The Problem
On a server, I host ids in a json file. From clients, I need to mandate the server to intersect and sometimes negate these ids (the ids never travel to the client even though the client instructs the server its operations to perform).
I typically have 1000's of ids, often have 100,000's of ids, and have a maximum of 56,000,000 of them, where each value is unique and between -100,000,000 and +100,000,000.
These ids files are stable and do not change (so it is possible to generate a different representation for it that is better adapted for the calculations if needed).
Sample ids
Largest file sizes
I need an algorithm that will intersect ids in the sub-second range for most cases. What would you suggest? I code in java, but do not limit myself to java for the resolution of this problem (I could use JNI to bridge to native language).
Potential solutions to consider
Although you could not limit yourselves to the following list of broad considerations for solutions, here is a list of what I internally debated to resolve the situation.
Neural-Network pre-qualifier: Train a neural-network for each ids list that accepts another list of ids to score its intersection potential (0 means definitely no intersection, 1 means definitely there is an intersection). Since neural networks are good and efficient at pattern recognition, I am thinking of pre-qualifying a more time-consuming algorithm behind it.
Assembly-language: On a Linux server, code an assembly module that does such algorithm. I know that assembly is a mess to maintain and code, but sometimes one need the speed of an highly optimized algorithm without the overhead of a higher-level compiler. Maybe this use-case is simple enough to benefit from an assembly language routine to be executed directly on the Linux server (and then I'd always pay attention to stick with the same processor to avoid having to re-write this too often)? Or, alternately, maybe C would be close enough to assembly to produce clean and optimized assembly code without the overhead to maintain assembly code.
Images and GPU: GPU and image processing could be used and instead of comparing ids, I could BITAND images. That is, I create a B&W image of each ids list. Since each id have unique values between -100,000,000 and +100,000,000 (where a maximum of 56,000,000 of them are used), the image would be mostly black, but the pixel would become white if the corresponding id is set. Then, instead of keeping the list of ids, I'd keep the images, and do a BITAND operation on both images to intersect them. This may be fast indeed, but then to translate the resulting image back to ids may be the bottleneck. Also, each image could be significantly large (maybe too large for this to be a viable solution). An estimate of a 200,000,000 bits sequence is 23MB each, just loading this in memory is quite demanding.
String-matching algorithms: String comparisons have many adapted algorithms that are typically extremely efficient at their task. Create a binary file for each ids set. Each id would be 4 bytes long. The corresponding binary file would have each and every id sequenced as their 4 bytes equivalent into it. The algorithm could then be to process the smallest file to match each 4 bytes sequence as a string into the other file.
Am I missing anything? Any other potential solution? Could any of these approaches be worth diving into them?
I did not yet try anything as I want to secure a strategy before I invest what I believe will be a significant amount of time into this.
EDIT #1:
Could the solution be a map of hashes for each sector in the list? If the information is structured in such a way that each id resides within its corresponding hash key, then, the smaller of the ids set could be sequentially ran and matching the id into the larger ids set first would require hashing the value to match, and then sequentially matching of the corresponding ids into that key match?
This should make the algorithm an O(n) time based one, and since I'd pick the smallest ids set to be the sequentially ran one, n is small. Does that make sense? Is that the solution?
