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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'm trying to build a Word2vec (or FastText) model using Gensim on a massive dataset which is composed of 1000 files, each contains ~210,000 sentences, and each sentence contains ~1000 words. The training was made on a 185gb RAM, 36-core machine.
I validated that
gensim.models.word2vec.FAST_VERSION == 1
First, I've tried the following:
files = gensim.models.word2vec.PathLineSentences('path/to/files')
model = gensim.models.word2vec.Word2Vec(files, workers=-1)
But after 13 hours I decided it is running for too long and stopped it.
Then I tried building the vocabulary based on a single file, and train based on all 1000 files as follows:
files = os.listdir['path/to/files']
model = gensim.models.word2vec.Word2Vec(min_count=1, workers=-1)
model.build_vocab(corpus_file=files[0])
for file in files:
model.train(corpus_file=file, total_words=model.corpus_total_words, epochs=1)
But I checked a sample of word vectors before and after the training, and there was no change, which means no actual training was done.
I can use some advise on how to run it quickly and successfully. Thanks!
Update #1:
Here is the code to check vector updates:
file = 'path/to/single/gziped/file'
total_words = 197264406 # number of words in 'file'
total_examples = 209718 # number of records in 'file'
model = gensim.models.word2vec.Word2Vec(iter=5, workers=12)
model.build_vocab(corpus_file=file)
wv_before = model.wv['9995']
model.train(corpus_file=file, total_words=total_words, total_examples=total_examples, epochs=5)
wv_after = model.wv['9995']
so the vectors: wv_before and wv_after are exactly the same
There's no facility in gensim's Word2Vec to accept a negative value for workers. (Where'd you get the idea that would be meaningful?)
So, it's quite possible that's breaking something, perhaps preventing any training from even being attempted.
Was there sensible logging output (at level INFO) suggesting that training was progressing in your trial runs, either against the PathLineSentences or your second attempt? Did utilities like top show busy threads? Did the output suggest a particular rate of progress & let you project-out a likely finishing time?
I'd suggest using a positive workers value and watching INFO-level logging to get a better idea what's happening.
Unfortunately, even with 36 cores, using a corpus iterable sequence (like PathLineSentences) puts gensim Word2Vec in a model were you'll likely get maximum throughput with a workers value in the 8-16 range, using far less than all your threads. But it will do the right thing, on a corpus of any size, even if it's being assembled by the iterable sequence on-the-fly.
Using the corpus_file mode can saturate far more cores, but you should still specify the actual number of worker threads to use – in your case, workers=36 – and it is designed to work on from a single file with all data.
Your code which attempts to train() many times with corpus_file has lots of problems, and I can't think of a way to adapt corpus_file mode to work on your many files. Some of the problems include:
you're only building the vocabulary from the 1st file, which means any words only appearing in other files will be unknown and ignored, and any of the word-frequency-driven parts of the Word2Vec algorithm may be working on unrepresentative
the model builds its estimate of the expected corpus size (eg: model.corpus_total_words) from the build_vocab() step, so every train() will behave as if that size is the total corpus size, in its progress-reporting & management of the internal alpha learning-rate decay. So those logs will be wrong, the alpha will be mismanaged in a fresh decay each train(), resulting in a nonsensical jigsaw up-and-down alpha over all files.
you're only iterating over each file's contents once, which isn't typical. (It might be reasonable in a giant 210-billion word corpus, though, if every file's text is equally and randomly representative of the domain. In that case, the full corpus once might be as good as iterating over a corpus that's 1/5th the size 5 times. But it'd be a problem if some words/patterns-of-usage are all clumped in certain files - the best training interleaves contrasting examples throughout each epoch and all epochs.)
min_count=1 is almost always unwise with this algorithm, and especially so in large corpora of typical natural-language word frequencies. Rare words, and especially those appearing only once or a few times, make the model gigantic but those words won't get good word-vectors, and keeping them in acts like noise interfering with the improvement of other more-common words.
I recommend:
Try the corpus iterable sequence mode, with logging and a sensible workers value, to at least get an accurate read of how long it might take. (The longest step will be the initial vocabulary scan, which is essentially single-threaded and must visit all data. But you can .save() the model after that step, to then later re-.load() it, tinker with settings, and try different train() approaches without repeating the slow vocabulary survey.)
