbl(.x = A,
.y = B,
.f = ~ c(.x - .y))
}
CP <- function(A,B){
as.data.frame(expand.grid(A,B)) %>%
mutate(Var3 = Var2-Var1)
}
library(rbenchmark)
A <- runif(1000)
B <- runif(1000)
benchmark(JM(A,B),
JL(A,B),
CP(A,B),
replications = 100,
columns = c("test","elapsed","relative"))
You can use expand.grid to vectorize the approach:
A <- runif(300)
B <- runif(300)
library(dplyr)
R <- as.data.frame(expand.grid(A,B)) %>%
mutate(Var3 = Var2-Var1)
The first 5 lines of output:
Var1 Var2 Var3
1 0.8516676 0.325261 -0.5264066246
2 0.2126453 0.325261 0.1126156694
3 0.5394620 0.325261 -0.2142010126
4 0.1364876 0.325261 0.1887734290
5 0.3248651 0.325261 0.0003958747
This took:
user system elapsed
0.02 0.00 0.02
Your function took:
user system elapsed
42.39 0.43 42.90
Using purrr::map2:
library(tidyverse)
N = 300
A = runif(N)
B = runif(N)
R = c()
print(
system.time(
result <- map(
.x = A,
.f = ~ c(.x - B)) %>% unlist
)
)
Time taken:
user system elapsed
0.02 0 0.02
If I got your attention now, check out this repo for a nice walk through of purrr.

optimizing code in R for vector comparisons in data.table

As part of my program in R, I have to compare a huge number of pair of sentences with some functions (the one im showing here is comparing sentences with the same number of words, and whether there is just exactly one different word between those two sentences)
To make things faster, I have already converted all words into integers so I am dealing with integer vectors so the example function is a very simple one
is_sub_num <- function(a,b){sum(!(a==b))==1}
where a,b are character vectors such as
a = c(1,2,3); b=c(1,4,3)
is_sub_num(a,b)
# [1] TRUE
my data will be stored in a data.table
Classes ‘data.table’ and 'data.frame': 100 obs. of 2 variables:
$ ID: int 1 2 3 4 5 6 7 8 9 10 ...
$ V2:List of 100
..$ : int 4 4 3 4
..$ : int 1 2 3 1
the length of each entry may be different (in the example below, the entries are all of size 4)
I have a table with candidate pair IDs to test the corresponding entries in DT with the function above as follow
is_pair_ok <- function(pair){
is_sub_num(DT[ID==pair[1],V2][[1]],DT[ID==pair[2],V2][[1]])}
here is a simplification of what I'm trying to do:
set.seed=234
z = lapply(1:100, function(x) sample(1:4,size=4,replace=TRUE))
is_sub_num <- function(a,b){sum(!(a==b))==1}
is_pair_ok <- function(pair){
is_sub_num(DT[ID==pair[1],V2][[1]],DT[ID==pair[2],V2][[1]])}
pair_list <- as.data.table(cbind(sample(1:100,10000,replace=TRUE),sample(1:100,10000,replace=TRUE)))
DT <- as.data.table(1:100)
DT$V2 <- z
colnames(DT) <- c("ID","V2")
print(system.time(tmp <-apply(pair_list,1,is_pair_ok)))
this takes around 22 seconds on my laptop although its only 10,000 entries and the functions are very very basic.
Do you have any advice on how to speed up the code ???
i have delved further myself into this issue, and here is my answer.
I think its an important one, and everyone should know it so please vote for this post, it doesn't deserve its bad score !!
The code to the answer is below. I have put some new parameters to make the problem a bit more general.
The key point is to use the unlist function.
Whenever we use apply to a list object, we get very very bad performance in R.
its a bit of a pain in the ass to explode objects and to do manual indexing in a vector, but the speedup is phenomenal.
set.seed=234
N=100
nobs=10000
z = lapply(1:N, function(x) sample(1:4,size=sample(3:5),replace=TRUE))
is_sub_num <- function(a,b){sum(!(a==b))==1}
is_pair_ok <- function(pair){
is_sub_num(DT[ID==pair[1],V2][[1]],DT[ID==pair[2],V2][[1]])}
is_pair_ok1 <- function(pair){
is_sub_num(zzz[pos_table[pair[1]]:(pos_table[pair[1]]+length_table[pair[1]] -1) ],
zzz[pos_table[pair[2]]:(pos_table[pair[2]]+length_table[pair[2]] -1) ]) }
pair_list <- as.data.table(cbind(sample(1:N,nobs,replace=TRUE),sample(1:N,nobs,replace=TRUE)))
DT <- as.data.table(1:N)
DT$V2 <- z
setnames(DT, c("ID","V2"))
setkey(DT, ID)
length_table <- sapply(z,length)
myfun <- function(i){sum(length_table[1:i])}
pos_table <- c(0,sapply(1:N,myfun))+1
zzz=unlist(z)
print(system.time(tmp_ref <- apply(pair_list,1,is_pair_ok)))
print(system.time(tmp <- apply(pair_list,1,is_pair_ok1)))
identical(tmp,tmp_ref)
here is the output
utilisateur système écoulé
20.96 0.00 20.96
utilisateur système écoulé
0.70 0.00 0.71
There were 50 or more warnings (use warnings() to see the first 50)
[1] TRUE
EDIT
it would a bit too long to post here. I tried to draw conclusions from the above and modify the source code of my program by trying to speed it up and using unlist, and manual indexing.
the new implementation actually is slower which came as a surprise to me, and i fail to understand why...
now I have 60% spare of time:
library(data.table)
set.seed(234)
is_sub_num <- function(a,b) sum(!(a==b))==1
is_pair_ok2 <- function(p1, p2) is_sub_num(DT[p1,V2][[1]],DT[p2,V2][[1]])
DT <- as.data.table(1:100)
DT$V2 <- lapply(1:100, function(x) sample(1:4,size=4,replace=TRUE))
setnames(DT, c("ID","V2"))
setkey(DT, ID)
pair_list <- as.data.table(cbind(sample(1:100,10000,replace=TRUE),sample(1:100,10000,replace=TRUE)))
print(system.time(tmp <- mapply(FUN=is_pair_ok2, pair_list$V1, pair_list$V2)))
most effect had setting the key for DT and using fast indexing in is_pair_ok2()
a little bit more (without the function is_sub_num()):
is_pair_ok3 <- function(p1, p2) sum(DT[p1,V2][[1]]!=DT[p2,V2][[1]])==1
print(system.time(tmp <- mapply(FUN=is_pair_ok3, pair_list$V1, pair_list$V2)))