Something like this (where the H entry is the hash):
{
"H780" : [ 45902780, 46062780, -42912780, -19812780, 25323780, 40572780, -30131780, 60266780, -26203780, 46152780, 67216780, 71666780, -67146780, 46162780, 67226780, 67781780, -47021780, 46122780, 19973780, 22113780, 67876780, 42692780, -18473780, 30993780, 67711780, 67791780, -44036780, -45904780, -42142780, 18703780, 60276780, 46182780, 63600780, 63680780, -70486780, -68290780, -18493780, -68210780, 67731780, 46092780, 63450780, 30074780, 24772780, -26483780, 68371780, -18483780, 18723780, -29834780, 46202780, 67821780, 29594780, 46082780, 44632780, -68406780, -68310780, -44056780, 67751780, 45912780, 40842780, 44642780, 18743780, -68220780, -44066780, 46142780, -26193780, 67681780, 46222780, 67761780 ],
"H782" : [ 27343782, 67456782, 18693782, 43322782, -37832782, 46152782, 19113782, -68411782, 18763782, 67466782, -68400782, -68320782, 34031782, 45056782, -26713782, -61776782, 67791782, 44176782, -44096782, 34041782, -39324782, -21873782, 67961782, 18703782, 44186782, -31143782, 67721782, -68340782, 36103782, 19143782, 19223782, 31711782, 66350782, 43362782, 18733782, -29233782, 67811782, -44076782, -19623782, -68290782, 31721782, 19233782, 65726782, 27313782, 43352782, -68280782, 67346782, -44086782, 67741782, -19203782, -19363782, 29583782, 67911782, 67751782, 26663782, -67910782, 19213782, 45992782, -17201782, 43372782, -19992782, -44066782, 46142782, 29993782 ],
"H540" : [...
You can convert each file (list of ids) into a bit-array of length 200_000_001, where bit at index j is set if the list contains value j-100_000_000. It is possible, because the range of id values is fixed and small.
Then you can simply use bitwise and and not operations to intersect and negate lists of ids. Depending on the language and libraries used, it would require operating element-wise: iterating over arrays and applying corresponding operations to each index.
Finally, you should measure your performance and decide whether you need to do some optimizations, such as parallelizing operations (you can work on different parts of arrays on different processors), preloading some of arrays (or all of them) into memory, using GPU, etc.
First, the bitmap approach will produce the required performance, at a huge overhead in memory. You'll need to benchmark it, but I'd expect times of maybe 0.2 seconds, with that almost entirely dominated by the cost of loading data from disk, and then reading the result.
However there is another approach that is worth considering. It will use less memory most of the time. For most of the files that you state, it will perform well.
First let's use Cap'n Proto for a file format. The type can be something like this:
struct Ids {
is_negated #0 :Bool;
ids #1 :List(Int32);
}
The key is that ids are always kept sorted. So list operations are a question of running through them in parallel. And now:
Applying not is just flipping is_negated.
If neither is negated, it is a question of finding IDs in both lists.
If the first is not negated and the second is, you just want to find IDs in the first that are not in the second.
If the first is negated and the second is not, you just want to find IDs in the second that are not in the first.
If both are negated, you just want to find all ids in either list.
If your list has 100k entries, then the file will be about 400k. A not requires copying 400k of data (very fast). And intersecting with another list of the same size involves 200k comparisons. Integer comparisons complete in a clock cycle, and branch mispredictions take something like 10-20 clock cycles. So you should be able to do this operation in the 0-2 millisecond range.
Your worst case 56,000,000 file will take over 200 MB and intersecting 2 of them can take around 200 million operations. This is in the 0-2 second range.
For the 56 million file and a 10k file, your time is almost all spent on numbers in the 56 million file and not in the 10k one. You can speed that up by adding a "galloping" mode where you do a binary search forward in the larger file looking for the next matching number and picking most of them. Do be warned that this code tends to be tricky and involves lots of mispredictions. You'll have to benchmark it to find out how big a size difference is needed.
In general this approach will lose for your very biggest files. But it will be a huge win for most of the sizes of file that you've talked about.
I have a Dask Dataframe called data which is extremely large and cannot be fit into main memory, and is importantly not sorted. The dataframe is unique on the following key: [strike, expiration, type, time]. What I need to accomplish in Dask is the equivalent of the following in Pandas:
data1 = data[['strike', 'expiration', 'type', 'time', 'value']].sort_values()
data1['lag_value'] = data1.groupby(['strike', 'expiration', 'type', 'time'])['value'].shift(1)
In other words, I need to lag the variable value within a by group. What is the best way to do this in Dask - I know that sorting is going to be very computationally expensive, but I don't think there is a way around it given what I would like to do?
Thank you in advance!
I'll make a few assumptions, but my guess is that the data is 'somewhat' sorted. So you might have file partitions that are specific to a day or a week or maybe an hour if you are working with high-frequency data. This means that you can do sorting within those partitions, which is often a more manageable task.
