extras/Time_xlin_fits.md

In WinVector/RcppDynProg: 'Rcpp' Dynamic Programming

Time xlin_fits

library("RcppDynProg")
library("WVPlots")
library("ggplot2")
library("microbenchmark")
library("rqdatatable")

## Loading required package: rquery

set.seed(2018)

# data
mk_data <- function(g) {
  d <- data.frame(
    x = 0.05*(1:(3*g))) # ordered in x
  n <- nrow(d)
  d$y_ideal <- sin((0.3*d$x)^2)
  d$y_observed <- d$y_ideal + 0.25*rnorm(n)
  d
}

d <- mk_data(100)
n <- nrow(d)
w <- 1 + numeric(n)


timings <- microbenchmark(
  Rcpp = xlin_fits(d$x, d$y_observed, w, 0, n-1),
  R_lm = xlin_fits_lm(d$x, d$y_observed, w),
  R_rowwise = xlin_fits_R(d$x, d$y_observed, w),
  R_vectorized = xlin_fits_V(d$x, d$y_observed, w),
  times = 10L)

print(timings)

## Unit: microseconds
##          expr        min         lq        mean      median         uq
##          Rcpp     36.282     37.419     54.8018     44.2390     52.788
##          R_lm 273342.048 276354.603 277932.4433 277006.5190 279049.091
##     R_rowwise    342.044    348.123    430.8201    352.7515    362.012
##  R_vectorized     34.362     34.997     66.2965     39.5390     46.536
##         max neval
##     149.662    10
##  285984.639    10
##    1133.750    10
##     302.478    10

p <- data.frame(timings)
p$seconds <- p$time/1e+9
p$method <- as.factor(p$expr)
p$method <- reorder(p$method, p$seconds)

summary <- p %.>%
  project(., 
          mean_seconds = mean(seconds),
          groupby = "method")
print(summary)

##          method mean_seconds
## 1:    R_rowwise 0.0004308201
## 2:         R_lm 0.2779324433
## 3:         Rcpp 0.0000548018
## 4: R_vectorized 0.0000662965

WVPlots::ScatterBoxPlotH(
  p, 
  "seconds", "method", 
  paste0("performance of PRESS statistic in R and Rcpp (n=", n, ")"))

WVPlots::ScatterBoxPlotH(
  p, 
  "seconds", "method", 
  paste0("performance of PRESS statistic in R and Rcpp (n=", n, ")")) + 
  scale_y_log10()

d <- mk_data(1000000)
n <- nrow(d)
w <- 1 + numeric(n)

# make data available for Python version
write.csv(d, file = gzfile("xlin_data.csv.gz"), row.names = FALSE, quote = FALSE)

timings <- microbenchmark(
  Rcpp = xlin_fits(d$x, d$y_observed, w, 0, n-1),
  R_rowwise = xlin_fits_R(d$x, d$y_observed, w),
  R_vectorized = xlin_fits_V(d$x, d$y_observed, w),
  times = 10L)

print(timings)

## Unit: milliseconds
##          expr       min        lq      mean    median        uq       max
##          Rcpp  234.5341  238.4055  255.8447  241.5019  243.9430  392.3449
##     R_rowwise 3312.1789 3333.1662 3368.6003 3366.9828 3378.1413 3456.8543
##  R_vectorized  187.8401  191.2530  348.7635  331.5121  369.0965  817.9080
##  neval
##     10
##     10
##     10

p <- data.frame(timings)
p$seconds <- p$time/1e+9
p$method <- as.factor(p$expr)
p$method <- reorder(p$method, p$seconds)

summary <- p %.>%
  project(., 
          mean_seconds = mean(seconds),
          groupby = "method")
print(summary)

##          method mean_seconds
## 1:    R_rowwise    3.3686003
## 2:         Rcpp    0.2558447
## 3: R_vectorized    0.3487635