replacement for na.locf.xts (extremely slow when used with a multicolumn xts)

The R function
xts:::na.locf.xts
is extremely slow when used with a multicolumn xts of more than a few columns.
There is indeed a loop over the columns in the code of na.locf.xts
I am trying to find a way to avoid this loop.
Any idea?
The loop in na.locf.xts is slow because it creates a copy of the entire object for each column in the object. The loop itself isn't slow; the copies created by [.xts are slow.
There's an experimental (and therefore unexported) version of na.locf.xts on R-Forge that moves the loop over columns to C, which avoids copying the object. It's quite a bit faster for very large objects.
set.seed(21)
m <- replicate(20, rnorm(1e6))
is.na(m) <- sample(length(x), 1e5)
x <- xts(m, Sys.time()-1e6:1)
y <- x[1:1e5,1:3]
> # smaller objects
> system.time(a <- na.locf(y))
user system elapsed
0.008 0.000 0.008
> system.time(b <- xts:::.na.locf.xts(y))
user system elapsed
0.000 0.000 0.003
> identical(a,b)
[1] TRUE
> # larger objects
> system.time(a <- na.locf(x))
user system elapsed
1.620 1.420 3.064
> system.time(b <- xts:::.na.locf.xts(x))
user system elapsed
0.124 0.092 0.220
> identical(a,b)
[1] TRUE
timeIndex <- index(x)
x <- apply(x, 2, na.locf)
x <- as.xts(x, order.by = timeIndex)
This avoids the column-by-column data copying. Without this, when filling the nth column, you make a copy of 1 : (n - 1) columns and append the nth column to it, which becomes prohibitively slow when n is large.

Trouble doing large transpose using reshape2::cast function

I have a large dataset (2.8m rows x 4 columns) in R that I'm trying to transpose. I was attempting to use the reshape2::cast function to do the transpose but it's running out of memory.
Question 1: is there a better way to do the transpose?
Question 2: I am attempting to chop the data set up into pieces, do the transpose on the pieces and then reassemble it. However, I'm running into an issue on the reassembly step where cbind requires I know in advance which columns I want to join on. is there a clever way around this issue?
bigtranspose<-function(dataset){
n<-nrow(dataset)
i<-1
while (i<=n){
#take 10 rows at a time and do the transpose
UB <- min(i+10, n)
small<-dataset[i:UB,]
smallmelt<-melt(small, id=c("memberID", "merchantID"))
t<-dcast(smallmelt, memberID~merchantID, na.rm=TRUE)
#stack the results together
if ( !exists("finaldataset") )
finaldataset<-t
else
finaldataset<-rbind(finaldataset,t)
i <- i+10+1
}
}
You can just use t function to do transpose
mat <- matrix(1:(3e+06 * 4), ncol = 4)
dim(mat)
## [1] 3000000 4
tmat <- t(mat)
dim(tmat)
## [1] 4 3000000
# And it's fast
system.time(tmat <- t(mat))
## user system elapsed
## 0.05 0.03 0.08

Is R's apply family more than syntactic sugar?

