R lookup time for very long vector - r

In the R programming language...
Bottleneck in my code:
a <- a[b]
where:
a,b are vectors of length 90 Million.
a is a logical vector.
b is a permutation of the indeces of a.
This operation is slow: it takes ~ 1.5 - 2.0 seconds.
I thought straightforward indexing would be much faster, even for large vectors.
Am I simply stuck? Or is there a way to speed this up?
Context:
P is a large matrix (10k row, 5k columns).
rows = names, columns = features. values = real numbers.
Problem: Given a subset of names, I need to obtain matrix Q, where:
Each column of Q is sorted (independently of the other columns of Q).
The values in a column of Q come from the corresponding column of P and are only those from the rows of P which are in the given subset of names.
Here is a naive implementation:
Psub <- P[names,]
Q <- sapply( Psub , sort )
But I am given 10,000 distinct subsets of names (each subset is several 20% to 90% of the total). Taking the subset and sorting each time is incredibly slow.
Instead, I can pre-compute the order vector:
b <- sapply( P , order )
b <- convert_to_linear_index( as.data.frame(b) , dim(P) )
# my own function.
# Now b is a vector of length nrow(P) * ncol(P)
a <- rownames(P) %in% myNames
a <- rep(a , ncol(P) )
a <- a[b]
a <- as.matrix(a , nrow = length(myNames) )

I don't see this getting much faster than that. You can try to write an optimized C function to do exactly this, which might cut the time in half or so (and that's optimistic -- vectorized R operations like this don't have much overhead), but not much more than that.
You've got approx 10^8 values to go through. Each time through the internal loop, it needs to increment the iterator, get the index b[i] out of memory, look up a[b[i]] and then save that value into newa[i]. I'm not a compiler/assembly expert by a long shot, but this sounds like on the order of 5-10 instructions, which means you're looking at "big O" of 1 billion instructions total, so there's a clock rate limit to how fast this can go.
Also, R stores logical values as 32 bit ints, so the array a will take up about 400 megs, which doesn't fit into cache, so if b is a more or less random permutation, then you're going to be missing the cache regularly (on most lookups to a, in fact). Again, I'm not an expert, but I would think it's likely that the cache misses here are the bottleneck, and if that's the case, optimized C won't help much.
Aside from writing it in C, the other thing to do is determine whether there are any assumptions you can make that would let you not go through the whole array. For example, if you know most of the indices will not change, and you can figure out which ones do change, you might be able to make it go faster.
On edit, here are some numbers. I have an AMD with clock speed of 2.8GHz. It takes me 3.4 seconds with a random permutation (i.e. lots of cache misses) and 0.7 seconds with either 1:n or n:1 (i.e. very few cache misses), which breaks into 0.6 seconds of execution time and 0.1 of system time, presumably to allocate the new array. So it does appear that cache misses are the thing. Maybe optimized C code could shave something like 0.2 or 0.3 seconds off of that base time, but if the permutation is random, that won't make much difference.
> x<-sample(c(T,F),90*10**6,T)
> prm<-sample(90*10**6)
> prm1<-1:length(prm)
> prm2<-rev(prm1)
> system.time(x<-x[prm])
user system elapsed
3.317 0.116 3.436
> system.time(x<-x[prm1])
user system elapsed
0.593 0.140 0.734
> system.time(x<-x[prm2])
user system elapsed
0.631 0.112 0.743
>

Related

How can I handle a very large number of combinations in R?

