如何使用嵌套的while循环优化以下代码?多核选项?

时间:2012-11-20 14:11:19

标签: r optimization while-loop nested multicore

我遇到了一段需要很长时间才能执行的代码的挑战,我想知道优化此代码执行时间的关键技巧是什么。我不得不承认输入data.frame很重要(140,000行),输出data.frame大约是220,000行。

输入data.frame的示例:

head(extremes)
X_BusinessIDDescription     min         max         month
ID105                       2007-12-01  2008-06-01  2007-12-01
ID206                       2007-12-01  2009-07-01  2007-12-01
ID204                       2007-12-01  2008-02-01  2007-12-01
ID785                       2008-07-01  2010-08-01  2008-07-01
ID125                       2007-11-01  2008-07-01  2007-11-01
ID107                       2007-11-01  2011-06-01  2007-11-01

将使用循环扩展的data.frame。启动data.frame以使结构到位。

output <- extremes[1,]
output
X_BusinessIDDescription     min         max         month
ID105                       2007-12-01  2008-06-01  2007-12-01

其他值

IDcounter <- 1
IDmax <- nrow(extremes)
linecounter <- 1

我想优化的while循环:

while (IDcounter <= IDmax){
    start <- extremes$min[IDcounter]
    end <- extremes$max[IDcounter] # add three months
    while(start <= end){
        output[linecounter,] <- extremes[IDcounter,]
        output$month[linecounter] <- start
        linecounter <- linecounter+1
        start <- seq(start, by ="month", length=2)[2]
    }
    IDcounter <- IDcounter + 1
}

对于少量行,此代码执行得非常快,但似乎随着输出的扩展而减慢。

输出看起来像这样:

head(output)
X_BusinessIDDescription     min         max         month
ID105                       2007-12-01  2008-06-01  2007-12-01
ID105                       2007-12-01  2008-06-01  2008-01-01
ID105                       2007-12-01  2008-06-01  2008-02-01
ID105                       2007-12-01  2008-06-01  2008-03-01
ID105                       2007-12-01  2008-06-01  2008-04-01
ID105                       2007-12-01  2008-06-01  2008-05-01

对于极端文件中min和max之间的间隔中的每个月,都会创建一行。

我也有兴趣了解这段代码如何能够为可用的多核计算资源做好准备。好吧,我承认这不是一个真正的优化,但它会减少执行时间,这也很重要。

Jochem

1 个答案:

答案 0 :(得分:2)

正如@CarlWitthoft已经提到的,由于许多重复的数据,你必须重新考虑你的数据结构。

在这里您可以找到一种简单的矢量化方法:

  ## create all possible ranges of months
  ranges <- mapply(function(mi, ma) {seq(from=mi, to=ma, by="month")}, mi=extremes$min, ma=extremes$max)

  ## how many months per ID?
  n <- unlist(lapply(ranges, length))

  ## create new data.frame
  output <- data.frame(X_BusinessIDDescription=rep(extremes$X_BusinessIDDescription, n),
                      min=rep(extremes$min, n),
                      max=rep(extremes$max, n),
                      month=as.Date(unlist(ranges), origin="1970-01-01"), stringsAsFactors=FALSE)

与您的方法比较:

extremes <- data.frame(X_BusinessIDDescription=c("ID105", "ID206", "ID204", "ID785", "ID125", "ID107"),
                      min=as.Date(c("2007-12-01", "2007-12-01", "2007-12-01", "2008-07-01", "2007-11-01", "2007-11-01")),
                      max=as.Date(c("2008-06-01", "2009-07-01", "2008-02-01", "2010-08-01", "2008-07-01", "2011-06-01")),
                      month=as.Date(c("2007-12-01", "2007-12-01", "2007-12-01", "2008-07-01", "2007-11-01", "2007-11-01")),
                      stringsAsFactors=FALSE)

approachWhile <- function(extremes) {
  output <- data.frame(X_BusinessIDDescription=NA, min=as.Date("1970-01-01"), max=as.Date("1970-01-01"), month=as.Date("1970-01-01"), stringsAsFactors=FALSE)
  IDcounter <- 1
  IDmax <- nrow(extremes)
  linecounter <- 1
  while (IDcounter <= IDmax){
    start <- extremes$min[IDcounter]
    end <- extremes$max[IDcounter] # add three months
    while(start <= end){
        output[linecounter,] <- extremes[IDcounter,]
        output$month[linecounter] <- start
        linecounter <- linecounter+1
        start <- seq(start, by ="month", length=2)[2]
    }
    IDcounter <- IDcounter + 1
  }
  return(output)
}

approachMapply <- function(extremes) {                       
  ranges <- mapply(function(mi, ma) {seq(from=mi, to=ma, by="month")}, mi=extremes$min, ma=extremes$max)

  n <- unlist(lapply(ranges, length))

  output <- data.frame(X_BusinessIDDescription=rep(extremes$X_BusinessIDDescription, n),
                      min=rep(extremes$min, n),
                      max=rep(extremes$max, n),
                      month=as.Date(unlist(ranges), origin="1970-01-01"), stringsAsFactors=FALSE)
  return(output)
}

identical(approachWhile(extremes), approachMapply(extremes)) ## TRUE

library("rbenchmark")

benchmark(approachWhile(extremes), approachMapply(extremes), order="relative")
#                      test replications elapsed relative user.self sys.self
#2 approachMapply(extremes)          100   0.176     1.00     0.172    0.000
#1  approachWhile(extremes)          100   6.102    34.67     6.077    0.008