How can I accurately display numpy.timedelta64? - numpy

As the following code makes apparent, the representation of numpy.datetime64 falls victim to overflow well before the objects fail to work.
import numpy as np
import datetime
def showMeDifference( t1, t2 ):
dt = t2-t1
dt64_ms = np.array( [ dt ], dtype = "timedelta64[ms]" )[0]
dt64_us = np.array( [ dt ], dtype = "timedelta64[us]" )[0]
dt64_ns = np.array( [ dt ], dtype = "timedelta64[ns]" )[0]
assert( dt64_ms / dt64_ns == 1.0 )
assert( dt64_us / dt64_ms == 1.0 )
assert( dt64_ms / dt64_us == 1.0 )
print str( dt64_ms )
print str( dt64_us )
print str( dt64_ns )
t1 = datetime.datetime( 2014, 4, 1, 12, 0, 0 )
t2 = datetime.datetime( 2014, 4, 1, 12, 0, 1 )
showMeDifference( t1, t2 )
t1 = datetime.datetime( 2014, 4, 1, 12, 0, 0 )
t2 = datetime.datetime( 2014, 4, 1, 12, 1, 0 )
showMeDifference( t1, t2 )
t1 = datetime.datetime( 2014, 4, 1, 12, 0, 0 )
t2 = datetime.datetime( 2014, 4, 1, 13, 0, 0 )
showMeDifference( t1, t2 )
print "These are for " + np.__version__
1000 milliseconds
1000000 microseconds
1000000000 nanoseconds
60000 milliseconds
60000000 microseconds
-129542144 nanoseconds
3600000 milliseconds
-694967296 microseconds
817405952 nanoseconds
These are for 1.7.1
Is this just a bug in np.timedelta64? If so, what idiom / workarounds have people used when working with np.timedelta64?

Related

Variable number of reduce sums in tensorflow

Consider the situation:
token_ids = [17, 189, 981, 1000, 11, 42, 109, 26, 3377, 261]
word_ids = [0, 0, 0, 0, 1, 1, 1, 2, 2, 2]
where I need to compute the sum of token_ids reduced for each word_id like so:
output = [ (emb[17] + emb[189] + emb[981] + emb [1000]),
(emb[11] + emb[42] + emb[109]),
(emb[26] + emb[3377] + emb[261]) ]
where emb is any embedding matrix.
I can write this code in python using for-loop like so:
prev = 0
sum_all = []
sum = 0
for i in range(len(word_ids)):
if word_ids[i] == prev:
sum += emb[token_ids[i]]
else:
sum_all += [sum]
sum = emb[token_ids[i]]
prev = word_ids[i]
if i == len(word_ids):
sum_all += [sum]
return sum_all
But I want to do it in tensorflow efficiently (vectorized if possible). Can anybody please give suggestions how to go about doing this ?
You need tf.segment_sum to computes the sum along segments of a tensor..
import tensorflow as tf
token_ids = tf.constant([17, 189, 981, 1000, 11, 42, 109, 26, 3377, 261],tf.int32)
word_ids = tf.constant([0, 0, 0, 0, 1, 1, 1, 2, 2, 2],tf.int32)
emb_matrix = tf.ones(shape=(4000,3))
emb = tf.nn.embedding_lookup(emb_matrix, token_ids)
result = tf.segment_sum(emb,word_ids)
with tf.Session() as sess:
print(sess.run(result))
[[4. 4. 4.]
[3. 3. 3.]
[3. 3. 3.]]