If this guess is wrong, then it might be a good idea to incur the fixed cost of sorting (and persisting) the data since it will speed up your downstream analysis.
Since you have only one large file and it's not very big (25GB should be manageable if you have access to a cluster), the best thing might be to load into memory with regular pandas, sort and save the data with partitioning on dates/expirations/tickers (if available) or some other column division that makes sense for your downstream analysis.
It might be possible to reduce memory footprint by using appropriate dtypes, for example strike, type, expiration columns might take less space as categories (vs strings).
If there is no way at all of loading it into memory at once, then it's possible to iterate on chunks of rows with pandas and then saving the relevant bits in smaller chunks, here's rough pseudocode:
df = pd.read_csv('big_file', iterator=True, chunksize=10**4)
for rows in df:
# here we want to split into smaller sets based on some logic
# note the mode is append so some additional check on file
# existence should be added
for group_label, group_df in rows.groupby(['type', 'strike']):
group_df.to_csv(f"{group_label}.csv", mode='a')
Now the above might sound weird, since the question is tagged with dask and I'm focusing on pandas, but the idea is to save time downstream by partitioning the data on the relevant variables. With dask it is probably possible to achieve also, but in my experience in situations like these I would run into memory problems due to data shuffling among workers. Of course, if in your situation there were many files rather than one, then some parallelisation with dask.delayed would be helpful.
Now, after you partition/index your data, then dask will work great when operating on the many smaller chunks. For example, if you partitioned the data based on date and your downstream analysis is primarily using dates, then operations like groupby and shift will be very fast because the workers will not need to check with each other whether they have overlapping dates, so most processing will occur within partitions.
What are the cases when using hash table can improve performance, and when it does not? and what are the cases when using hash tables are not applicable?
What are the cases when using hash table can improve performance, and when it does not?
If you have reason to care, implement using hash tables and whatever else you're considering, put your actual data through, and measure which performs better.
That said, if the hash tables has the operations you need (i.e. you're not expecting to iterate it in sorted order, or compare it quickly to another hash table), and has millions or more (billions, trillions...) of elements, then it'll probably be your best choice, but a lot depends on the hash table implementation (especially the choice of closed vs. open hashing), object size, hash function quality and calculation cost / runtime), comparison cost, oddities of your computers memory performance at different cache levels... in short: too many things to make even an educated guess a better choice than measuring, when it matters.
and what are the cases when using hash tables are not applicable?
Mainly when:
The input can't be hashed (e.g. you're given binary blobs and don't know which bits in there are significant, but you do have an int cmp(const T&, const T&) function you could use for a std::map), or
the available/possible hash functions are very collision prone, or
you want to avoid worst-case performance hits for:
handling lots of hash-colliding elements (perhaps "engineered" by someone trying to crash or slow down your software)
resizing the hash table: unless presized to be large enough (which can be wasteful and slow when excessive memory's used), the majority of implementations will outgrow the arrays they're using for the hash table every now and then, then allocate a bigger array and copy content across: this can make the specific insertions that cause this rehashing to be much slower than the normal O(1) behaviour, even though the average is still O(1); if you need more consistent behaviour in all cases, something like a balance binary tree may serve
your access patterns are quite specialised (e.g. frequently operating on elements with keys that are "nearby" in some specific sort order), such that cache efficiency is better for other storage models that keep them nearby in memory (e.g. bucket sorted elements), even if you're not exactly relying on the sort order for e.g. iteration
We use Hash Tables to get access time of O(1). Imagine a dictionary. When you are looking for a word, eg "happy", you jump straight to 'H'. Here the hash function is determined by the starting alphabet. And then you look for happy within the H bucket (actually H bucket then HA bucket then HAP bucket anbd so on).
It doesn't make sense to use Hash Tables when your data is ordered or needs ordering like sorted numbers. (Alphabets are ordered ABCD....XYZ but it wouldn't matter if you switched A and Z, provided you know it is switched in your dictionary.)
