From: Jon W. <js...@fn...> - 2012-11-16 17:20:37
|
Hi all, I am trying to find the best way to make histograms from large data sets. Up to now, I've been just loading entire columns into in-memory numpy arrays and making histograms from those. However, I'm currently working on a handful of datasets where this is prohibitively memory intensive (causing an out-of-memory kernel panic on a shared machine that you have to open a ticket to have rebooted makes you a little gun-shy), so I am now exploring other options. I know that the Column object is rather nicely set up to act, in some circumstances, like a numpy ndarray. So my first thought is to try just creating the histogram out of the Column object directly. This is, however, 1000x slower than loading it into memory and creating the histogram from the in-memory array. Please see my test notebook at: http://www-cdf.fnal.gov/~jsw/pytables%20test%20stuff.html For such a small table, loading into memory is not an issue. For larger tables, though, it is a problem, and I had hoped that pytables was optimized so that histogramming directly from disk would proceed no slower than loading into memory and histogramming. Is there some other way of accessing the column (or Array or CArray) data that will make faster histograms? Regards, Jon |
From: Anthony S. <sc...@gm...> - 2012-11-17 01:11:08
|
On Fri, Nov 16, 2012 at 9:02 AM, Jon Wilson <js...@fn...> wrote: > Hi all, > I am trying to find the best way to make histograms from large data > sets. Up to now, I've been just loading entire columns into in-memory > numpy arrays and making histograms from those. However, I'm currently > working on a handful of datasets where this is prohibitively memory > intensive (causing an out-of-memory kernel panic on a shared machine > that you have to open a ticket to have rebooted makes you a little > gun-shy), so I am now exploring other options. > > I know that the Column object is rather nicely set up to act, in some > circumstances, like a numpy ndarray. So my first thought is to try just > creating the histogram out of the Column object directly. This is, > however, 1000x slower than loading it into memory and creating the > histogram from the in-memory array. Please see my test notebook at: > http://www-cdf.fnal.gov/~jsw/pytables%20test%20stuff.html > > For such a small table, loading into memory is not an issue. For larger > tables, though, it is a problem, and I had hoped that pytables was > optimized so that histogramming directly from disk would proceed no > slower than loading into memory and histogramming. Is there some other > way of accessing the column (or Array or CArray) data that will make > faster histograms? > Hi Jon, This is not surprising since the column object itself is going to be iterated over per row. As you found, reading in each row individually will be prohibitively expensive as compared to reading in all the data at one. To do this in the right way for data that is larger than system memory, you need to read it in in chunks. Luckily there are tools to help you automate this process already in PyTables. I would recommend that you use expressions [1] or queries [2] to do your historgramming more efficiently. Be Well Anthony 1. http://pytables.github.com/usersguide/libref/expr_class.html 2. http://pytables.github.com/usersguide/libref/structured_storage.html?#table-methods-querying > Regards, > Jon > > > ------------------------------------------------------------------------------ > Monitor your physical, virtual and cloud infrastructure from a single > web console. Get in-depth insight into apps, servers, databases, vmware, > SAP, cloud infrastructure, etc. Download 30-day Free Trial. > Pricing starts from $795 for 25 servers or applications! > http://p.sf.net/sfu/zoho_dev2dev_nov > _______________________________________________ > Pytables-users mailing list > Pyt...@li... > https://lists.sourceforge.net/lists/listinfo/pytables-users > |
From: Jon W. <js...@fn...> - 2012-11-17 03:46:38
|
Hi Anthony, I don't think that either of these help me here (unless I've misunderstood something). I need to fill the histogram with every row in the table, so querying doesn't gain me anything. (especially since the query just returns an iterator over rows) I also don't need (at the moment) to compute any function of the column data, just count (weighted) entries into various bins. I suppose I could write one Expr for each bin of my histogram, but that seems dreadfully inefficient and probably difficult to maintain. It is a reduction operation, and would greatly benefit from chunking, I expect. Not unlike sum(), which is implemented as a specially supported reduction operation inside numexpr (buggily, last I checked). I suspect that a substantial improvement in histogramming requires direct support from either pytables or from numexpr. I don't suppose that there might be a chunked-reduction interface exposed somewhere that I could hook into? Jon Anthony Scopatz <sc...@gm...> wrote: >On Fri, Nov 16, 2012 at 9:02 AM, Jon Wilson <js...