Here is my problem - I would like to generate a fairly large number of factorial combinations and then apply some constraints on them to narrow down the list of all possible combinations. However, this becomes an issue when the number of all possible combinations becomes extremely large.
Let's take an example - Assume we have 8 variables (A; B; C; etc.) each taking 3 levels/values (A={1,2,3}; B={1,2,3}; etc.).
The list of all possible combinations would be 3**8 (=6561) and can be generated as following:
tic <- function(){start.time <<- Sys.time()}
toc <- function(){round(Sys.time() - start.time, 4)}
nX = 8
tic()
lk = as.list(NULL)
lk = lapply(1:nX, function(x) c(1,2,3))
toc()
tic()
mapx = expand.grid(lk)
mapx$idx = 1:nrow(mapx)
toc()
So far so good, these operations are done pretty quickly (< 1 second) even if we significantly increase the number of variables.
The next step is to generate a corrected set of all pairwise comparisons (An uncorrected set would be obtain by freely combining all 6561 options with each other, leading to 65616561=43046721 combinations) - The size of this "universe" would be: 6561(6561-1)/2 = 21520080. Already pretty big!
I am using the R built-in function combn to get it done. In this example the running time remains acceptable (about 20 seconds on my PC) but things become impossible with higher higher number of variables and/or more levels per variable (running time would increase exponentially, for example it already took 177 seconds with 9 variables!). But my biggest concern is actually that the object size would become so large that R can no longer handle it (Memory issue).
tic()
univ = t(combn(mapx$idx,2))
toc()
The next step would be to identify the list of combinations meeting some pre-defined constraints. For instance I would like to sub-select all combinations sharing exactly 3 common elements (ie 3 variables take the same values). Again the running time will be very long (even if a 8 variables) as my approach is to loop over all combinations previously defined.
tic()
vrf = NULL
vrf = sapply(1:nrow(univ), function(x){
j1 = mapx[mapx$idx==univ[x,1],-ncol(mapx)]
j2 = mapx[mapx$idx==univ[x,2],-ncol(mapx)]
cond = ifelse(sum(j1==j2)==3,1,0)
return(cond)})
toc()
tic()
univ = univ[vrf==1,]
toc()
Would you know how to overcome this issue? Any tips/advices would be more than welcome!

Speed up complex data.table operation (subset, sum, group)

I have a large data.table which I need to subset, sum and group the same way on several occurrences in my code. Therefore, I store the result to save time. The operation still takes rather long and I would like to know how to speed it up.
inco <- inventory[period > p, sum(incoming), by = articleID][,V1]
The keys of inventory are period and articleID. The size varies depending on the parameters but is always greater than 3 GB. It has about 62,670,000 rows of 7 variables.
I comment on my thought so far:
1. Subset: period > p
This could be faster with vector scanning, but I would need to generate the sequence from p to max(p) for that, taking additional time. Plus, the data.table is already sorted by p. So I suppose, the gain in speed is not high.
2. Aggregate: sum(incoming)
No idea how to improve this.
3. Group: by = articleID
This grouping might be faster with another key setting of the table, but this would have a bad impact on my other code.
4. Access: [, V1]
This could be neglected and done during later operations, but I doubt a speed gain.
Do you have ideas for detailed profiling or improving this operation?
Minimum reproducible example
(decrease n to make it run on your machine, if necessary):
library(data.table)
p <- 100
n <- 10000
inventory <- CJ(period=seq(1,n,1), weight=c(0.1,1), volume=c(1,10), price=c(1,1000), E_demand=c(1000), VK=seq(from=0.2, to=0.8, by=0.2), s=c(seq(1,99,1), seq(from=100, to=1000, by=20)))
inventory[, articleID:=paste0("W",weight,"V",volume,"P",price,"E", round(E_demand,2), "VK", round(VK,3), "s",s)]
inventory[, incoming:=rgamma( rate=1,shape=0.3, dim(inventory)[1])]
setkey(inventory, period, articleID)
inco <- inventory[period > p, sum(incoming), by = articleID][,V1]

R: Faster Minimum Column Value Over Multiple Matricies?

