Can someone please help me evaluate at which size of a data frame using data.table is faster for searches? In my use case the data frames will be 24,000 rows and 560,000 rows. Blocks of 40 rows are always singled out for further use.
Example: DF is a data frame with 120 rows, 7 columns (x1 to x7); "string" occupies the first 40 rows of x1.
DF2 is 1000 times DF => 120,000 rows
For the size of DF data.table is slower, for the size of DF2 it is faster.
Code:
> DT <- data.table(DF)
> setkey(DT, x1)
>
> DT2 <- data.table(DF2)
> setkey(DT2, x1)
>
> microbenchmark(DF[DF$x1=="string", ], unit="us")
Unit: microseconds
expr min lq median uq max neval
DF[DF$x1 == "string", ] 282.578 290.8895 297.0005 304.5785 2394.09 100
> microbenchmark(DT[.("string")], unit="us")
Unit: microseconds
expr min lq median uq max neval
DT[.("string")] 1473.512 1500.889 1536.09 1709.89 6727.113 100
>
>
> microbenchmark(DF2[DF2$x1=="string", ], unit="us")
Unit: microseconds
expr min lq median uq max neval
DF2[DF2$x1 == "string", ] 31090.4 34694.74 35537.58 36567.18 61230.41 100
> microbenchmark(DT2[.("string")], unit="us")
Unit: microseconds
expr min lq median uq max neval
DT2[.("string")] 1327.334 1350.801 1391.134 1457.378 8440.668 100
If we observe here, the code for the data. table is less than the code for data. frame and hence, data. table takes less time to compile and gives the output fast so, this makes the data table use widely.
There are a number of reasons why data. table is fast, but a key one is that unlike many other tools, it allows you to modify things in your table by reference, so it is changed in-situ rather than requiring the object to be recreated with your modifications.
Data frames are lists of vectors of equal length while data tables ( data. table ) is an inheritance of data frames. Therefore data tables are data frames but data frames are not necessarily data tables.
Although R is notorious for being a slow language, data. table generally runs faster than Python's pandas (benchmark) and even gives Spark a run for its money as long as R can process the data of that size. Even better, data.
library(microbenchmark)
library(data.table)
timings <- sapply(1:10, function(n) {
DF <- data.frame(id=rep(as.character(seq_len(2^n)), each=40), val=rnorm(40*2^n), stringsAsFactors=FALSE)
DT <- data.table(DF, key="id")
tofind <- unique(DF$id)[n-1]
print(microbenchmark( DF[DF$id==tofind,],
DT[DT$id==tofind,],
DT[id==tofind],
`[.data.frame`(DT,DT$id==tofind,),
DT[tofind]), unit="ns")$median
})
matplot(1:10, log10(t(timings)), type="l", xlab="log2(n)", ylab="log10(median (ns))", lty=1)
legend("topleft", legend=c("DF[DF$id == tofind, ]",
"DT[DT$id == tofind, ]",
"DT[id == tofind]",
"`[.data.frame`(DT,DT$id==tofind,)",
"DT[tofind]"),
col=1:5, lty=1)
data.table_1.9.7
data.table
has made a few updates since this was written (a bit more overhead added to [.data.table
as a few more arguments / robustness checks have been built in, but also the introduction of auto-indexing). Here's an updated version as of the January 13, 2016 version of 1.9.7 from GitHub:
The main innovation is that the third option now leverages auto-indexing. The main conclusion remains the same -- if your table is of any nontrivial size (roughly larger than 500 observations), data.table
's within-frame calling is faster.
(notes about the updated plot: some minor things (un-logging the y-axis, expressing in microseconds, changing the x-axis labels, adding a title), but one non-trivial thing is I updated the microbenchmark
s to add some stability in the estimates--namely, I set the times
argument to as.integer(1e5/2^n)
)
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