@fn...> wrote: > >> Hi all, >> I am trying to find the best way to make histograms from large data >> sets. Up to now, I've been just loading entire columns into >in-memory >> numpy arrays and making histograms from those. However, I'm >currently >> working on a handful of datasets where this is prohibitively memory >> intensive (causing an out-of-memory kernel panic on a shared machine >> that you have to open a ticket to have rebooted makes you a little >> gun-shy), so I am now exploring other options. >> >> I know that the Column object is rather nicely set up to act, in some >> circumstances, like a numpy ndarray. So my first thought is to try >just >> creating the histogram out of the Column object directly. This is, >> however, 1000x slower than loading it into memory and creating the >> histogram from the in-memory array. Please see my test notebook at: >> http://www-cdf.fnal.gov/~jsw/pytables%20test%20stuff.html >> >> For such a small table, loading into memory is not an issue. For >larger >> tables, though, it is a problem, and I had hoped that pytables was >> optimized so that histogramming directly from disk would proceed no >> slower than loading into memory and histogramming. Is there some >other >> way of accessing the column (or Array or CArray) data that will make >> faster histograms? >> > >Hi Jon, > >This is not surprising since the column object itself is going to be >iterated >over per row. As you found, reading in each row individually will be >prohibitively expensive as compared to reading in all the data at one. > >To do this in the right way for data that is larger than system memory, >you >need to read it in in chunks. Luckily there are tools to help you >automate >this process already in PyTables. I would recommend that you use >expressions [1] or queries [2] to do your historgramming more >efficiently. > >Be Well >Anthony > >1. http://pytables.github.com/usersguide/libref/expr_class.html >2. >http://pytables.github.com/usersguide/libref/structured_storage.html?#table-methods-querying > > > >> Regards, >> Jon >> >> >> >------------------------------------------------------------------------------ >> Monitor your physical, virtual and cloud infrastructure from a single >> web console. Get in-depth insight into apps, servers, databases, >vmware, >> SAP, cloud infrastructure, etc. Download 30-day Free Trial. >> Pricing starts from $795 for 25 servers or applications! >> http://p.sf.net/sfu/zoho_dev2dev_nov >> _______________________________________________ >> Pytables-users mailing list >> Pyt...@li... >> https://lists.sourceforge.net/lists/listinfo/pytables-users >> > > >------------------------------------------------------------------------ > >------------------------------------------------------------------------------ >Monitor your physical, virtual and cloud infrastructure from a single >web console. Get in-depth insight into apps, servers, databases, >vmware, >SAP, cloud infrastructure, etc. Download 30-day Free Trial. >Pricing starts from $795 for 25 servers or applications! >http://p.sf.net/sfu/zoho_dev2dev_nov > >------------------------------------------------------------------------ > >_______________________________________________ >Pytables-users mailing list >Pyt...@li... >https://lists.sourceforge.net/lists/listinfo/pytables-users -- Sent from my Android phone with K-9 Mail. Please excuse my brevity. |
From: Anthony S. <sc...@gm...> - 2012-11-17 17:50:05
|
On Fri, Nov 16, 2012 at 7:33 PM, Jon Wilson <js...@fn...> wrote: > Hi Anthony, > I don't think that either of these help me here (unless I've misunderstood > something). I need to fill the histogram with every row in the table, so > querying doesn't gain me anything. (especially since the query just returns > an iterator over rows) I also don't need (at the moment) to compute any > function of the column data, just count (weighted) entries into various > bins. I suppose I could write one Expr for each bin of my histogram, but > that seems dreadfully inefficient and probably difficult to maintain. > Hi Jon, Barring changes to numexpr itself, this is exactly what I am suggesting. Well,, either writing one query expr per bin or (more cleverly) writing one expr which when evaluated for a row returns the integer bin number (1, 2, 3,...) this row falls in. Then you can simply count() for each bin number. For example, if you wanted to histogram data which ran from [0,100] into 10 bins, then the expr "r/10" into a dtype=int would do the trick. This has the advantage of only running over the data once. (Also, I am not convinced that running over the data multiple times is less efficient than doing row-based iteration. You would have to test it on your data to find out.) > It is a reduction operation, and would greatly benefit from chunking, I > expect. Not unlike sum(), which is implemented as a specially supported > reduction operation inside numexpr (buggily, last I checked). I suspect > that a substantial improvement in histogramming requires direct support > from either pytables or from numexpr. I don't suppose that there might be a > chunked-reduction interface exposed somewhere that I could hook into? > This is definitively as feature to request from numexpr. Be Well Anthony > Jon > > Anthony Scopatz <sc...