Base R can be Fast

January 15, 2018
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(This article was originally published at Statistics – Win-Vector Blog, and syndicated at StatsBlogs.)

“Base R” (call it “Pure R”, “Good Old R”, just don’t call it “Old R” or late for dinner) can be fast for in-memory tasks. This is despite the commonly repeated claim that: “packages written in C/C++ are (edit: “always”) faster than R code.”

The benchmark results of “rquery: Fast Data Manipulation in R” really called out for follow-up timing experiments. This note is one such set of experiments, this time concentrating on in-memory (non-database) solutions.

Below is a graph summarizing our new results for a number of in-memory implementations, a range of data sizes, and two different machine types.

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The graph summarizes the performance of four solutions to the “scoring logistic regression by hand” problem:

  • Optimized Base R: a specialized “pre allocate and work with vectorized indices” method. This is fast as it is able to express our particular task in a small number of purely base R vectorized operations. We are hoping to build some teaching materials about this methodology.
  • Idiomatic Base R (shown dashed): an idiomatic R method using stats::aggregate() to solve the problem. This method is re-plotted in both graphs as a dashed line and works as a good division between what is fast versus what is slow.
  • data.table: a straightforward data.table solution (another possible demarcation between fast and slow).
  • dplyr (no grouped filter): a dplyr solution (tuned to work around some known issues).

This benchmarking series reveals a number of surprises. It says: trust conventional wisdom a bit less, and to budget more time for benchmarking pilot experiments in future R projects. Contrary to claims otherwise: base R code can be good code, with some care it can sometimes perform better than package alternatives. There is no need to apologize for writing R code when using R.

Benchmarking details can be found here and here, and plotting details here.



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