...regarding execution time and / or memory.
If this is not true, prove it with a code snippet. Note that speedup by vectorization does not count. The speedup must come from apply (tapply, sapply, ...) itself.
The apply functions in R don't provide improved performance over other looping functions (e.g. for). One exception to this is lapply which can be a little faster because it does more work in C code than in R (see this question for an example of this).
But in general, the rule is that you should use an apply function for clarity, not for performance.
I would add to this that apply functions have no side effects, which is an important distinction when it comes to functional programming with R. This can be overridden by using assign or <<-, but that can be very dangerous. Side effects also make a program harder to understand since a variable's state depends on the history.
Edit:
Just to emphasize this with a trivial example that recursively calculates the Fibonacci sequence; this could be run multiple times to get an accurate measure, but the point is that none of the methods have significantly different performance:
> fibo <- function(n) {
+ if ( n < 2 ) n
+ else fibo(n-1) + fibo(n-2)
+ }
> system.time(for(i in 0:26) fibo(i))
user system elapsed
7.48 0.00 7.52
> system.time(sapply(0:26, fibo))
user system elapsed
7.50 0.00 7.54
> system.time(lapply(0:26, fibo))
user system elapsed
7.48 0.04 7.54
> library(plyr)
> system.time(ldply(0:26, fibo))
user system elapsed
7.52 0.00 7.58
Edit 2:
Regarding the usage of parallel packages for R (e.g. rpvm, rmpi, snow), these do generally provide apply family functions (even the foreach package is essentially equivalent, despite the name). Here's a simple example of the sapply function in snow:
library(snow)
cl <- makeSOCKcluster(c("localhost","localhost"))
parSapply(cl, 1:20, get("+"), 3)
This example uses a socket cluster, for which no additional software needs to be installed; otherwise you will need something like PVM or MPI (see Tierney's clustering page). snow has the following apply functions:
parLapply(cl, x, fun, ...)
parSapply(cl, X, FUN, ..., simplify = TRUE, USE.NAMES = TRUE)
parApply(cl, X, MARGIN, FUN, ...)
parRapply(cl, x, fun, ...)
parCapply(cl, x, fun, ...)
It makes sense that apply functions should be used for parallel execution since they have no side effects. When you change a variable value within a for loop, it is globally set. On the other hand, all apply functions can safely be used in parallel because changes are local to the function call (unless you try to use assign or <<-, in which case you can introduce side effects). Needless to say, it's critical to be careful about local vs. global variables, especially when dealing with parallel execution.
Edit:
Here's a trivial example to demonstrate the difference between for and *apply so far as side effects are concerned:
> df <- 1:10
> # *apply example
> lapply(2:3, function(i) df <- df * i)
> df
[1] 1 2 3 4 5 6 7 8 9 10
> # for loop example
> for(i in 2:3) df <- df * i
> df
[1] 6 12 18 24 30 36 42 48 54 60
Note how the df in the parent environment is altered by for but not *apply.
Sometimes speedup can be substantial, like when you have to nest for-loops to get the average based on a grouping of more than one factor. Here you have two approaches that give you the exact same result :
set.seed(1) #for reproducability of the results
# The data
X <- rnorm(100000)
Y <- as.factor(sample(letters[1:5],100000,replace=T))
Z <- as.factor(sample(letters[1:10],100000,replace=T))
# the function forloop that averages X over every combination of Y and Z
forloop <- function(x,y,z){
# These ones are for optimization, so the functions
#levels() and length() don't have to be called more than once.
ylev <- levels(y)
zlev <- levels(z)
n <- length(ylev)
p <- length(zlev)
out <- matrix(NA,ncol=p,nrow=n)
for(i in 1:n){
for(j in 1:p){
out[i,j] <- (mean(x[y==ylev[i] & z==zlev[j]]))
}
}
rownames(out) <- ylev
colnames(out) <- zlev
return(out)
}
# Used on the generated data
forloop(X,Y,Z)
# The same using tapply
tapply(X,list(Y,Z),mean)
Both give exactly the same result, being a 5 x 10 matrix with the averages and named rows and columns. But :
> system.time(forloop(X,Y,Z))
user system elapsed
0.94 0.02 0.95
> system.time(tapply(X,list(Y,Z),mean))
user system elapsed
0.06 0.00 0.06
There you go. What did I win? ;-)
...and as I just wrote elsewhere, vapply is your friend!
...it's like sapply, but you also specify the return value type which makes it much faster.
foo <- function(x) x+1
y <- numeric(1e6)
system.time({z <- numeric(1e6); for(i in y) z[i] <- foo(i)})
# user system elapsed
# 3.54 0.00 3.53
system.time(z <- lapply(y, foo))
# user system elapsed
# 2.89 0.00 2.91
system.time(z <- vapply(y, foo, numeric(1)))