How to take a join of two record sets using Map Reduce ? Most of the solutions including those posted on SO suggest that I emit the records based on common key and in the reducer add them to say a HashMap and then take a cross product. (eg. Join of two datasets in Mapreduce/Hadoop)
This solution is very good and works for majority of the cases but in my case my issue is rather different. I am dealing with a data which has got billions of records and taking a cross product of two sets is impossible because in many cases the hashmap will end up having few million objects. So I encounter a Heap Space Error.
I need a much more efficient solution. The whole point of MR is to deal with very high amount of data I want to know if there is any solution that can help me avoid this issue.
Don't know if this is still relevant for anyone, but I facing a similar issue these days. My intention is to use a key-value store, most likely Cassandra, and use it for the cross product. This means:
When running on a line of type A, look for the key in Cassandra. If exists - merge A records into the existing value (B elements). If not - create a key, and add A elements as value.
When running on a line of type B, look for the key in Cassandra. If exists - merge B records into the existing value (A elements). If not - create a key, and add B elements as value.
This would require additional server for Cassandra, and probably some disk space, but since I'm running in the cloud (Google's bdutil Hadoop framework), don't think it should be much of a problem.
You should look into how Pig does skew joins. The idea is that if your data contains too many values with the same key (even if there is no data skew) , you can create artificial keys and spread the key distribution. This would make sure that each reducer gets less number of records than otherwise. For e.g. if you were to suffix "1" to 50% of your key "K1" and "2" the other 50% you will end with half the records on the reducer one (1K1) and the other half goes to 2K2.
If the distribution of the keys values are not known before hand you could some kind of sampling algorithm.
I have x (millions) positive integers, where their values can be as big as allowed (+2,147,483,647). Assuming they are unique, what is the best way to store them for a lookup intensive program.
So far i thought of using a binary AVL tree or a hash table, where the integer is the key to the mapped data (a name). However am not to sure whether i can implement such large keys and in such large quantity with a hash table (wouldn't that create a >0.8 load factor in addition to be prone for collisions?)
Could i get some advise on which data structure might be suitable for my situation
The choice of structure depends heavily on how much memory you have available. I'm assuming based on the description that you need lookup but not to loop over them, find nearest, or other similar operations.
Best is probably a bucketed hash table. By placing hash collisions into buckets and keeping separate arrays in the bucket for keys and values, you can both reduce the size of the table proper and take advantage of CPU cache speedup when searching a bucket. Linear search within a bucket may even end up faster than binary search!
AVL trees are nice for data sets that are read-intensive but not read-only AND require ordered enumeration, find nearest and similar operations, but they're an annoyingly amount of work to implement correctly. You may get better performance with a B-tree because of CPU cache behavior, though, especially a cache-oblivious B-tree algorithm.
Have you looked into B-trees? The efficiency runs between log_m(n) and log_(m/2)(n) so if you choose m to be around 8-10 or so you should be able to keep your search depth to below 10.
Bit Vector , with the index set if the number is present. You can tweak it to have the number of occurrences of each number. There is a nice column about bit vectors in Bentley's Programming Pearls.
If memory isn't an issue a map is probably your best bet. Maps are O(1) meaning that as you scale up the number of items to be looked up the time is takes to find a value is the same.
A map where the key is the int, and the value is the name.
Do try hash tables first. There are some variants that can tolerate being very dense without significant slowdown (like Brent's variation).
If you only need to store the 32-bit integers and not any associated record, use a set and not a map, like hash_set in most C++ libraries. It would use only 4-bytes records plus some constant overhead and a little slack to avoid being 100%. In the worst case, to handle 'millions' of numbers you'd need a few tens of megabytes. Big, but nothing unmanageable.
If you need it to be much tighter, just store them sorted in a plain array and use binary search to fetch them. It will be O(log n) instead of O(1), but for 'millions' of records it's still just twentysomething steps to get any one of them. In C you have bsearch(), which is as fast as it can get.
edit: just saw in your question you talk about some 'mapped data (a name)'. are those names unique? do they also have to be in memory? if yes, they would definitely dominate the memory requirements. Even so, if the names are the typical english words, most would be 10 bytes or less, keeping the total size in the 'tens of megabytes'; maybe up to a hundred megs, still very manageable.