CODEWITHSUNDEEP
rperformancematrixparallel-processing
dan
dan

Reputation: 6314

Speeding up matrix row and column operations in R

I have a positive big matrix:

set.seed(1)
mat <- matrix(abs(rnorm(130000*1000)),nrow=130000,ncol=1000)
rownames(mat) <- paste("r",1:nrow(mat),sep="")

The rownames of mat are associated with a parent.id:

row.ids.df <- data.frame(row.id=rownames(mat),parent.id=paste("p",sort(sample(13000,130000,replace=T)),sep=""))

such that every few rows are associated with the same parent.id.

I need to compute these operations for every row in mat:

  1. mean of log of the row elements

  2. mean proportion of of that row out of all rows with the same parent.id

  3. mean probit of the proportion of of that row out of all rows with the same parent.id

  4. sd probit of the proportion of of that row out of all rows with the same parent.id

Naturally this is the first solution that comes to mind:

require(VGAM)
res.df <- do.call(rbind,mclapply(1:nrow(mat), function(x) {
  idx <- which(rownames(mat) %in% row.ids.df$row.id[which(row.ids.df$parent.id == row.ids.df$parent.id[which(row.ids.df$row.id == rownames(mat)[x])])])
  data.frame(mean.log=mean(log(mat[x,])),
             mean.proportion=mean(mat[x,]/apply(mat[idx,],2,sum)),
             mean.probit=mean(probit(mat[x,]/apply(mat[idx,],2,sum))),
             sd.probit=sd(probit(mat[x,]/apply(mat[idx,],2,sum))))
}))

But I'm wondering if there's any way to achieve this faster.

P.S.

I don't think using data.table instead of matrix is the way to go:

require(data.table)
require(microbenchmark)
require(VGAM)

set.seed(1)
mat <- data.table(matrix(abs(rnorm(13*5)),nrow=13,ncol=5))
rownames(mat) <- paste("r",1:nrow(mat),sep="")
row.ids.df <- data.frame(row.id=rownames(mat),parent.id=paste("p",sort(sample(2,13,replace=T)),sep=""))

microbenchmark(df <- do.call(rbind,lapply(1:nrow(mat), function(x) {
  idx <- which(rownames(mat) %in% row.ids.df$row.id[which(row.ids.df$parent.id == row.ids.df$parent.id[which(row.ids.df$row.id == rownames(mat)[x])])])
  data.frame(mean.log=mean(as.numeric(log(mat[x,]))),
             mean.proportion=mean(as.numeric(mat[x,])/apply(mat[idx,],2,sum)),
             mean.probit=mean(probit(as.numeric(mat[x,])/apply(mat[idx,],2,sum))),
             sd.probit=sd(probit(as.numeric(mat[x,])/apply(mat[idx,],2,sum))))
})))


expr
 df <- do.call(rbind, lapply(1:nrow(mat), function(x) {     idx <- which(rownames(mat) %in% row.ids.df$row.id[which(row.ids.df$parent.id ==          row.ids.df$parent.id[which(row.ids.df$row.id == rownames(mat)[x])])])     data.frame(mean.log = mean(as.numeric(log(mat[x, ]))), mean.proportion = mean(as.numeric(mat[x,          ])/apply(mat[idx, ], 2, sum)), mean.probit = mean(probit(as.numeric(mat[x,          ])/apply(mat[idx, ], 2, sum))), sd.probit = sd(probit(as.numeric(mat[x,          ])/apply(mat[idx, ], 2, sum)))) }))
      min       lq     mean   median       uq     max neval
 65.08929 66.49415 69.78937 67.70534 70.38044 206.017   100
>

Compared to:

set.seed(1)
mat <- matrix(abs(rnorm(13*5)),nrow=13,ncol=5)
rownames(mat) <- paste("r",1:nrow(mat),sep="")
row.ids.df <- data.frame(row.id=rownames(mat),parent.id=paste("p",sort(sample(2,13,replace=T)),sep=""))

require(VGAM)
microbenchmark(df <- do.call(rbind,lapply(1:nrow(mat), function(x) {
  idx <- which(rownames(mat) %in% row.ids.df$row.id[which(row.ids.df$parent.id == row.ids.df$parent.id[which(row.ids.df$row.id == rownames(mat)[x])])])
  data.frame(mean.log=mean(log(mat[x,])),
             mean.proportion=mean(mat[x,]/apply(mat[idx,],2,sum)),
             mean.probit=mean(probit(mat[x,]/apply(mat[idx,],2,sum))),
             sd.probit=sd(probit(mat[x,]/apply(mat[idx,],2,sum))))
})))


Unit: milliseconds
                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            expr
 df <- do.call(rbind, lapply(1:nrow(mat), function(x) {     idx <- which(rownames(mat) %in% row.ids.df$row.id[which(row.ids.df$parent.id ==          row.ids.df$parent.id[which(row.ids.df$row.id == rownames(mat)[x])])])     data.frame(mean.log = mean(log(mat[x, ])), mean.proportion = mean(mat[x,          ]/apply(mat[idx, ], 2, sum)), mean.probit = mean(probit(mat[x,          ]/apply(mat[idx, ], 2, sum))), sd.probit = sd(probit(mat[x,          ]/apply(mat[idx, ], 2, sum)))) }))
      min      lq     mean median       uq      max neval
 10.15047 10.2894 10.69573 10.428 10.69741 14.56724   100

Unless applying as.numeric each time I want to run an operation on data.table row is a bad idea.

Upvotes: 0

Views: 97

Answers (1)

Roland
Roland

Reputation: 132989

I don't think using data.table instead of matrix is the way to go

Obviously, you have to actually use data.table. It's not a magical wand that optimizes your code without you spending some effort. You need to use data.table syntax.

I need to compute these operations for every row in mat:

mean of log of the row elements

mean proportion of of that row out of all rows with the same parent.id

mean probit of the proportion of of that row out of all rows with the same parent.id

sd probit of the proportion of of that row out of all rows with the same parent.id

I think this might do what you need:

library(data.table)
DT <- data.table(row.ids.df, mat)
DT <- melt(DT, id.vars = c("row.id", "parent.id"))

DT[, proportion := value / sum(value), by = .(variable, parent.id)]

res <- DT[, .(
  mean.log = mean(log(value)),
  mean.proportion = mean(proportion),
  mean.probit = mean(probit(proportion)),
  sd.probit = sd(probit(proportion))), by = row.id]

all.equal(res[["sd.probit"]], 
          res.df[["sd.probit"]])
#[1] TRUE
#(Tested with 100 rows and 30 columns.)

I expect it to be more efficient, but it's definitely more readable.

Upvotes: 1

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