[R] practical to loop over 2million rows?
Joshua Wiley
jwiley.psych at gmail.com
Wed Oct 10 23:06:31 CEST 2012
Hi Jay,
A few comments.
1) As you know, vectorize when possible. Even if you must have a
loop, perhaps you can avoid nested loops or at least speed each
iteration.
2) Write your loop in a function and then byte compile it using the
cmpfun() function from the compiler package. This can help
dramatically (though still not to the extent of vectorization).
3) If you really need to speed up some aspect and are stuck with a
loop, checkout the R + Rcpp + inline + C++ tool chain, which allows
you to write inline C++ code, compile it fairly easily, and move data
to and from it.
Here is an example of a question I answered on SO where the OP had an
algorithm to implement in R and I ran through with the R implemention,
the compiled R implementation, and one using Rcpp and compare timings.
It should give you a bit of a sense for what you are dealing with at
least.
You are correct that some things can help speed in R loops, such as
preallocation, and also depending what you are doing, some classes are
faster than others. If you are working with a vector of integers,
don't store them as doubles in a data frame (that is a silly extreme,
but hopefully you get the point).
Good luck,
Josh
On Wed, Oct 10, 2012 at 1:31 PM, Jay Rice <jsrice18 at gmail.com> wrote:
> New to R and having issues with loops. I am aware that I should use
> vectorization whenever possible and use the apply functions, however,
> sometimes a loop seems necessary.
>
> I have a data set of 2 million rows and have tried run a couple of loops of
> varying complexity to test efficiency. If I do a very simple loop such as
> add every item in a column I get an answer quickly.
>
> If I use a nested ifelse statement in a loop it takes me 13 minutes to get
> an answer on just 50,000 rows. I am aware of a few methods to speed up
> loops. Preallocating memory space and compute as much outside of the loop
> as possible (or use create functions and just loop over the function) but
> it seems that even with these speed ups I might have too much data to run
> loops. Here is the loop I ran that took 13 minutes. I realize I can
> accomplish the same goal using vectorization (and in fact did so).
>
> y<-numeric(length(x))
>
> for(i in 1:length(x))
>
> ifelse(!is.na(x[i]), y[i]<-x[i],
>
> ifelse(strataID[i+1]==strataID[i], y<-x[i+1], y<-x[i-1]))
>
> Presumably, complicated loops would be more intensive than the nested if
> statement above. If I write more efficient loops time will come down but I
> wonder if I will ever be able to write efficient enough code to perform a
> complicated loop over 2 million rows in a reasonable time.
>
> Is it useless for me to try to do any complicated loops on 2 million rows,
> or if I get much better at programming in R will it be manageable even for
> complicated situations?
>
>
> Jay
>
> [[alternative HTML version deleted]]
>
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--
Joshua Wiley
Ph.D. Student, Health Psychology
Programmer Analyst II, Statistical Consulting Group
University of California, Los Angeles
https://joshuawiley.com/
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