@gm...> wrote: >> >> On Fri, Nov 16, 2012 at 9:02 AM, Jon Wilson <js...@fn...> wrote: >> >>> Hi all, >>> I am trying to find the best way to make histograms from large data >>> sets. Up to now, I've been just loading entire columns into in-memory >>> numpy arrays and making histograms from those. However, I'm currently >>> working on a handful of datasets where this is prohibitively memory >>> intensive (causing an out-of-memory kernel panic on a shared machine >>> that you have to open a ticket to have rebooted makes you a little >>> gun-shy), so I am now exploring other options. >>> >>> I know that the Column object is rather nicely set up to act, in some >>> circumstances, like a numpy ndarray. So my first thought is to try just >>> creating the histogram out of the Column object directly. This is, >>> however, 1000x slower than loading it into memory and creating the >>> histogram from the in-memory array. Please see my test notebook at: >>> http://www-cdf.fnal.gov/~jsw/pytables%20test%20stuff.html >>> >>> For such a small table, loading into memory is not an issue. For larger >>> tables, though, it is a problem, and I had hoped that pytables was >>> optimized so that histogramming directly from disk would proceed no >>> slower than loading into memory and histogramming. Is there some other >>> way of accessing the column (or Array or CArray) data that will make >>> faster histograms? >>> >> >> Hi Jon, >> >> This is not surprising since the column object itself is going to be >> iterated >> over per row. As you found, reading in each row individually will be >> prohibitively expensive as compared to reading in all the data at one. >> >> To do this in the right way for data that is larger than system memory, >> you >> need to read it in in chunks. Luckily there are tools to help you >> automate >> this process already in PyTables. I would recommend that you use >> expressions [1] or queries [2] to do your historgramming more efficiently. >> >> Be Well >> Anthony >> >> 1. http://pytables.github.com/usersguide/libref/expr_class.html >> 2. >> http://pytables.github.com/usersguide/libref/structured_storage.html?#table-methods-querying >> >> >> >>> Regards, >>> Jon >>> >>> >>> ------------------------------------------------------------------------------ >>> Monitor your physical, virtual and cloud infrastructure from a single >>> web console. Get in-depth insight into apps, servers, databases, vmware, >>> SAP, cloud infrastructure, etc. Download 30-day Free Trial. >>> Pricing starts from $795 for 25 servers or applications! >>> http://p.sf.net/sfu/zoho_dev2dev_nov >>> _______________________________________________ >>> Pytables-users mailing list >>> Pyt...@li... >>> https://lists.sourceforge.net/lists/listinfo/pytables-users >>> >> >> ------------------------------ >> >> Monitor your physical, virtual and cloud infrastructure from a single >> >> >> web console. Get in-depth insight into apps, servers, databases, vmware, >> SAP, cloud infrastructure, etc. Download 30-day Free Trial. >> Pricing starts from $795 for 25 servers or applications! >> http://p.sf.net/sfu/zoho_dev2dev_nov >> >> ------------------------------ >> >> Pytables-users mailing list >> >> Pyt...@li... >> https://lists.sourceforge.net/lists/listinfo/pytables-users >> >> > -- > Sent from my Android phone with K-9 Mail. Please excuse my brevity. > |
From: David W. <dav...@gm...> - 2012-11-17 20:31:53
|
I've been using (and recommend) Pandas http://pandas.pydata.org/ along with this book: http://www.google.com/url?sa=t&rct=j&q=&esrc=s&source=web&cd=1&ved=0CDIQFjAA&url=http%3A%2F%2Fshop.oreilly.com%2Fproduct%2F0636920023784.do&ei=GfSnUJSbGqm5ywH7poCwDA&usg=AFQjCNEJuio5DbubgyNQR4Tp9iM1RClZHA Good luck, Dave On Fri, Nov 16, 2012 at 11:02 AM, Jon Wilson <js...@fn...> wrote: > Hi all, > I am trying to find the best way to make histograms from large data > sets. Up to now, I've been just loading entire columns into in-memory > numpy arrays and making histograms from those. However, I'm currently > working on a handful of datasets where this is prohibitively memory > intensive (causing an out-of-memory kernel panic on a shared machine > that you have to open a ticket to have rebooted makes you a little > gun-shy), so I am now exploring other options. > > I know that the Column object is rather nicely set up to act, in some > circumstances, like a numpy ndarray. So my first thought is to try just > creating the histogram out of the Column object directly. This is, > however, 1000x slower than loading it into memory and creating the > histogram from the in-memory array. Please see my test notebook at: > http://www-cdf.fnal.gov/~jsw/pytables%20test%20stuff.html > > For such a small table, loading into memory is not an issue. For larger > tables, though, it is a problem, and I had hoped that pytables was > optimized so that histogramming directly from disk would proceed no > slower than loading into memory and histogramming. Is there some other > way of accessing the column (or Array or CArray) data that will make > faster histograms? > Regards, > Jon > > > ------------------------------------------------------------------------------ > Monitor your physical, virtual and cloud infrastructure from a single > web console. Get in-depth insight into apps, servers, databases, vmware, > SAP, cloud infrastructure, etc. Download 30-day Free Trial. > Pricing starts from $795 for 25 servers or applications! > http://p.sf.net/sfu/zoho_dev2dev_nov > _______________________________________________ > Pytables-users mailing list > Pyt...