[datatable-help] datatable roll="next" takes 150 times longer than findInterval

[Matt Dowle]

Gabor,

With that said about it being a micro benchmark,  by-without-by might be 
at play in GG2(X,Y) here; i.e. running j for each row of i, where it 
could run once.  I remember you and others quite rightly said 
by-without-by should be explicit ... still got to make that change.  A 
similar speed issue came up recently somewhere else as well which the 
change in default should help.

Matt

On 02/02/14 18:57, Matt Dowle wrote:
>
> But this is at the *micro* second level ?!!
>
> I confirm those results on my slow netbook but remember these are 
> **micro** seconds i.e. 71,000 here is less than 0.1 of a second.
>
> > microbenchmark(flodel(X,Y), GG1(X,Y), GG2(X,Y))
> Unit: microseconds
>          expr       min        lq      median          uq max neval
>  flodel(X, Y)   330.798   369.369    402.7935    455.3225 17996.26   100
>     GG1(X, Y) 14287.380 14370.038  14466.5990  16010.5440 121082.77   100
>     GG2(X, Y) 71164.270 85751.437 107951.3415 161676.5720 366003.62   100
>
> To put it in some perspective :
>
> > system.time(GG2(X,Y))
>    user  system elapsed
>   0.072   0.000   0.072
> > system.time(GG2(X,Y))
>    user  system elapsed
>   0.080   0.000   0.079
> > system.time(GG2(X,Y))
>    user  system elapsed
>   0.072   0.000   0.072
>
> Where those times are in seconds.   So the task in question here,  
> takes 0.07 seconds ?!
>
> The 150x longer figure is actually (using figures from the S.O. 
> answer)  24695 microseconds (i.e. 0.024 seconds) divided by 168 
> microseconds (0.000168 seconds).  0.024 seconds / 0.000168 = "150 
> times".   If you rounded to milliseconds you could say data.table is 
> infinitely slower  (24ms / 0ms = Inf).
>
> I can believe there's scope for improvement, sure,  but not from this 
> benchmark. The vectors need to be *much* bigger and replications needs 
> to be *much* smaller, say 3.   The task being timed needs to take a 
> meaningful amount of time (say 5 seconds) *for a single run*.
>
> Matt
>
>
> On 02/02/14 12:27, Gabor Grothendieck wrote:
>> The benchmark at the bottom of this post shows a problem where a 
>> data.table roll="next" took nearly 150x longer than a base 
>> findInterval() solution.  (The data.table solution is easier to write 
>> though.) This suggests an area for possible speed improvement.
>>
>> http://stackoverflow.com/questions/21499742/fast-minimum-distance-interval-between-elements-of-2-logical-vectors-take-2/21500855#21500855
>>
>> -- 
>> Statistics & Software Consulting
>> GKX Group, GKX Associates Inc.
>> tel: 1-877-GKX-GROUP
>> email: ggrothendieck at gmail.com <http://gmail.com>
>>
>>
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>

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