# user system elapsed
# 1.35 0.00 1.36
Jan. 1, 2020 update:
system.time({z1 <- numeric(1e6); for(i in seq_along(y)) z1[i] <- foo(y[i])})
# user system elapsed
# 0.52 0.00 0.53
system.time(z <- lapply(y, foo))
# user system elapsed
# 0.72 0.00 0.72
system.time(z3 <- vapply(y, foo, numeric(1)))
# user system elapsed
# 0.7 0.0 0.7
identical(z1, z3)
# [1] TRUE
I've written elsewhere that an example like Shane's doesn't really stress the difference in performance among the various kinds of looping syntax because the time is all spent within the function rather than actually stressing the loop. Furthermore, the code unfairly compares a for loop with no memory with apply family functions that return a value. Here's a slightly different example that emphasizes the point.
foo <- function(x) {
x <- x+1
}
y <- numeric(1e6)
system.time({z <- numeric(1e6); for(i in y) z[i] <- foo(i)})
# user system elapsed
# 4.967 0.049 7.293
system.time(z <- sapply(y, foo))
# user system elapsed
# 5.256 0.134 7.965
system.time(z <- lapply(y, foo))
# user system elapsed
# 2.179 0.126 3.301
If you plan to save the result then apply family functions can be much more than syntactic sugar.
(the simple unlist of z is only 0.2s so the lapply is much faster. Initializing the z in the for loop is quite fast because I'm giving the average of the last 5 of 6 runs so moving that outside the system.time would hardly affect things)
One more thing to note though is that there is another reason to use apply family functions independent of their performance, clarity, or lack of side effects. A for loop typically promotes putting as much as possible within the loop. This is because each loop requires setup of variables to store information (among other possible operations). Apply statements tend to be biased the other way. Often times you want to perform multiple operations on your data, several of which can be vectorized but some might not be able to be. In R, unlike other languages, it is best to separate those operations out and run the ones that are not vectorized in an apply statement (or vectorized version of the function) and the ones that are vectorized as true vector operations. This often speeds up performance tremendously.
Taking Joris Meys example where he replaces a traditional for loop with a handy R function we can use it to show the efficiency of writing code in a more R friendly manner for a similar speedup without the specialized function.
set.seed(1) #for reproducability of the results
# The data - copied from Joris Meys answer
X <- rnorm(100000)
Y <- as.factor(sample(letters[1:5],100000,replace=T))
Z <- as.factor(sample(letters[1:10],100000,replace=T))
# an R way to generate tapply functionality that is fast and
# shows more general principles about fast R coding
YZ <- interaction(Y, Z)
XS <- split(X, YZ)
m <- vapply(XS, mean, numeric(1))
m <- matrix(m, nrow = length(levels(Y)))
rownames(m) <- levels(Y)
colnames(m) <- levels(Z)
m
This winds up being much faster than the for loop and just a little slower than the built in optimized tapply function. It's not because vapply is so much faster than for but because it is only performing one operation in each iteration of the loop. In this code everything else is vectorized. In Joris Meys traditional for loop many (7?) operations are occurring in each iteration and there's quite a bit of setup just for it to execute. Note also how much more compact this is than the for version.
When applying functions over subsets of a vector, tapply can be pretty faster than a for loop. Example:
df <- data.frame(id = rep(letters[1:10], 100000),
value = rnorm(1000000))
f1 <- function(x)
tapply(x$value, x$id, sum)
f2 <- function(x){
res <- 0
for(i in seq_along(l <- unique(x$id)))
res[i] <- sum(x$value[x$id == l[i]])
names(res) <- l
res
}
library(microbenchmark)
> microbenchmark(f1(df), f2(df), times=100)
Unit: milliseconds
expr min lq median uq max neval
f1(df) 28.02612 28.28589 28.46822 29.20458 32.54656 100
f2(df) 38.02241 41.42277 41.80008 42.05954 45.94273 100
apply, however, in most situation doesn't provide any speed increase, and in some cases can be even lot slower:
mat <- matrix(rnorm(1000000), nrow=1000)
f3 <- function(x)
apply(x, 2, sum)
f4 <- function(x){
res <- 0
for(i in 1:ncol(x))
res[i] <- sum(x[,i])
res
}
> microbenchmark(f3(mat), f4(mat), times=100)
Unit: milliseconds
expr min lq median uq max neval
f3(mat) 14.87594 15.44183 15.87897 17.93040 19.14975 100
f4(mat) 12.01614 12.19718 12.40003 15.00919 40.59100 100
But for these situations we've got colSums and rowSums:
f5 <- function(x)
colSums(x)
> microbenchmark(f5(mat), times=100)
Unit: milliseconds
expr min lq median uq max neval
f5(mat) 1.362388 1.405203 1.413702 1.434388 1.992909 100

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