I have a very tall integer matrix (mat) and a sparse binary vector (v) of equal row length. I want to find the minimum value in all columns of mat where v==1.
Here are several possible solutions:
mat <- matrix(as.integer(runif(100000*100,0,2^31)),nrow=100000,ncol=100)
v<-(rbinom(100000,1,.01))
a<-apply(v*mat,2, function(x) min(x[x>0]))
b<-apply(mat,2,function(x) min(x[v==1]))
c<-sapply(subset(data.frame(mat),v==1), min)
These all work fine, and on my machine solution c seems fastest (an admittedly older,slower MacBook). But if I have a function that feeds unique sets of v, the computation time scales linearly with the number of sets. So a large number of unique sets (>10,000) will take hours to process.
Any ideas on how to do such an operation faster, or is this as fast as I can go?
I guess that subsetting and then calling apply gains a lot, given that v is almost always 0:
system.time(b<-apply(mat[as.logical(v),],2, min))
# user system elapsed
# 0.012 0.000 0.013
system.time(a<-apply(v*mat,2, function(x) min(x[x>0])))
# user system elapsed
# 0.628 0.019 0.649
identical(a,b)
#[1] TRUE
I dropped also the x[x>0], since it appears that mat is always greater than 0.

multiplying every nth row of a matrix by a number using sapply and for loop

I have a 100 * 100 matrix and I a willing to multiply every tenth row by 10.
I know that it would be easily doable by writing sth like:
tenthrows<-seq(from=10,to=100,by=10)
m[tenthrows,]<-m[tenthrows,]*10
However I've asked to do this by using "for loop" and "sapply/lapply" functions.
I could do this by using only for loop like:
for (i in seq(from = 10 , to = 100, by = 10)) {m[i,]<-m[i,]*10 }
But I am not sure how to incorporate sapply/lapply also for doing so, any idea?
Many Thanks in advance
Generate a matrix:
m0 <- m <- matrix(1:1e4,100,100)
One way to do it:
tenthrows <- seq(1,100,by=10)
m[tenthrows,] <- m[tenthrows,]*10
Doing it with a for loop would be less efficient. I can't think of a reason you would want to do it that way, unless (a) this is homework, (b) this is self-study, (c) there is some context you haven't told us about. If one of those is true, could you let us know?
Incorporating #baptiste's answer:
m2 <- m0 * c(10,rep(1,9))
all.equal(m,m2) ## TRUE
This works because R stores matrices columnwise, so that multiplying every 10th element is equivalent to multiplying every 10th row.
Another possibility:
m3 <- sweep(m0,MARGIN=1,FUN="*",STAT=c(10,rep(1,9)))
all.equal(m,m3) ## TRUE
Note that the difference between the original comment (c(rep(1,9),10)) depends on how you interpret "every 10th row"; the original comment multiplied rows 10,20,30,... whereas my answer is multiplying rows 1,11,21,31,...
library("rbenchmark")
benchmark(m[tenthrows,] <- m[tenthrows,]*10,
m0*c(10,rep(1,9)),
sweep(m0,MARGIN=1,FUN="*",STAT=c(10,rep(1,9))),
replications=1000)
## test replications elapsed relative
## 2 m0 * c(10, rep(1, 9)) 1000 0.109 1.000
## 1 m[tenthrows, ] <- m[tenthrows, ] * 10 1000 0.125 1.147
The rep approach is (slightly) faster. (sweep, not shown, is even slower, although it's perhaps the most principled approach -- it's the one that is the closest to a direct translation of "multiply every 10th row by 10". It's also worth keeping in mind that even the slowest approach took 0.25 seconds for 1000 replications of this task.)