@li... > https://lists.sourceforge.net/lists/listinfo/pytables-users > -- David C. Wilson (612) 460-1329 dav...@gm... http://www.linkedin.com/in/davidcwilson |
From: Francesc A. <fa...@gm...> - 2012-11-17 22:54:49
|
On 11/16/12 6:02 PM, Jon Wilson wrote: > Hi all, > I am trying to find the best way to make histograms from large data > sets. Up to now, I've been just loading entire columns into in-memory > numpy arrays and making histograms from those. However, I'm currently > working on a handful of datasets where this is prohibitively memory > intensive (causing an out-of-memory kernel panic on a shared machine > that you have to open a ticket to have rebooted makes you a little > gun-shy), so I am now exploring other options. > > I know that the Column object is rather nicely set up to act, in some > circumstances, like a numpy ndarray. So my first thought is to try just > creating the histogram out of the Column object directly. This is, > however, 1000x slower than loading it into memory and creating the > histogram from the in-memory array. Please see my test notebook at: > http://www-cdf.fnal.gov/~jsw/pytables%20test%20stuff.html > > For such a small table, loading into memory is not an issue. For larger > tables, though, it is a problem, and I had hoped that pytables was > optimized so that histogramming directly from disk would proceed no > slower than loading into memory and histogramming. Is there some other > way of accessing the column (or Array or CArray) data that will make > faster histograms? Indeed a 1000x slowness is quite a lot, but it is important to stress that you are doing an disk operation whenever you are accessing a data element, and that takes time. Perhaps using Array or CArray would make times a bit better, but frankly, I don't think this is going to buy you too much speed. The problem here is that you have too many layers, and this makes access slower. You may have better luck with carray (https://github.com/FrancescAlted/carray), that supports this sort of operations, but using a much simpler persistence machinery. At any rate, the results are far better than PyTables: In [6]: import numpy as np In [7]: import carray as ca In [8]: N = 1e7 In [9]: a = np.random.rand(N) In [10]: %time h = np.histogram(a) CPU times: user 0.55 s, sys: 0.00 s, total: 0.55 s Wall time: 0.55 s In [11]: ad = ca.carray(a, rootdir='/tmp/a.carray') In [12]: %time h = np.histogram(ad) CPU times: user 5.72 s, sys: 0.07 s, total: 5.79 s Wall time: 5.81 s So, the overhead for using a disk-based array is just 10x (not 1000x as in PyTables). I don't know if a 10x slowdown is acceptable to you, but in case you need more speed, you could probably implement the histogram as a method of the carray class in Cython: https://github.com/FrancescAlted/carray/blob/master/carray/carrayExtension.pyx#L651 It should not be too difficult to come up with an optimal implementation using a chunk-based approach. -- Francesc Alted |
From: Jon W. <js...@fn...> - 2012-11-19 20:59:51
|
Hi Anthony, On 11/17/2012 11:49 AM, Anthony Scopatz wrote: > Hi Jon, > > Barring changes to numexpr itself, this is exactly what I am > suggesting. Well,, either writing one query expr per bin or (more > cleverly) writing one expr which when evaluated for a row returns the > integer bin number (1, 2, 3,...) this row falls in. Then you can > simply count() for each bin number. > > For example, if you wanted to histogram data which ran from [0,100] > into 10 bins, then the expr "r/10" into a dtype=int would do the > trick. This has the advantage of only running over the data once. > (Also, I am not convinced that running over the data multiple times > is less efficient than doing row-based iteration. You would have to > test it on your data to find out.) > > It is a reduction operation, and would greatly benefit from > chunking, I expect. Not unlike sum(), which is implemented as a > specially supported reduction operation inside numexpr (buggily, > last I checked). I suspect that a substantial improvement in > histogramming requires direct support from either pytables or from > numexpr. I don't suppose that there might be a chunked-reduction > interface exposed somewhere that I could hook into? > > > This is definitively as feature to request from numexpr. I've been fiddling