如何有效地将 rbinom 函数应用于数据框中的每一行?
How to efficiently apply the rbinom function to each row in a data frame?
给定一个包含不同变量的计数和变化率的数据 table,我如何在给定速率的情况下从每个变量的计数中抽样?例如,给定以下数据 table,我可以遍历并使用 sample 或 rbinorm 函数来获得所需的输出。但是,我试图在其上实现的数据集非常大。有没有提高性能的方法?
library(data.table)
set.seed(1)
dt <- data.table(
count = sample(10000:20000, 100),
rate = sample(1:20, 100, replace = T) / 1000
)
system.time(
for (i in 1:nrow(dt)){
dt$sample_n[i] <- sum(sample(1:0,
dt$count[i],
prob = c(dt$rate[i], 1-dt$rate[i]),
replace = T))
}
)
system.time(
for (i in 1:nrow(dt)){
dt$sample_n2[i] <- rbinom(size = dt$count[i], n = 1, prob = dt$rate[i])
}
)
所有采样函数通常都是矢量化的,这意味着您可以直接执行:
dt$sample_n2 <- rbinom(size = dt$count, n = nrow(dt), prob = dt$rate)
使用 :=
通过引用分配,仅 rbinom()
(无循环)。
设置
library(data.table)
options(datatable.print.class = TRUE)
sample_size <- 5e4
dt <- data.table(
count = sample(seq(10000, 10000 + sample_size), size = sample_size),
rate = sample(1:20, size = sample_size, replace = TRUE) / 1000
)
解决方案
dt[, sample_n := rbinom(n = .N, size = dt$count, prob = rate)]
dt
#> count rate sample_n
#> <int> <num> <int>
#> 1: 26100 0.016 431
#> 2: 15145 0.008 114
#> 3: 24952 0.001 23
#> 4: 31437 0.020 621
#> 5: 58358 0.008 468
#> ---
#> 49996: 30517 0.002 56
#> 49997: 59047 0.009 500
#> 49998: 48737 0.018 896
#> 49999: 29686 0.005 152
#> 50000: 52429 0.011 580
枪战
results <- list()
set.seed(1)
dt <- data.table(
count = sample(seq(10000, 10000 + sample_size), size = sample_size),
rate = sample(1:20, size = sample_size, replace = TRUE) / 1000
)
原时间
results$original1_no_modify <- system.time( # not modifying `dt`
for (i in 1:nrow(dt)) {
sum(
sample(1:0, dt$count[i], prob = c(dt$rate[i], 1L - dt$rate[i]), replace = TRUE)
)
}
)
set.seed(1)
results$original1_modify <- system.time( # modifying `dt`
for (i in 1:nrow(dt)) {
dt$sample_n[i] <- sum(
sample(1:0, dt$count[i], prob = c(dt$rate[i], 1L - dt$rate[i]), replace = TRUE)
)
}
)
results$original2_no_modify <- system.time( # not modifying `dt`
for (i in 1:nrow(dt)){
rbinom(size = dt$count[i], n = 1L, prob = dt$rate[i])
}
)
set.seed(1)
results$original2_modify <- system.time( # modifying `dt`
for (i in 1:nrow(dt)){
dt$sample_n2[i] <- rbinom(size = dt$count[i], n = 1L, prob = dt$rate[i])
}
)
:=
+ mapply()
+ rbinom()
(更快,但仍然 R-level 迭代)
results$mapply_no_modify <- system.time( # not modifying `dt`
mapply(
function(.count, .rate) rbinom(size = .count, n = 1L, prob = .rate),
dt$count, dt$rate
)
)
set.seed(1)
results$mapply_modify <- system.time( # modifying `dt`
dt[, sample_n3 := mapply(
function(.count, .rate) rbinom(size = .count, n = 1L, prob = .rate),
count, rate
)]
)
解决方案
results$solution_no_modify <- system.time( # not modifing `dt`
rbinom(n = nrow(dt), size = dt$count, prob = dt$rate)
)
set.seed(1)
results$solution_modify <- system.time(
dt[, sample_n4 := rbinom(n = .N, size = dt$count, prob = rate)]
)
最终数据帧
dt[]
#> count rate sample_n sample_n2 sample_n3 sample_n4
#> <int> <num> <int> <int> <int> <int>
