Efficient row-wise operations on a data.table
After some discussion around row-wise first/last occurrences from column series in data.table, which suggested that melting first would be faster than a row-wise calculation, I decided to benchmark:
pmin
(Matt Dowle's answer above), below as tm1apply
(Andrie's answer above), below as tm2- melting first, then min by group, below as tm3
so:
library(microbenchmark); library(data.table)
set.seed(1000)
b <- data.table(m=integer(), n=integer(), tm1 = numeric(), tm2 = numeric(), tm3 = numeric())
for (m in c(2.5,100)*1e5){
for (n in c(3,50)){
my.df <- sample(1:5, m*n, replace=TRUE)
dim(my.df) <- c(m,n)
my.df <- as.data.frame(my.df)
names(my.df) <- c(LETTERS,letters)[1:n]
my.dt <- as.data.table(my.df)
tm1 <- mean(microbenchmark(my.dt[, foo := do.call(pmin, .SD)], times=30L)$time)/1e6
my.dt <- as.data.table(my.df)
tm2 <- mean(microbenchmark(apply(my.dt, 1, min), times=30L)$time)/1e6
my.dt <- as.data.table(my.df)sv
tm3 <- mean(microbenchmark(
melt(my.dt[, id:=1:nrow(my.dt)], id.vars='id')[, min(value), by=id],
times=30L
)$time)/1e6
b <- rbind(b, data.table(m, n, tm1, tm2, tm3) )
}
}
(I ran out of time to try more combinations) gives us:
b
# m n tm1 tm2 tm3
# 1: 2.5e+05 3 16.20598 1000.345 39.36171
# 2: 2.5e+05 50 166.60470 1452.239 588.49519
# 3: 1.0e+07 3 662.60692 31122.386 1668.83134
# 4: 1.0e+07 50 6594.63368 50915.079 17098.96169
c <- melt(b, id.vars=c('m','n'))
library(ggplot2)
ggplot(c, aes(x=m, linetype=as.factor(n), col=variable, y=value)) + geom_line() +
ylab('Runtime (millisec)') + xlab('# of rows') +
guides(linetype=guide_legend(title='Number of columns'))
Although I knew apply
(tm2) would scale poorly, I am surprised that pmin
(tm1) scales so well if R is not really designed for row-wise operations. I couldn't identify a case where pmin
shouldn't be used over melt-min-by-group (tm3).
Or, just pmin
.
my.dt <- as.data.table(my.df)
system.time(my.dt[,row.min:=pmin(A,B,C)])
# user system elapsed
# 0.02 0.00 0.01
head(my.dt)
# A B C row.min
# [1,] 2 5 2 2
# [2,] 4 5 5 4
# [3,] 1 5 3 1
# [4,] 4 4 3 3
# [5,] 3 5 5 3
# [6,] 1 5 3 1
The classical way of doing row-wise operations in R is to use apply
:
apply(my.df, 1, min)
> head(my.df)
A B C min
1 2 5 4 2
2 4 3 1 1
3 1 1 5 1
4 4 1 5 1
5 3 3 4 3
6 1 1 1 1
On my machine, this operation takes about 0.25 of a second.