Try aggressively-higher values of min_count (discarding more rare words for a smaller model & faster training). Perhaps also try aggressively-smaller values of sample (like 1e-05, 1e-06, etc) to discard a larger fraction of the most-frequent words, for faster training that also often improves overall word-vector quality (by spending relatively more effort on less-frequent words).
If it's still too slow, consider if you could using a smaller subsample of your corpus might be enough.
Consider the corpus_file method if you can roll much or all of your data into the single file it requires.
Let us take this example scenario:
There exists a really complex function that involves mathematical square roots and cube roots (which are slower to process) to compute its output. As an example, let us assume the function accepts two parameters a and b and the input range for both the values a and b are well-defined. Let us assume the input values a and b can range from 0 to 100.
So essentially fn(a,b) can be either computed in real time or its results can be pre-filled in a database and fetched as and when required.
Method 1: Compute in realtime
function fn(a,b){
result = compute_using_cuberoots(a,b)
return result
}
Method 2: Fetch the function result from a database
We have a database pre-filled with the input values mapped to the corresponding result:
a | b | result
0 | 0 | 12.4
1 | 0 | 14.8
2 | 0 | 18.6
. | . | .
. | . | .
100 | 100 | 1230.1
And we can
function fn(a,b){
result = fetch_from_db(a,b)
return result
}
My question:
Which method would you advocate and why? Why do you think one method is more efficient than the other?
I believe this is a scenario that most of us will face at some point during our programming life and hence this question.
Thank you.
Question Background (might not be relevant)
Example : In scenarios like Image-Processing, it is possible to come across such situations more often, where the range of values for the input (R,G,B) are known (0-255) and mathematical computation of square-roots and cube-roots introduce too much time for the server requests to be completed.
Let us take for an example you're building an app like Instagram - The time taken to process an image sent to the server by the user and the time taken to return the processed image must be kept minimal for an optimal User-Experience. In such situations, it is important to minimize the time taken to process the image. Worse yet, scalability problems are introduced when the number of such processing requests grow large.
Hence it is necessary to choose between one of the methods described above that will also be the most optimal method in such situations.
More details on my situation (if required):
Framework: Ruby on Rails, Database: MongodB
I wouldn't advocate either method, I'd test them both (if I thought they were both reasonable) and get some data.
Having written that, I'll rise to the bait: given the relative speed of computation vs I/O I would expect computation to be faster than retrieving the function values from a database. I'll acknowledge the possibility (and no more) that in some special cases an in-memory database will be able to outperform (re-)computation, but as a general rule, no.
"More efficient" is a fuzzy term. "Faster" is more concrete.
If you're talking about a few million rows in a SQL database table, then selecting a single row might well be faster than calculating the result. On commodity hardware, using an untuned server, I can usually return a single row from an indexed table of millions of rows in just a few tenths of a millisecond. But I'd think hard before installing a dbms server and building a database only for this one purpose.
To make "faster" a little less concrete, when you're talking about user experience, and within certain limits, actual speed is less important than apparent speed. The right kind of feedback at the right time makes people either feel like things are running fast, or at least makes them feel like waiting just a little bit is not a big deal. For details about exactly how to do that, I'd look at User Experience on the Stack Exchange network.
The good thing is that it's pretty simple to test both ways. For speed testing just this particular issue, you don't even need to store the right values in the database. You just need to have the right keys and indexes. I'd consider doing that if calculating the right values is going to take all day.
You should probably test over an extended period of time. I'd expect there to be more variation in speed from the dbms. I don't know how much variation you should expect, though.
Computing results and reading from a table can be a good solution if inputs are fixed values. Computing real time and caching results for an optimum time can be a good solution if inputs varies in different situations.
"We should forget about small efficiencies, say about 97% of the time: premature optimization is the root of all evil" Donald Knuth
I'd consider using a hash as a combination of calculating and storing. With he really complex function represented as a**b:
lazy = Hash.new{|h,(a,b)|h[[a,b]] = a**b}
lazy[[4,4]]
p lazy #=> {[4, 4]=>256}
I'd think about storing the values on the code itself:
class MyCalc
RESULTS = [
[12.4, 14.8, 18.6, ...]