#> 1: 34387 0.009 295 310 310 310
#> 2: 53306 0.019 1076 1004 1004 1004
#> 3: 14049 0.019 268 247 247 247
#> 4: 21570 0.002 45 55 55 55
#> 5: 35172 0.009 313 346 346 346
#> ---
#> 49996: 37432 0.020 724 722 722 722
#> 49997: 14985 0.006 82 76 76 76
#> 49998: 16007 0.007 107 106 106 106
#> 49999: 49298 0.003 145 140 140 140
#> 50000: 41427 0.001 49 40 40 40
完整性检查
stopifnot(
identical(dt$sample_n2, dt$sample_n3) &&
identical(dt$sample_n3, dt$sample_n4)
)
结果
results
#> $original1_no_modify
#> user system elapsed
#> 18.713 0.568 19.288
#>
#> $original1_modify
#> user system elapsed
#> 28.217 0.020 28.237
#>
#> $original2_no_modify
#> user system elapsed
#> 0.155 0.000 0.155
#>
#> $original2_modify
#> user system elapsed
#> 9.085 0.152 9.237
#>
#> $mapply_no_modify
#> user system elapsed
#> 0.139 0.000 0.139
#>
#> $mapply_modify
#> user system elapsed
#> 0.132 0.000 0.131
#>
#> $solution_no_modify
#> user system elapsed
#> 0.004 0.000 0.004
#>
#> $solution_modify
#> user system elapsed
#> 0.004 0.000 0.004
rbindlist(lapply(results, as.list), idcol = "approach")
#> approach user.self sys.self elapsed user.child sys.child
#> <char> <num> <num> <num> <num> <num>
#> 1: original1_no_modify 18.713 0.568 19.288 0 0
#> 2: original1_modify 28.217 0.020 28.237 0 0
#> 3: original2_no_modify 0.155 0.000 0.155 0 0
#> 4: original2_modify 9.085 0.152 9.237 0 0
#> 5: mapply_no_modify 0.139 0.000 0.139 0 0
#> 6: mapply_modify 0.132 0.000 0.131 0 0
#> 7: solution_no_modify 0.004 0.000 0.004 0 0
#> 8: solution_modify 0.004 0.000 0.004 0 0
给定一个包含不同变量的计数和变化率的数据 table,我如何在给定速率的情况下从每个变量的计数中抽样?例如,给定以下数据 table,我可以遍历并使用 sample 或 rbinorm 函数来获得所需的输出。但是,我试图在其上实现的数据集非常大。有没有提高性能的方法?
library(data.table)
set.seed(1)
dt <- data.table(
count = sample(10000:20000, 100),
rate = sample(1:20, 100, replace = T) / 1000
)
system.time(
for (i in 1:nrow(dt)){
dt$sample_n[i] <- sum(sample(1:0,
dt$count[i],
prob = c(dt$rate[i], 1-dt$rate[i]),
replace = T))
}
)
system.time(
for (i in 1:nrow(dt)){
dt$sample_n2[i] <- rbinom(size = dt$count[i], n = 1, prob = dt$rate[i])
}
)
所有采样函数通常都是矢量化的,这意味着您可以直接执行:
dt$sample_n2 <- rbinom(size = dt$count, n = nrow(dt), prob = dt$rate)
使用 :=
通过引用分配,仅 rbinom()
(无循环)。
设置
library(data.table)
options(datatable.print.class = TRUE)
sample_size <- 5e4
dt <- data.table(
count = sample(seq(10000, 10000 + sample_size), size = sample_size),
rate = sample(1:20, size = sample_size, replace = TRUE) / 1000
)
解决方案
dt[, sample_n := rbinom(n = .N, size = dt$count, prob = rate)]
dt
#> count rate sample_n
#> <int> <num> <int>
#> 1: 26100 0.016 431
#> 2: 15145 0.008 114
#> 3: 24952 0.001 23
#> 4: 31437 0.020 621
#> 5: 58358 0.008 468
#> ---
#> 49996: 30517 0.002 56
#> 49997: 59047 0.009 500
#> 49998: 48737 0.018 896
#> 49999: 29686 0.005 152
#> 50000: 52429 0.011 580
枪战
results <- list()
set.seed(1)
dt <- data.table(
count = sample(seq(10000, 10000 + sample_size), size = sample_size),
rate = sample(1:20, size = sample_size, replace = TRUE) / 1000
)
原时间
