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Programming

# Strategies to Speedup R Code

• Published on January 30, 2016 at 1:56 pm
• Updated on April 28, 2017 at 6:25 pm

The for-loop in R, can be very slow in its raw un-optimised form, especially when dealing with larger data sets. There are a number of ways you can make your logics run fast, but you will be really surprised how fast you can actually go.
This posts shows a number of approaches including simple tweaks to logic design, parallel processing and Rcpp, increasing the speed by orders of several magnitudes, so you can comfortably process data as large as 100 Million rows and more.

I am going to show you the various approaches using an example logic that involves a for-loop and a condition checking statement (if-else) to create a column that gets appended to a sufficiently large data frame (df). Lets begin by creating that initial dataframe.

# Create the data frame
col1 <- runif (12^5, 0, 2)
col2 <- rnorm (12^5, 0, 2)
col3 <- rpois (12^5, 3)
col4 <- rchisq (12^5, 2)
df <- data.frame (col1, col2, col3, col4)

The logic we are about to optimise:
For every row on this data frame (df), check if the sum of all values is greater than 4. If it is, a new 5th variable gets the value “greater_than_4”, else, it gets “lesser_than_4”.

# Original R code: Before vectorization and pre-allocation
system.time({
for (i in 1:nrow(df)) { # for every row
if ((df[i, "col1"] + df[i, "col2"] + df[i, "col3"] + df[i, "col4"]) > 4) { # check if > 4
df[i, 5] <- "greater_than_4" # assign 5th column
} else {
df[i, 5] <- "lesser_than_4" # assign 5th column
}
}
})

All the computations below, for processing times, were done on a MAC OS X with 2.6 Ghz processor and 8GB RAM.

## Vectorise and pre-allocate data structures

Always initialise your data structures and output variable to required length and data type before taking it to loop for computations. Try not to incrementally increase the size of your data inside the loop. Lets compare how vectorisation improves speed on a range of data sizes from 1000 to 100,000 rows.

# after vectorization and pre-allocation
output <- character (nrow(df)) # initialize output vector
system.time({
for (i in 1:nrow(df)) {
if ((df[i, "col1"] + df[i, "col2"] + df[i, "col3"] + df[i, "col4"]) > 4) {
output[i] <- "greater_than_4"
} else {
output[i] <- "lesser_than_4"
}
}
df$output}) Raw Code Vs With vectorisation: ## Take statements that check for conditions (if statements) outside the loop Taking the condition checking outside the loop the speed is compared against the previous version that had vectorisation alone. The tests were done on dataset size range from 100,000 to 1,000,000 rows. The gain in speed is again dramatic. # after vectorization and pre-allocation, taking the condition checking outside the loop. output <- character (nrow(df)) condition <- (df$col1 + df$col2 + df$col3 + df$col4) > 4 # condition check outside the loop system.time({ for (i in 1:nrow(df)) { if (condition[i]) { output[i] <- "greater_than_4" } else { output[i] <- "lesser_than_4" } } df$output <- output
})

Condition Checking outside loops:

## Run the loop only for True conditions

Another optimisation we can do here is to run the loop only for condition cases that are ‘True’, by initialising (pre-allocating) the default value of output vector to that of ‘False’ state. The speed improvement here largely depends on the proportion of ‘True’ cases in your data.

The tests compared the performance of this against the previous case (2) on data size ranging from 1,000,000 to 10,000,000 rows. Note that we have increase a ‘0’ here. As expected there is a consistent and considerable improvement.

output <- character(nrow(df))
condition <- (df$col1 + df$col2 + df$col3 + df$col4) > 4
system.time({
for (i in (1:nrow(df))[condition]) {  # run loop only for true conditions
if (condition[i]) {
output[i] <- "greater_than_4"
} else {
output[i] <- "lesser_than_4"
}
}
df$output }) Running Loop Only On True Conditions: ## Use ifelse() whenever possible You can make this logic much simpler and faster by using the ifelse() statement. The syntax is similar to the if function in MS Excel, but the speed increase is phenomenal, especially considering that there is no vector pre-allocation here and the condition is checked in every case. Looks like this is going to be a highly preferred option to speed up simple loops. system.time({ output <- ifelse ((df$col1 + df$col2 + df$col3 + df$col4) > 4, "greater_than_4", "lesser_than_4") df$output <- output
})

True conditions only vs ifelse:

## Using which()

By using which() command to select the rows, we are able to achieve one-third the speed of Rcpp.

# Thanks to Gabe Becker
system.time({
want = which(rowSums(df) > 4)
output = rep("less than 4", times = nrow(df))
output[want] = "greater than 4"
})
# nrow = 3 Million rows (approx)
user  system elapsed
0.396   0.074   0.481


## Use apply family of functions instead of for-loops

Using apply() function to compute the same logic and comparing it against the vectorised for-loop. The results again is faster in order of magnitudes but slower than ifelse() and the version where condition checking was done outside the loop. This can be very useful, but you will need to be a bit crafty when handling complex logic.

# apply family
system.time({
myfunc <- function(x) {
if ((x['col1'] + x['col2'] + x['col3'] + x['col4']) > 4) {
"greater_than_4"
} else {
"lesser_than_4"
}
}
output <- apply(df[, c(1:4)], 1, FUN=myfunc)  # apply 'myfunc' on every row

## Remove variables and flush memory as early as possible

Remove objects rm() that are no longer needed, as early as possible in code, especially before going in to lengthy loop operations. Sometimes, flushing gc() at the end of each iteration with in the loops can help.

## Use data structures that consume lesser memory

Data.table() is an excellent example, as it reduces the memory overload which helps to speed up operations like merging data.

dt <- data.table(df)  # create the data.table
system.time({
for (i in 1:nrow (dt)) {
if ((dt[i, col1] + dt[i, col2] + dt[i, col3] + dt[i, col4]) > 4) {
dt[i, col5:="greater_than_4"]  # assign the output as 5th column
} else {
dt[i, col5:="lesser_than_4"]  # assign the output as 5th column
}
}
})

Dataframe Vs Data.Table:

## Speed Summary

Method: Speed, nrow(df)/time_taken = n rows per second
Raw: 1X, 120000/140.15 = 856.2255 rows per second (normalised to 1)
Vectorised: 738X, 120000/0.19 = 631578.9 rows per second
True Conditions only: 1002X, 120000/0.14 = 857142.9 rows per second
ifelse: 1752X, 1200000/0.78 = 1500000 rows per second
which: 8806X, 2985984/0.396 = 7540364 rows per second
Rcpp: 13476X, 1200000/0.09 = 11538462 rows per second

The numbers above are approximate and are based in arbitrary runs. The results are not calculated for data.table(), byte code compilation and parallelisation methods as they will vary on a case to case basis, depending upon how you apply it.