Optimisations in data.table

Description

data.table internally optimises certain expressions inorder to improve performance. This section briefly summarises those optimisations.

Note that there's no additional input needed from the user to take advantage of these optimisations. They happen automatically.

Run the code under the example section to get a feel for the performance benefits from these optimisations.

Details

data.table reads the global option datatable.optimize to figure out what level of optimisation is required. The default value Inf activates all available optimisations.

At optimisation level >= 1, i.e., getOption("datatable.optimize") >= 1, these are the optimisations:

• The base function order is internally replaced with data.table's fast ordering. That is, dt[order(...)] gets internally optimised to dt[forder(...)].

• The expression dt[, lapply(.SD, fun), by=.] gets optimised to dt[, list(fun(a), fun(b), ...), by=.] where a,b, ... are columns in .SD. This improves performance tremendously.

• Similarly, the expression dt[, c(.N, lapply(.SD, fun)), by=.] gets optimised to dt[, list(.N, fun(a), fun(b), ...)]. .N is just for example here.

• base::mean function is internally optimised to use data.table's fastmean function. mean() from base is an S3 generic and gets slow with many groups.

At optimisation level >= 2, i.e., getOption("datatable.optimize") >= 2, additional optimisations are implemented on top of the optimisations already shown above.

• When expressions in j which contains only these functions min, max, mean, median, var, sd, prod, for example, dt[, list(mean(x), median(x), min(y), max(y)), by=z], they are very effectively optimised using, what we call, GForce. These functions are replaced with gmean, gmedian, gmin, gmax instead.

  Normally, once the rows belonging to each groups are identified, the values corresponding to the group is gathered and the j-expression is evaluated. This can be improved by computing the result directly without having to gather the values or evaluating the expression for each group (which can get costly with large number of groups) by implementing it specifically for a particular function. As a result, it is extremely fast.

• In addition to all the functions above, '.N' is also optimised to use GForce. It when used separately or combined with the functions mentioned above still uses GForce.

• Expressions of the form DT[i, j, by] are also optimised when i is a subset operation and j is any/all of the functions discussed above.

Auto indexing: data.table also allows for blazing fast subsets by creating an index on the first run. Any successive subsets on the same column then reuses this index to binary search (instead of vector scan) and is therefore fast.

At the moment, expressions of the form dt[col == val] and dt[col %in% val] are both optimised. We plan to expand this to more operators and conditions in the future.

Auto indexing can be switched off with the global option options(datatable.auto.index = FALSE). To switch off using existing indices set global option options(datatable.use.index = FALSE).

See Also

setNumericRounding, getNumericRounding

Examples

## Not run: 
# Generate a big data.table with a relatively many columns
set.seed(1L)
dt = lapply(1:20, function(x) sample(c(-100:100), 5e6L, TRUE))
setDT(dt)[, id := sample(1e5, 5e6, TRUE)]
print(object.size(dt), units="Mb") # 400MB, not huge, but will do

# 'order' optimisation
options(datatable.optimize = 1L) # optimisation 'on'
system.time(ans1 <- dt[order(id)])
options(datatable.optimize = 0L) # optimisation 'off'
system.time(ans2 <- dt[order(id)])
identical(ans1, ans2)

# optimisation of 'lapply(.SD, fun)'
options(datatable.optimize = 1L) # optimisation 'on'
system.time(ans1 <- dt[, lapply(.SD, min), by=id])
options(datatable.optimize = 0L) # optimisation 'off'
system.time(ans2 <- dt[, lapply(.SD, min), by=id])
identical(ans1, ans2)

# optimisation of 'mean'
options(datatable.optimize = 1L) # optimisation 'on'
system.time(ans1 <- dt[, lapply(.SD, mean), by=id])
system.time(ans2 <- dt[, lapply(.SD, base::mean), by=id])
identical(ans1, ans2)

# optimisation of 'c(.N, lapply(.SD, ))'
options(datatable.optimize = 1L) # optimisation 'on'
system.time(ans1 <- dt[, c(.N, lapply(.SD, min)), by=id])
options(datatable.optimize = 0L) # optimisation 'off'
system.time(ans2 <- dt[, c(N=.N, lapply(.SD, min)), by=id])
identical(ans1, ans2)

# GForce
options(datatable.optimize = 2L) # optimisation 'on'
system.time(ans1 <- dt[, lapply(.SD, median), by=id])
system.time(ans2 <- dt[, lapply(.SD, function(x) as.numeric(stats::median(x))), by=id])
identical(ans1, ans2)

# restore optimization
options(datatable.optimize = Inf)

# auto indexing
options(datatable.auto.index = FALSE)
system.time(ans1 <- dt[id == 100L]) # vector scan
system.time(ans2 <- dt[id == 100L]) # vector scan
system.time(dt[id 

options(datatable.auto.index = TRUE)
system.time(ans1 <- dt[id == 100L]) # index + binary search subset
system.time(ans2 <- dt[id == 100L]) # only binary search subset
system.time(dt[id 


## End(Not run)