results$original1_no_modify <- system.time( # not modifying `dt`
for (i in 1:nrow(dt)) {
sum(
sample(1:0, dt$count[i], prob = c(dt$rate[i], 1L - dt$rate[i]), replace = TRUE)
)
}
)
set.seed(1)
results$original1_modify <- system.time( # modifying `dt`
for (i in 1:nrow(dt)) {
dt$sample_n[i] <- sum(
sample(1:0, dt$count[i], prob = c(dt$rate[i], 1L - dt$rate[i]), replace = TRUE)
)
}
)
results$original2_no_modify <- system.time( # not modifying `dt`
for (i in 1:nrow(dt)){
rbinom(size = dt$count[i], n = 1L, prob = dt$rate[i])
}
)
set.seed(1)
results$original2_modify <- system.time( # modifying `dt`
for (i in 1:nrow(dt)){
dt$sample_n2[i] <- rbinom(size = dt$count[i], n = 1L, prob = dt$rate[i])
}
)
:=
+ mapply()
+ rbinom()
(更快,但仍然 R-level 迭代)
results$mapply_no_modify <- system.time( # not modifying `dt`
mapply(
function(.count, .rate) rbinom(size = .count, n = 1L, prob = .rate),
dt$count, dt$rate
)
)
set.seed(1)
results$mapply_modify <- system.time( # modifying `dt`
dt[, sample_n3 := mapply(
function(.count, .rate) rbinom(size = .count, n = 1L, prob = .rate),
count, rate
)]
)
解决方案
results$solution_no_modify <- system.time( # not modifing `dt`
rbinom(n = nrow(dt), size = dt$count, prob = dt$rate)
)
set.seed(1)
results$solution_modify <- system.time(
dt[, sample_n4 := rbinom(n = .N, size = dt$count, prob = rate)]
)
最终数据帧
dt[]
#> count rate sample_n sample_n2 sample_n3 sample_n4
#> <int> <num> <int> <int> <int> <int>
#> 1: 34387 0.009 295 310 310 310
#> 2: 53306 0.019 1076 1004 1004 1004
#> 3: 14049 0.019 268 247 247 247
#> 4: 21570 0.002 45 55 55 55
#> 5: 35172 0.009 313 346 346 346
#> ---
#> 49996: 37432 0.020 724 722 722 722
#> 49997: 14985 0.006 82 76 76 76
#> 49998: 16007 0.007 107 106 106 106
#> 49999: 49298 0.003 145 140 140 140
#> 50000: 41427 0.001 49 40 40 40
完整性检查
stopifnot(
identical(dt$sample_n2, dt$sample_n3) &&
identical(dt$sample_n3, dt$sample_n4)
)
结果
results
#> $original1_no_modify
#> user system elapsed
#> 18.713 0.568 19.288
#>
#> $original1_modify
#> user system elapsed
#> 28.217 0.020 28.237
#>
#> $original2_no_modify
#> user system elapsed
#> 0.155 0.000 0.155
#>
#> $original2_modify
#> user system elapsed
#> 9.085 0.152 9.237
#>
#> $mapply_no_modify
#> user system elapsed
#> 0.139 0.000 0.139
#>
#> $mapply_modify
#> user system elapsed
#> 0.132 0.000 0.131
#>
#> $solution_no_modify
#> user system elapsed
#> 0.004 0.000 0.004
#>
#> $solution_modify
#> user system elapsed
#> 0.004 0.000 0.004
rbindlist(lapply(results, as.list), idcol = "approach")
#> approach user.self sys.self elapsed user.child sys.child
#> <char> <num> <num> <num> <num> <num>
#> 1: original1_no_modify 18.713 0.568 19.288 0 0
#> 2: original1_modify 28.217 0.020 28.237 0 0
#> 3: original2_no_modify 0.155 0.000 0.155 0 0
#> 4: original2_modify 9.085 0.152 9.237 0 0
#> 5: mapply_no_modify 0.139 0.000 0.139 0 0
#> 6: mapply_modify 0.132 0.000 0.131 0 0
#> 7: solution_no_modify 0.004 0.000 0.004 0 0
#> 8: solution_modify 0.004 0.000 0.004 0 0