FastGroupBy.jl

Some helper functions to make some group by operations on DataFrames and IndexedTables faster
Popularity
8 Stars
Updated Last
1 Year Ago
Started In
October 2017

FastGroupBy

Faster algorithms for doing vector group-by. This package currently support faster group-bys where the group-by vector is of type CategoricalVector or Vector{T} for T<:Union{Integer, Bool, String}.

Installation


# install
Pkg.add("FastGroupBy")
# install latest version
Pkg.clone("https://github.com/xiaodaigh/FastGroupBy.jl.git")

fastby and fastby!

The fastby and fastby! functions allow the user to perform arbitrary computation on a vector (valvec) grouped by another vector (byvec). Their output format is a Tuple where the first element are the distinct groups and the second are the results of applying the function, fn on the valvec grouped-by by, see below for explanation of fn, byvec, and valvec.

The difference between fastby and fastby! is that fastby! may change the input vectors byvec and valvec whereas fastby won't.

Both functions have the same three main arguments, but we shall illustrate using fastby only


fastby(fn, byvec, valvec)
  • fn is a function fn to be applied to each by-group of valvec
  • byvec is the vector to group-by
  • valvec is the vector that fn is applied to

For example fastby(sum, byvec, valvec) is equivalent to StatsBase's countmap(byvec, weights(valvec)). Consider the below

using FastGroupBy

byvec  = [88, 888, 8, 88, 888, 88]
valvec = [1 , 2  , 3, 4 , 5  , 6]
6-element Array{Int64,1}:
 1
 2
 3
 4
 5
 6

to compute the sum value of valvec in each group of byvec we do

grpsum = fastby(sum, byvec, valvec)
expected_result = Dict(88 => 11, 8 => 3, 888 => 7)
Dict(zip(grpsum...)) == expected_result # true
true

fastby! with an arbitrary fn

You can also compute arbitrary functions for each by-group e.g. mean

using Statistics: mean
@time a = fastby(mean, byvec, valvec)
0.000657 seconds (24 allocations: 1.502 MiB)
([8, 88, 888], [3.0, 3.6666666666666665, 3.5])

This generalizes to arbitrary user-defined functions e.g. the below computes the sizeof each element within each by group

byvec  = [88   , 888  , 8  , 88  , 888 , 88]
valvec = ["abc", "def", "g", "hi", "jk", "lmop"]
@time a = fastby(yy -> sizeof.(yy), byvec, valvec);
0.290550 seconds (280.04 k allocations: 14.957 MiB)

Julia's do-notation can be used

@time a = fastby(byvec, valvec) do grouped_y
    # you can perform complex calculations here knowing that grouped_y is y grouped by x
    grouped_y[end] * grouped_y[1]
end;
0.172302 seconds (194.41 k allocations: 10.657 MiB)

The fastby is fast if group by a vector of Bool's as well

using Random
Random.seed!(1)
x = rand(Bool, 100_000_000);
y = rand(100_000_000);

@time fastby(sum, x, y)
3.132733 seconds (37 allocations: 774.866 MiB, 6.21% gc time)
(Bool[1, 0], [2.499741155973099e7, 2.5003502408479996e7])

The fastby works on String type as well but is still slower than countmap and uses MUCH more RAM and therefore is NOT recommended (at this stage).

using Random
const M=10_000_000; const K=100;
Random.seed!(1)
svec1 = rand([string(rand(Char.(32:126), rand(1:8))...) for k in 1:M÷K], M);
y = repeat([1], inner=length(svec1));
@time a = fastby!(sum, svec1, y);
4.704647 seconds (491.16 k allocations: 912.926 MiB, 24.89% gc time)

a_dict = Dict(zip(a...))

using StatsBase
@time b = countmap(svec1, alg = :dict);
1.523348 seconds (48 allocations: 5.670 MiB)
a_dict == b #true
true

fastby on DataFrames

One can also apply fastby on DataFrame by supplying the DataFrame as the second argument and its columns using Symbol in the third and fourth argument, being bycol and valcol respectively. For example

using DataFrames

df1 = DataFrame(grps = rand(1:100, 1_000_000), val = rand(1_000_000))
# compute the difference between the number rows in that group and the mean of `val` in that group
res = fastby(val_grouped -> length(val_grouped) - mean(val_grouped), df1, :grps, :val)
100×2 DataFrame
│ Row │ grps  │ V1      │
│     │ Int64 │ Float64 │
├─────┼───────┼─────────┤
│ 1   │ 1     │ 10062.5 │
│ 2   │ 2     │ 9956.5  │
│ 3   │ 3     │ 10026.5 │
│ 4   │ 4     │ 9953.5  │
│ 5   │ 5     │ 9855.5  │
│ 6   │ 6     │ 10019.5 │
│ 7   │ 7     │ 10065.5 │
⋮
│ 93  │ 93    │ 9968.5  │
│ 94  │ 94    │ 10096.5 │
│ 95  │ 95    │ 10008.5 │
│ 96  │ 96    │ 10037.5 │
│ 97  │ 97    │ 9885.5  │
│ 98  │ 98    │ 10019.5 │
│ 99  │ 99    │ 9937.5  │
│ 100 │ 100   │ 10058.5 │

Used By Packages

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