subset slow in large matrix

I have a numeric vector of length 5,000,000
>head(coordvec)
[1] 47286545 47286546 47286547 47286548 47286549 472865
and a 3 x 1,400,000 numeric matrix
>head(subscores)
V1 V2 V3
1 47286730 47286725 0.830
2 47286740 47286791 0.065
3 47286750 47286806 -0.165
4 47288371 47288427 0.760
5 47288841 47288890 0.285
6 47288896 47288945 0.225
What I am trying to accomplish is that for each number in coordvec, find the average of V3 for rows in subscores in which V1 and V2 encompass the number in coordvec. To do that, I am taking the following approach:
results<-numeric(length(coordvec))
for(i in 1:length(coordvec)){
select_rows <- subscores[, 1] < coordvec[i] & subscores[, 2] > coordvec[i]
scores_subset <- subscores[select_rows, 3]
results[m]<-mean(scores_subset)
}
This is very slow, and would take a few days to finish. Is there a faster way?
Thanks,
Dan
I think there are two challenging parts to this question. The first is finding the overlaps. I'd use the IRanges package from Bioconductor (?findInterval in the base package might also be useful)
library(IRanges)
creating width 1 ranges representing the coordinate vector, and set of ranges representing the scores; I sort the coordinate vectors for convenience, assuming that duplicate coordinates can be treated the same
coord <- sort(sample(.Machine$integer.max, 5000000))
starts <- sample(.Machine$integer.max, 1200000)
scores <- runif(length(starts))
q <- IRanges(coord, width=1)
s <- IRanges(starts, starts + 100L)
Here we find which query overlaps which subject
system.time({
olaps <- findOverlaps(q, s)
})
This takes about 7s on my laptop. There are different types of overlaps (see ?findOverlaps) so maybe this step requires a bit of refinement.
The result is a pair of vectors indexing the query and overlapping subject.
> olaps
Hits of length 281909
queryLength: 5000000
subjectLength: 1200000
queryHits subjectHits
<integer> <integer>
1 19 685913
2 35 929424
3 46 1130191
4 52 37417
I think this is the end of the first complicated part, finding the 281909 overlaps. (I don't think the data.table answer offered elsewhere addresses this, though I could be mistaken...)
The next challenging part is calculating a large number of means. The built-in way would be something like
olaps0 <- head(olaps, 10000)
system.time({
res0 <- tapply(scores[subjectHits(olaps0)], queryHits(olaps0), mean)
})
which takes about 3.25s on my computer and appears to scale linearly, so maybe 90s for the 280k overlaps. But I think we can accomplish this tabulation efficiently with data.table. The original coordinates are start(v)[queryHits(olaps)], so as
require(data.table)
dt <- data.table(coord=start(q)[queryHits(olaps)],
score=scores[subjectHits(olaps)])
res1 <- dt[,mean(score), by=coord]$V1
which takes about 2.5s for all 280k overlaps.
Some more speed can be had by recognizing that the query hits are ordered. We want to calculate a mean for each run of query hits. We start by creating a variable to indicate the ends of each query hit run
idx <- c(queryHits(olaps)[-1] != queryHits(olaps)[-length(olaps)], TRUE)
and then calculate the cumulative scores at the ends of each run, the length of each run, and the difference between the cumulative score at the end and at the start of the run
scoreHits <- cumsum(scores[subjectHits(olaps)])[idx]
n <- diff(c(0L, seq_along(idx)[idx]))
xt <- diff(c(0L, scoreHits))
And finally, the mean is
res2 <- xt / n
This takes about 0.6s for all the data, and is identical to (though more cryptic than?) the data.table result
> identical(res1, res2)
[1] TRUE
The original coordinates corresponding to the means are
start(q)[ queryHits(olaps)[idx] ]
Something like this might be faster :
require(data.table)
subscores <- as.data.table(subscores)
subscores[, cond := V1 < coordvec & V2 > coordvec]
subscores[list(cond)[[1]], mean(V3)]
list(cond)[[1]] because: "When i is a single variable name, it is not considered an expression of column names and is instead evaluated in calling scope." source: ?data.table
Since your answer isn't easily reproducible and even if it were, none of your subscores meet your boolean condition, I'm not sure if this does exactly what you're looking for but you can use one of the apply family and a function.
myfun <- function(x) {
y <- subscores[, 1] < x & subscores[, 2] > x
mean(subscores[y, 3])
}
sapply(coordvec, myfun)
You can also take a look at mclapply. If you have enough memory this will probably speed things up significantly. However, you could also look at the foreach package with similar results. You've got your for loop "correct" by assigning into results rather than growing it, but really, you're doing a lot of comparisons. It will be hard to speed this up much.

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