...
[..., 1230.1]
]
def self.fn a, b
RESULTS[a][b]
end
end
MyCalc.fn(0,1) #=> 14.8
Let's say I have two fairly large data sets - the first is called "Base" and it contains 200 million tab delimited rows and the second is call "MatchSet" which has 10 million tab delimited rows of similar data.
Let's say I then also have an arbitrary function called Match(row1, row2) and Match() essentially contains some heuristics for looking at row1 (from MatchSet) and comparing it to row2 (from Base) and determining if they are similar in some way.
Let's say the rules implemented in Match() are custom and complex rules, aka not a simple string match, involving some proprietary methods. Let's say for now Match(row1,row2) is written in psuedo-code so implementation in another language is not a problem (though it's in C++ today).
In a linear model, aka program running on one giant processor - we would read each line from MatchSet and each line from Base and compare one to the other using Match() and write out our match stats. For example we might capture: X records from MatchSet are strong matches, Y records from MatchSet are weak matches, Z records from MatchSet do not match. We would also write the strong/weak/non values to separate files for inspection. Aka, a nested loop of sorts:
for each row1 in MatchSet
{
for each row2 in Base
{
var type = Match(row1,row2);
switch(type)
{
//do something based on type
}
}
}
I've started considering Hadoop streaming as a method for running these comparisons as a batch job in a short amount of time. However, I'm having a bit of a hardtime getting my head around the map-reduce paradigm for this type of problem.
I understand pretty clearly at this point how to take a single input from hadoop, crunch the data using a mapping function and then emit the results to reduce. However, the "nested-loop" approach of comparing two sets of records is messing with me a bit.
The closest I'm coming to a solution is that I would basically still have to do a 10 million record compare in parallel across the 200 million records so 200 million/n nodes * 10 million iterations per node. Is that that most efficient way to do this?
From your description, it seems to me that your problem can be arbitrarily complex and could be a victim of the curse of dimensionality.
Imagine for example that your rows represent n-dimensional vectors, and that your matching function is "strong", "weak" or "no match" based on the Euclidean distance between a Base vector and a MatchSet vector. There are great techniques to solve these problems with a trade-off between speed, memory and the quality of the approximate answers. Critically, these techniques typically come with known bounds on time and space, and the probability to find a point within some distance around a given MatchSet prototype, all depending on some parameters of the algorithm.
Rather than for me to ramble about it here, please consider reading the following:
Locality Sensitive Hashing
The first few hits on Google Scholar when you search for "locality sensitive hashing map reduce". In particular, I remember reading [Das, Abhinandan S., et al. "Google news personalization: scalable online collaborative filtering." Proceedings of the 16th international conference on World Wide Web. ACM, 2007] with interest.
Now, on the other hand if you can devise a scheme that is directly amenable to some form of hashing, then you can easily produce a key for each record with such a hash (or even a small number of possible hash keys, one of which would match the query "Base" data), and the problem becomes a simple large(-ish) scale join. (I say "largish" because joining 200M rows with 10M rows is quite a small if the problem is indeed a join). As an example, consider the way CDDB computes the 32-bit ID for any music CD CDDB1 calculation. Sometimes, a given title may yield slightly different IDs (i.e. different CDs of the same title, or even the same CD read several times). But by and large there is a small set of distinct IDs for that title. At the cost of a small replication of the MatchSet, in that case you can get very fast search results.
Check the Section 3.5 - Relational Joins in the paper 'Data-Intensive Text Processing
with MapReduce'. I haven't gone in detail, but it might help you.
This is an old question, but your proposed solution is correct assuming that your single stream job does 200M * 10M Match() computations. By doing N batches of (200M / N) * 10M computations, you've achieved a factor of N speedup. By doing the computations in the map phase and then thresholding and steering the results to Strong/Weak/No Match reducers, you can gather the results for output to separate files.
If additional optimizations could be utilized, they'd like apply to both the single stream and parallel versions. Examples include blocking so that you need to do fewer than 200M * 10M computations or precomputing constant portions of the algorithm for the 10M match set.
