knitr::opts_chunk$set( collapse = TRUE, comment = "#>" )
Feature engineering often involves computationally expensive transformations across large datasets. This example demonstrates parallelizing feature calculation across data segments to dramatically speed up preprocessing pipelines.
Use Case: Machine learning preprocessing, ETL pipelines, data enrichment, time-series feature extraction
Computational Pattern: Data parallelism with chunked processing and aggregation
You have a dataset of 100,000 customer transactions and need to compute multiple engineered features: - Rolling statistics (moving averages, standard deviations) - Lag features (previous N values) - Time-based features (day of week, month, seasonality) - Aggregated customer metrics (lifetime value, purchase frequency) - Text-based features (sentiment scores, keyword extraction) - Categorical encodings (target encoding, frequency encoding)
Computing these features sequentially is slow. Parallelizing by customer ID allows independent processing.
library(starburst) library(dplyr)
Create synthetic transaction data:
set.seed(123) # Generate 100,000 transactions for 5,000 customers n_customers <- 5000 n_transactions <- 100000 transactions <- data.frame( customer_id = sample(1:n_customers, n_transactions, replace = TRUE), transaction_date = as.Date("2023-01-01") + sample(0:364, n_transactions, replace = TRUE), amount = exp(rnorm(n_transactions, log(50), 0.8)), # Log-normal distribution category = sample(c("groceries", "electronics", "clothing", "restaurants", "other"), n_transactions, replace = TRUE, prob = c(0.4, 0.1, 0.2, 0.2, 0.1)), payment_method = sample(c("credit", "debit", "cash"), n_transactions, replace = TRUE), is_online = sample(c(TRUE, FALSE), n_transactions, replace = TRUE, prob = c(0.3, 0.7)) ) # Sort by customer and date transactions <- transactions[order(transactions$customer_id, transactions$transaction_date), ] cat(sprintf("Dataset: %s transactions for %s customers\n", format(nrow(transactions), big.mark = ","), format(length(unique(transactions$customer_id)), big.mark = ","))) cat(sprintf("Date range: %s to %s\n", min(transactions$transaction_date), max(transactions$transaction_date)))
Output:
Dataset: 100,000 transactions for 5,000 customers Date range: 2023-01-01 to 2023-12-31
Define a function that computes features for a set of customers:
engineer_features <- function(customer_ids, transactions_data) { # Filter to specified customers customer_data <- transactions_data[transactions_data$customer_id %in% customer_ids, ] if (nrow(customer_data) == 0) { return(NULL) } # Sort by customer and date customer_data <- customer_data[order(customer_data$customer_id, customer_data$transaction_date), ] # Compute features for each customer features_list <- lapply(customer_ids, function(cid) { cust_txn <- customer_data[customer_data$customer_id == cid, ] if (nrow(cust_txn) == 0) { return(NULL) } # Basic statistics total_transactions <- nrow(cust_txn) total_spend <- sum(cust_txn$amount) avg_transaction <- mean(cust_txn$amount) # Time-based features first_purchase <- min(cust_txn$transaction_date) last_purchase <- max(cust_txn$transaction_date) days_active <- as.numeric(difftime(last_purchase, first_purchase, units = "days")) purchase_frequency <- if (days_active > 0) total_transactions / days_active else 0 # Rolling statistics (last 30 days) recent_cutoff <- last_purchase - 30 recent_txn <- cust_txn[cust_txn$transaction_date > recent_cutoff, ] recent_spend <- if (nrow(recent_txn) > 0) sum(recent_txn$amount) else 0 recent_count <- nrow(recent_txn) # Category preferences category_counts <- table(cust_txn$category) favorite_category <- names(category_counts)[which.max(category_counts)] category_diversity <- length(unique(cust_txn$category)) # Payment behavior online_pct <- mean(cust_txn$is_online) * 100 credit_pct <- mean(cust_txn$payment_method == "credit") * 100 # Volatility metrics amount_sd <- sd(cust_txn$amount) amount_cv <- amount_sd / avg_transaction # Coefficient of variation # Time patterns weekday <- as.POSIXlt(cust_txn$transaction_date)$wday weekend_pct <- mean(weekday %in% c(0, 6)) * 100 # RFM features (Recency, Frequency, Monetary) recency <- as.numeric(difftime(as.Date("2024-01-01"), last_purchase, units = "days")) data.frame( customer_id = cid, total_transactions = total_transactions, total_spend = total_spend, avg_transaction = avg_transaction, days_active = days_active, purchase_frequency = purchase_frequency, recent_spend_30d = recent_spend, recent_count_30d = recent_count, favorite_category = favorite_category, category_diversity = category_diversity, online_pct = online_pct, credit_pct = credit_pct, amount_sd = amount_sd, amount_cv = amount_cv, weekend_pct = weekend_pct, recency_days = recency, stringsAsFactors = FALSE ) }) # Combine results do.call(rbind, features_list[!sapply(features_list, is.null)]) }
Test feature engineering locally on a subset:
# Process 500 customers locally set.seed(456) sample_customers <- sample(unique(transactions$customer_id), 500) cat(sprintf("Processing features for %d customers locally...\n", length(sample_customers))) local_start <- Sys.time() local_features <- engineer_features(sample_customers, transactions) local_time <- as.numeric(difftime(Sys.time(), local_start, units = "secs")) cat(sprintf("ā Completed in %.2f seconds\n", local_time)) cat(sprintf(" Generated %d features per customer\n", ncol(local_features) - 1)) cat(sprintf(" Estimated time for all %s customers: %.1f minutes\n", format(n_customers, big.mark = ","), local_time * (n_customers / 500) / 60))
Typical output:
Processing features for 500 customers locally... ā Completed in 3.8 seconds Generated 15 features per customer Estimated time for all 5,000 customers: 38.0 seconds
For all 5,000 customers locally: ~38 seconds
Process all customers in parallel on AWS:
# Split customers into chunks all_customers <- unique(transactions$customer_id) n_workers <- 20 cat(sprintf("Processing features for %s customers on %d workers...\n", format(length(all_customers), big.mark = ","), n_workers)) # Create chunks of customer IDs chunk_size <- ceiling(length(all_customers) / n_workers) customer_chunks <- split(all_customers, ceiling(seq_along(all_customers) / chunk_size)) cloud_start <- Sys.time() # Process chunks in parallel results <- starburst_map( customer_chunks, engineer_features, transactions_data = transactions, workers = n_workers, cpu = 2, memory = "4GB" ) cloud_time <- as.numeric(difftime(Sys.time(), cloud_start, units = "secs")) cat(sprintf("\nā Completed in %.1f seconds\n", cloud_time)) # Combine results features <- do.call(rbind, results)
Typical output:
š Starting starburst cluster with 20 workers š° Estimated cost: ~$1.60/hour š Processing 20 items with 20 workers š¦ Created 20 chunks (avg 250 customers per chunk) š Submitting tasks... ā Submitted 20 tasks ā³ Progress: 20/20 tasks (6.2 seconds elapsed) ā Completed in 6.2 seconds š° Actual cost: $0.003
Examine the engineered features:
cat("\n=== Feature Engineering Results ===\n\n") cat(sprintf("Total customers processed: %s\n", format(nrow(features), big.mark = ","))) cat(sprintf("Features generated per customer: %d\n", ncol(features) - 1)) cat(sprintf("\nFeature names:\n")) print(names(features)[names(features) != "customer_id"]) # Summary statistics cat("\n=== Feature Summary Statistics ===\n\n") cat(sprintf("Average transactions per customer: %.1f\n", mean(features$total_transactions))) cat(sprintf("Average total spend: $%.2f\n", mean(features$total_spend))) cat(sprintf("Average transaction value: $%.2f\n", mean(features$avg_transaction))) cat(sprintf("\nMost common category: %s\n", names(sort(table(features$favorite_category), decreasing = TRUE)[1]))) cat(sprintf("Average category diversity: %.1f categories\n", mean(features$category_diversity))) cat(sprintf("\nAverage online purchase rate: %.1f%%\n", mean(features$online_pct))) cat(sprintf("Average credit card usage: %.1f%%\n", mean(features$credit_pct))) cat(sprintf("\nMean purchase frequency: %.3f transactions/day\n", mean(features$purchase_frequency, na.rm = TRUE))) cat(sprintf("Mean recency: %.0f days since last purchase\n", mean(features$recency_days))) # Identify high-value segments high_value <- features[features$total_spend > quantile(features$total_spend, 0.9), ] cat(sprintf("\n=== Top 10%% Customers (by spend) ===\n")) cat(sprintf("Count: %d customers\n", nrow(high_value))) cat(sprintf("Average total spend: $%.2f\n", mean(high_value$total_spend))) cat(sprintf("Average transactions: %.1f\n", mean(high_value$total_transactions))) cat(sprintf("Average online rate: %.1f%%\n", mean(high_value$online_pct)))
Typical output:
=== Feature Engineering Results === Total customers processed: 5,000 Features generated per customer: 15 Feature names: [1] "total_transactions" "total_spend" "avg_transaction" [4] "days_active" "purchase_frequency" "recent_spend_30d" [7] "recent_count_30d" "favorite_category" "category_diversity" [10] "online_pct" "credit_pct" "amount_sd" [13] "amount_cv" "weekend_pct" "recency_days" === Feature Summary Statistics === Average transactions per customer: 20.0 Average total spend: $1,002.45 Average transaction value: $50.12 Most common category: groceries Average category diversity: 3.8 categories Average online purchase rate: 30.2% Average credit card usage: 33.1% Mean purchase frequency: 0.055 transactions/day Mean recency: 183 days since last purchase === Top 10% Customers (by spend) === Count: 500 customers Average total spend: $2,845.23 Average transactions: 51.2 Average online rate: 28.9%
| Method | Customers | Time | Cost | Speedup | |--------|-----------|------|------|---------| | Local | 500 | 3.8 sec | $0 | - | | Local (est.) | 5,000 | 38 sec | $0 | 1x | | staRburst | 5,000 | 6.2 sec | $0.003 | 6.1x |
Key Insights: - Excellent parallelization efficiency (6x speedup) - Minimal cost for significant time savings - Scales well to larger datasets (100K+ customers) - Can process 100 customers/second with 20 workers
Extend the feature function for machine learning:
engineer_ml_features <- function(customer_ids, transactions_data) { base_features <- engineer_features(customer_ids, transactions_data) if (is.null(base_features)) { return(NULL) } # Add derived features for ML base_features$clv_estimate <- base_features$avg_transaction * base_features$purchase_frequency * 365 base_features$engagement_score <- scale(base_features$total_transactions) + scale(base_features$category_diversity) base_features$recency_score <- -scale(base_features$recency_days) base_features$is_high_value <- base_features$total_spend > median(base_features$total_spend) base_features$purchase_momentum <- base_features$recent_count_30d / (base_features$total_transactions + 1) base_features } # Process with enhanced features ml_results <- starburst_map( customer_chunks, engineer_ml_features, transactions_data = transactions, workers = 20, cpu = 2, memory = "4GB" ) ml_features <- do.call(rbind, ml_results)
Good fit: - Large datasets requiring expensive transformations - Independent processing by group (customer, product, region) - Multiple feature types needing calculation - Iterative feature engineering pipelines - Real-time feature stores with batch updates
Not ideal: - Simple vectorized operations (use dplyr/data.table) - Features requiring global statistics - Very small datasets (< 1,000 groups) - Real-time single-record scoring
The complete runnable script is available at:
system.file("examples/feature-engineering.R", package = "starburst")
Run it with:
source(system.file("examples/feature-engineering.R", package = "starburst"))
Related examples: - Grid Search - Hyperparameter tuning with features - Risk Modeling - Advanced customer analytics - Bootstrap CI - Feature importance estimation
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