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2013-02-27-fast-factor-generation.md

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title author license tags summary layout src
Fast factor generation with Rcpp
Kevin Ushey
GPL (>= 2)
factor sugar
We can make use of Rcpp sugar to implement a faster factor generator.
post
2013-02-27-fast-factor-generation.Rmd

Recall that factors are really just integer vectors with 'levels', i.e., character labels that get mapped to each integer in the vector. How can we take an arbitrary character, integer, numeric, or logical vector and coerce it to a factor with Rcpp? It's actually quite easy with Rcpp sugar:

{% highlight cpp %} #include <Rcpp.h> using namespace Rcpp;

template IntegerVector fast_factor_template( const Vector& x ) { Vector levs = sort_unique(x); IntegerVector out = match(x, levs); out.attr("levels") = as(levs); out.attr("class") = "factor"; return out; }

// [[Rcpp::export]] SEXP fast_factor( SEXP x ) { switch( TYPEOF(x) ) { case INTSXP: return fast_factor_template(x); case REALSXP: return fast_factor_template(x); case STRSXP: return fast_factor_template(x); } return R_NilValue; } {% endhighlight %}

Note a few things:

  1. We template over the RTYPE; i.e., the internal type that R assigns to its objects. For this example, we just need to know that the R types (as exposed in an R session) map to internal C types as integer -> INTSXP, numeric -> REALSXP, and character -> STRSXP.

  2. We return an IntegerVector. Remember that factors are just integer vectors with a levels attribute and class factor.

  3. To generate our factor, we simply need to calculate the sorted unique values (the levels), and then match our vector back to those levels.

  4. Next, we can just set the attributes on the object so that R will interpret it as a factor, rather than a plain old integer vector, when it's returned.

And a quick test:

{% highlight r %} library(microbenchmark) stopifnot(all.equal( factor( 1:10 ), fast_factor( 1:10 ))) stopifnot(all.equal( factor( letters ), fast_factor( letters ))) lets <- sample( letters, 1E5, replace=TRUE ) microbenchmark( factor(lets), fast_factor(lets) ) {% endhighlight %}

Unit: milliseconds
              expr   min    lq median    uq   max neval
      factor(lets) 5.065 5.788  5.976 6.375 36.57   100
 fast_factor(lets) 1.367 1.421  1.453 1.520  2.83   100

(However, note that this doesn't handle NAs -- fixing that is left as an exercise. Similarily for logical vectors -- it's not quite as simple as just adding a call to a LGLSXP templated call, but it's still not tough -- use INTSXP and set set the levels to FALSE and TRUE.)

We can demonstrate a simple example of where this might be useful with tapply. tapply(x, group, FUN) is really just a wrapper to lapply( split(x, group), FUN ), and split relies on coercing 'group' to a factor. Otherwise, split calls .Internal( split(x, group) ), and trying to do better than an internal C function is typically a bit futile. So, now that we've written this, we can test a couple ways of performing a tapply-like function:

{% highlight r %} x <- rnorm(1E5) gp <- sample( 1:1000, 1E5, TRUE ) stopifnot(all( tapply(x, gp, mean) == unlist( lapply( split(x, fast_factor(gp)), mean )))) stopifnot(all( tapply(x, gp, mean) == unlist( lapply( split(x, gp), mean ) ) )) library(rbenchmark) benchmark(replications=20, order="relative", tapply(x, gp, mean), unlist(lapply(split(x,fast_factor(gp)),mean)), unlist(lapply(split(x,gp), mean)) )[,c(1,3:4)] {% endhighlight %}

                                             test elapsed relative
2 unlist(lapply(split(x, fast_factor(gp)), mean))   0.292    1.000
3              unlist(lapply(split(x, gp), mean))   1.042    3.568
1                             tapply(x, gp, mean)   2.043    6.997

To be fair, tapply actually returns a 1-dimensional array rather than a vector, and also can operate on more general arrays. However, we still do see a modest speedup both for using lapply, and for taking advantage of our fast factor generator.