Currently I am loooking for a way to develop an algorithm which is supposed to analyse a large dataset (about 600M records). The records have parameters "calling party", "called party", "call duration" and I would like to create a graph of weighted connections among phone users.
The whole dataset consists of similar records - people mostly talk to their friends and don't dial random numbers but occasionaly a person calls "random" numbers as well. For analysing the records I was thinking about the following logic:
create an array of numbers to indicate the which records (row number) have already been scanned.
start scanning from the first line and for the first line combination "calling party", "called party" check for the same combinations in the database
sum the call durations and divide the result by the sum of all call durations
add the numbers of summed lines into the array created at the beginning
check the array if the next record number has already been summed
if it has already been summed then skip the record, else perform step 2
I would appreciate if anyone of you suggested any improvement of the logic described above.
p.s. the edges are directed therefore the (calling party, called party) is not equal to (called party, calling party)
Although the fact is not programming related I would like to emphasize that due to law and respect for user privacy all the informations that could possibly reveal the user identity have been hashed before the analysis.
As always with large datasets the more information you have about the distribution of values in them the better you can tailor an algorithm. For example, if you knew that there were only, say, 1000 different telephone numbers to consider you could create a 1000x1000 array into which to write your statistics.
Your first step should be to analyse the distribution(s) of data in your dataset.
In the absence of any further information about your data I'm inclined to suggest that you create a hash table. Read each record in your 600M dataset and calculate a hash address from the concatenation of calling and called numbers. Into the table at that address write the calling and called numbers (you'll need them later, and bear in mind that the hash is probably irreversible), add 1 to the number of calls and add the duration to the total duration. Repeat 600M times.
Now you have a hash table which contains the data you want.
Since there are 600 M records, it seems to be large enough to leverage a database (and not too large to require a distributed Database). So, you could simply load this into a DB (MySQL, SQLServer, Oracle, etc) and run the following queries:
select calling_party, called_party, sum(call_duration), avg(call_duration), min(call_duration), max (call_duration), count(*) from call_log group by calling_party, called_party order by 7 desc
That would be a start.
Next, you would want to run some Association analysis (possibly using Weka), or perhaps you would want to analyze this information as cubes (possibly using Mondrian/OLAP). If you tell us more, we can help you more.
Algorithmically, what the DB is doing internally is similar to what you would do yourself programmatically:
Scan each record
Find the record for each (calling_party, called_party) combination, and update its stats.
A good way to store and find records for (calling_party, called_party) would be to use a hashfunction and to find the matching record from the bucket.
Althought it may be tempting to create a two dimensional array for (calling_party, called_party), that will he a very sparse array (very wasteful).
How often will you need to perform this analysis? If this is a large, unique dataset and thus only once or twice - don't worry too much about the performance, just get it done, e.g. as Amrinder Arora says by using simple, existing tooling you happen to know.
You really want more information about the distribution as High Performance Mark says. For starters, it's be nice to know the count of unique phone numbers, the count of unique phone number pairs, and, the mean, variance and maximum of the count of calling/called phone numbers per unique phone number.
You really want more information about the analysis you want to perform on the result. For instance, are you more interested in holistic statistics or identifying individual clusters? Do you care more about following the links forward (determining who X frequently called) or following the links backward (determining who X was frequently called by)? Do you want to project overviews of this graph into low-dimensional spaces, i.e. 2d? Should be easy to indentify indirect links - e.g. X is near {A, B, C} all of whom are near Y so X is sorta near Y?
If you want fast and frequently adapted results, then be aware that a dense representation with good memory & temporal locality can easily make a huge difference in performance. In particular, that can easily outweigh a factor ln N in big-O notation; you may benefit from a dense, sorted representation over a hashtable. And databases? Those are really slow. Don't touch those if you can avoid it at all; they are likely to be a factor 10000 slower - or more, the more complex the queries are you want to perform on the result.
Just sort records by "calling party" and then by "called party". That way each unique pair will have all its occurrences in consecutive positions. Hence, you can calculate the weight of each pair (calling party, called party) in one pass with little extra memory.
For sorting, you can sort small chunks separately, and then do a N-way merge sort. That's memory efficient and can be easily parallelized.