WVPlots::ScatterBoxPlotH(
  p, 
  "seconds", "method", 
  paste0("performance of PRESS statistic in R and Rcpp (n=", n, ")"))

WVPlots::ScatterBoxPlotH(
  p, 
  "seconds", "method", 
  paste0("performance of PRESS statistic in R and Rcpp (n=", n, ")")) + 
  scale_y_log10()

Timings on a 2018 Dell XPS-13 laptop, 16 Gib RAM, LPDDR3, 2133 MT/s, Intel(R) Core(TM) i5-8250U CPU @ 1.60GHz (8 cores reported), idle, charged, and plugged into power supply. Ubuntu 18.04.1 LTS.

R.version.string

## [1] "R version 3.5.1 (2018-07-02)"

R.version

##                _                           
## platform       x86_64-pc-linux-gnu         
## arch           x86_64                      
## os             linux-gnu                   
## system         x86_64, linux-gnu           
## status                                     
## major          3                           
## minor          5.1                         
## year           2018                        
## month          07                          
## day            02                          
## svn rev        74947                       
## language       R                           
## version.string R version 3.5.1 (2018-07-02)
## nickname       Feather Spray

sessionInfo()

## R version 3.5.1 (2018-07-02)
## Platform: x86_64-pc-linux-gnu (64-bit)
## Running under: Ubuntu 18.04.1 LTS
## 
## Matrix products: default
## BLAS: /usr/lib/x86_64-linux-gnu/blas/libblas.so.3.7.1
## LAPACK: /usr/lib/x86_64-linux-gnu/lapack/liblapack.so.3.7.1
## 
## locale:
##  [1] LC_CTYPE=en_US.UTF-8       LC_NUMERIC=C              
##  [3] LC_TIME=en_US.UTF-8        LC_COLLATE=en_US.UTF-8    
##  [5] LC_MONETARY=en_US.UTF-8    LC_MESSAGES=en_US.UTF-8   
##  [7] LC_PAPER=en_US.UTF-8       LC_NAME=C                 
##  [9] LC_ADDRESS=C               LC_TELEPHONE=C            
## [11] LC_MEASUREMENT=en_US.UTF-8 LC_IDENTIFICATION=C       
## 
## attached base packages:
## [1] stats     graphics  grDevices utils     datasets  methods   base     
## 
## other attached packages:
## [1] rqdatatable_1.1.2    rquery_1.2.1         microbenchmark_1.4-6
## [4] ggplot2_3.1.0        WVPlots_1.0.7        RcppDynProg_0.1.0   
## 
## loaded via a namespace (and not attached):
##  [1] Rcpp_1.0.0        sigr_1.0.3        pillar_1.3.0     
##  [4] compiler_3.5.1    plyr_1.8.4        bindr_0.1.1      
##  [7] tools_3.5.1       digest_0.6.18     lattice_0.20-38  
## [10] evaluate_0.12     tibble_1.4.2      gtable_0.2.0     
## [13] nlme_3.1-137      mgcv_1.8-26       pkgconfig_2.0.2  
## [16] rlang_0.3.0.1     Matrix_1.2-15     parallel_3.5.1   
## [19] yaml_2.2.0        xfun_0.4          bindrcpp_0.2.2   
## [22] gridExtra_2.3     withr_2.1.2       stringr_1.3.1    
## [25] dplyr_0.7.8       knitr_1.21        grid_3.5.1       
## [28] tidyselect_0.2.5  data.table_1.11.8 glue_1.3.0       
## [31] R6_2.3.0          rmarkdown_1.11    wrapr_1.8.2      
## [34] purrr_0.2.5       magrittr_1.5      scales_1.0.0     
## [37] htmltools_0.3.6   assertthat_0.2.0  colorspace_1.3-2 
## [40] labeling_0.3      stringi_1.2.4     lazyeval_0.2.1   
## [43] munsell_0.5.0     crayon_1.3.4

WinVector/RcppDynProg documentation built on Aug. 26, 2023, 4:47 a.m.