around with Stephen's code a bit, and it looks like the best way to do things is to read chunks (whether exactly of table.chunksize or not is a matter for optimization) of the data in at a time, and create histograms of those chunks. Then combining the histograms is a trivial sum operation. This type of approach can be generically applied in many cases, I suspect, where row-by-row iteration is prohibitively slow, but the dataset is too large to fit into memory. As I understand, this idea is the primary win of PyTables in the first place! So, I think it would be extraordinarily helpful to provide a chunked-iteration interface for this sort of use case. It can be as simple as a wrapper around Table.read(): class Table: def chunkiter(self, field=None): while n*self.chunksize < self.nrows: yield self.read(n*self.chunksize, (n+1)*self.chunksize, field=field) Then I can write something like bins = linspace(-1,1, 101) hist = sum(histogram(chunk, bins=bins) for chunk in mytable.chunkiter(myfield)) Preliminary tests seem to indicate that, for a table with 1 column and 10M rows, reading in "chunks" of 10x chunksize gives the best read-time-per-row. This is perhaps naive as regards chunksize black magic, though... And of course, if implemented by numexpr, it could benefit from the nice automatic multithreading there. Also, I might dig in a bit and see about extending the "field" argument to read so it can read multiple fields at once (to do N-dimensional histograms), as you suggested in a previous mail some months ago. Best Regards, Jon |
From: Anthony S. <sc...@gm...> - 2012-11-26 01:39:21
|
On Mon, Nov 19, 2012 at 12:59 PM, Jon Wilson <js...@fn...> wrote: > Hi Anthony, > > > > > On 11/17/2012 11:49 AM, Anthony Scopatz wrote: > > Hi Jon, > > Barring changes to numexpr itself, this is exactly what I am suggesting. > Well,, either writing one query expr per bin or (more cleverly) writing > one expr which when evaluated for a row returns the integer bin number (1, > 2, 3,...) this row falls in. Then you can simply count() for each bin > number. > > For example, if you wanted to histogram data which ran from [0,100] into > 10 bins, then the expr "r/10" into a dtype=int would do the trick. This > has the advantage of only running over the data once. (Also, I am not > convinced that running over the data multiple times is less efficient than > doing row-based iteration. You would have to test it on your data to find > out.) > > >> It is a reduction operation, and would greatly benefit from chunking, I >> expect. Not unlike sum(), which is implemented as a specially supported >> reduction operation inside numexpr (buggily, last I checked). I suspect >> that a substantial improvement in histogramming requires direct support >> from either pytables or from numexpr. I don't suppose that there might be a >> chunked-reduction interface exposed somewhere that I could hook into? >> > > This is definitively as feature to request from numexpr. > > I've been fiddling around with Stephen's code a bit, and it looks like the > best way to do things is to read chunks (whether exactly of table.chunksize > or not is a matter for optimization) of the data in at a time, and create > histograms of those chunks. Then combining the histograms is a trivial sum > operation. This type of approach can be generically applied in many cases, > I suspect, where row-by-row iteration is prohibitively slow, but the > dataset is too large to fit into memory. As I understand, this idea is the > primary win of PyTables in the first place! > > So, I think it would be extraordinarily helpful to provide a > chunked-iteration interface for this sort of use case. It can be as simple > as a wrapper around Table.read(): > > class Table: > def chunkiter(self, field=None): > while n*self.chunksize < self.nrows: > yield self.read(n*self.chunksize, (n+1)*self.chunksize, > field=field) > > Then I can write something like > bins = linspace(-1,1, 101) > hist = sum(histogram(chunk, bins=bins) for chunk in > mytable.chunkiter(myfield)) > > Preliminary tests seem to indicate that, for a table with 1 column and 10M > rows, reading in "chunks" of 10x chunksize gives the best > read-time-per-row. This is perhaps naive as regards chunksize black magic, > though... > Hello Jon, Sorry about the slow reply, but I think that what is proposed in issue #27 [1] would solve the above by default, right? Maybe you could pull Josh's code and test it on the above example to make sure. And then we could go ahead and merge this in :). > And of course, if implemented by numexpr, it could benefit from the nice > automatic multithreading there. > This would be nice, but as you point out, not totally necessary here. > > Also, I might dig in a bit and see about extending the "field" argument to > read so it can read multiple fields at once (to do N-dimensional > histograms), as you suggested in a previous mail some months ago. > Also super cool, but not immediate ;) Be Well Anthony 1. https://github.com/PyTables/PyTables/issues/27 > Best Regards, > Jon > |