data.table 没有按组返回正确的 splinefun

data.table not returning the correct splinefun by group

我们最近将 data.table 从版本 1.12.0 更新到 1.12.8,并将 R 从 3.5.3 更新到 3.6.3。该示例位于 Windows OS.

我们有一个 data.table,我们在其中遍历类别列并创建一个 splinefun 对象以供稍后使用。我们将此 splinefun 函数输出存储到 list 中的 data.table 列中。它在我们的旧规格上按预期工作,根据分段数据为每个类别级别生成一个 splinefun 唯一。但是,现在看起来它只是保留最终类别的值并将其解析到所有条目中。

设置数据

创建一些假数据来显示问题

# R version: 3.6.3 (2020-02-29)
library(data.table) # data.table_1.12.8
library(ggplot2)
library(stats) 

# mimic our data in simpler format
set.seed(1)
dt <- data.table(cat = rep(letters[1:3], each = 10),
                 x = 1:10)
dt[, y := x^0.5 * rnorm(.N, mean=runif(1, 1, 100), sd=runif(1, 1, 10)), by=cat]

# can see that each line is different
pl0 <- ggplot(data=dt, aes(x=x, y=y, col=cat)) + geom_line()
pl0

拟合样条曲线

通过我们当前的方法拟合样条并使用 lapply 进行比较。 lapply 按预期工作,data.table 没有。

# fit spline, segment the data by category
mod_splines <- dt[, .(Spline = list(splinefun(x=x, y=y, method = "natural"))),
                  by = c("cat")]

# splinefun works such that you provide new values of x and it gives an output
# y from a spline fitted to y~x
# Can see they are all the same, which seems unlikely
mod_splines$Spline[[1]](5)
mod_splines$Spline[[2]](5)
mod_splines$Spline[[3]](5)

# alternative approach
alt_splines <-  lapply(unique(dt$cat), function(x_cat){
  splinefun(x=dt[cat==x_cat, ]$x, 
            y=dt[cat==x_cat, ]$y, 
            method = "natural")
})

# looks more realistic
alt_splines[[1]](5)
alt_splines[[2]](5)
alt_splines[[3]](5) # Matches the mod_splines one!

检查splinefun是否合适

当我们从 data.table 循环中打印出来时,splinefun 的数据和输出看起来是正确的,但它没有被正确存储。

# check the data is segmenting
mod_splines2 <- dt[, .(Spline = list(splinefun(x=x, y=y, method = "natural")),
                      x=x, y=y),
                  by = c("cat")]
mod_splines2[] # the data is definitely segmenting ok

# try catching and printing the data
splinefun_withmorefun <- function(x, y){

  writeLines(paste(x, collapse =", "))
  writeLines(paste(round(y, 0), collapse =", "))

  foo <- splinefun(x=x, 
            y=y, 
            method = "natural")
  writeLines(paste(foo(5), collapse =", "))
  writeLines("")
  return(foo)
}

# looks like its in the function ok, as it prints out different results 
mod_splines3 <- dt[, .(Spline = list(splinefun_withmorefun(x=x, y=y))),
                   by = c("cat")]

# but not coming through in to the listed function
mod_splines3$Spline[[1]](5)
mod_splines3$Spline[[2]](5)
mod_splines3$Spline[[3]](5)

如果知道为什么这会在更新后成为问题,那就太好了!我们担心可能会有其他案例使用类似的 data.table 方法,现在可能会像这个案例一样悄无声息地被破坏。

谢谢, 强尼

正如我在 https://github.com/Rdatatable/data.table/issues/4298#issuecomment-597737776 中回答的那样,在 xy 变量上添加 copy() 将解决此问题。

原因是 splinefun() 会尝试存储 xy 的值。但是,data.table 的内部对象总是通过引用传递(为了速度)...在这种情况下,您可能必须显式 copy() 变量才能获得预期的答案。

总之,改变

mod_splines <- dt[, .(Spline = list(splinefun(x=x, y=y, method = "natural"))),
                  by = c("cat")]

mod_splines <- dt[, .(Spline = list(splinefun(x=copy(x), y=copy(y), method = "natural"))),
                  by = c("cat")]

或者这个(你可以忽略这个,但它可能会让你更好地理解)

mod_splines <- dt[, .(Spline = list(splinefun(x=x+0, y=y+0, method = "natural"))),
                  by = cat]

够了。