Using fb-prophet Package to Predict By Group with Additional Regressors in R

prophet users of the world, hope all is well. I'm having some difficulties with a particular use case that I'll try to illustrate using some sample data and code below. First let's generate some sample data so that it will be a little bit easier to know what I am talking about.
library(data.table)
library(prophet)
library(dplyr)
# one year of months to be used for generating predictions
ds = c('2016-01-01', '2016-02-01','2016-03-01','2016-04-01','2016-05-01','2016-06-01','2016-07-01','2016-08-01','2016-09-01','2016-10-01','2016-11-01','2016-12-01' )
# historical customer counts
y = c (78498,12356,93732,5556,410,10296,9779,744,16407,100484,23954,141398,10575,850,16334,17496,1643,28074,93181,
18770,129968,11590,850,16738,17510,1376,27931,94369,18444,134850,13386,919,19075,18050,1565,31296,112094,27995,
167094,13402,1422,22766,20072,2340,37863,87346,16180,119863,7691,725,16931,12163,1241,25872,87455,16322,116390,
6994,620,13524,11059,990,22188,105473,23652,154145,13520,1008,18857,19209,1632,31105,102252,21284,138779,11670,
918,16078,16679,1257,26755,115033,22415,139835,13965,936,18027,18642,1407,28622,155371,40556,174321,25119,1859,
35326,28844,2962,51582,108817,19158,109864,8693,756,14358,13390,1091,21419)
# the segment channels of the customers
segment_channel = c('Existing_Omni', 'Existing_Retail', 'Existing_Direct', 'NTB_Omni', 'NTB_Retail', 'NTB_Direct', 'React_Omni', 'React_Retail', 'React_Direct')
# an external regressor to be added to the model (in my data there are like 40 of these regressor variables that I would like too add)
flash_sale = c(1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 2, 2, 2, 2, 2, 2, 2, 2, 2, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 2, 2, 2, 2, 2,
2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 1, 1, 1, 1, 1, 1, 1, 1, 1, 3, 3, 3, 3, 3, 3, 3, 3, 3)
fake_data = merge(ds,segment_channel, all.y=TRUE)
setnames(fake_data, 'x', 'ds')
setnames(fake_data, 'y', 'segment_channel')
nrow(fake_data) # should be 108 rows, the 9 customer segements for each of the months in 2016
# next join the known customer counts, let's say we have them for the first 8 months of the year
fake_data = cbind(fake_data, y)
fake_data = cbind(fake_data, flash_sale)
# set some of the y values to NA so we can pretend we are trying to predict them using the ds time series as well as the flash sale values,
# which will be known in advance
fake_data = as.data.table(fake_data)
fake_data$ds = as.Date(fake_data$ds)
fake_data[, y := ifelse(ds >= '2016-08-01', NA, y)]
This code will generate a data set fairly similar to what I am working with for my problem, so hopefully you may be able to reproduce what I am doing. There are essentially two things I would like to be able to do with this data. The first is fairly straight forward, I want to be able to obviously add a regressor (like flash_sale in this example to the prophet model that I create. I can do this fairly easily like so:
christ <- tibble(
holiday = 'christ',
ds = as.Date(c('2016-11-01', '2017-11-01', '2018-11-01',
'2019-11-01')),
lower_window = 0,
upper_window = 1
)
nye <- tibble(
holiday = 'nye',
ds = as.Date(c('2016-11-01', '2017-12-01', '2018-11-01',
'2019-11-01')),
lower_window = 0,
upper_window = 1
)
holidays <- bind_rows(nye, christ)
m <- prophet(holidays = holidays)
m<- add_regressor(m, name = "flash_sale")
m <- fit.prophet(m, fake_data)
forecast <- predict(m, fake_data)
prophet_plot_components(m, forecast)
This should generate a fairly ugly plot but it's pretty easy to see that given the data this should be able to do the trick, and I could add multiple lines to add additional regressors. Ok, so we're all good so far. But the other issue is that I have 9 segment channels that I'm dealing with, and I don't want to build a separate model for each of them. Luckily I found a pretty good link on stack overflow that accomplishes the grouped prophet prediction: Using Prophet Package to Predict By Group in Dataframe in R
fcst = fake_data %>%
group_by(segment_channel) %>%
do(predict(prophet(., seasonality.mode = 'multiplicative', holidays = holidays, seasonality.prior.scale = 10, changepoint.prior.scale = .034), make_future_dataframe(prophet(.), periods = 11, freq='month'))) %>%
dplyr::select(ds, segment_channel, yhat)
fcst
> fcst
# A tibble: 207 x 3
# Groups: segment_channel [9]
ds segment_channel yhat
<dttm> <fct> <dbl>
1 2016-01-01 00:00:00 Existing_Direct 38712.
2 2016-02-01 00:00:00 Existing_Direct 40321.
3 2016-03-01 00:00:00 Existing_Direct 42648.
4 2016-04-01 00:00:00 Existing_Direct 45130.
5 2016-05-01 00:00:00 Existing_Direct 46580.
6 2016-06-01 00:00:00 Existing_Direct 49437.
7 2016-07-01 00:00:00 Existing_Direct 50651.
8 2016-08-01 00:00:00 Existing_Direct 52685.
9 2016-09-01 00:00:00 Existing_Direct 54719.
10 2016-10-01 00:00:00 Existing_Direct 56687.
# ... with 197 more rows
This is more or less exactly what I want! Cool. So now all I have to do is figure out how to get my grouped predictions and my regressors added all in one step. I know I can have multi-line statements inside of do, so this is what I tried in order to get this to work:
> fcst = fake_data %>%
+ group_by(segment_channel) %>%
+ do(
+ predict(prophet(., seasonality.mode = 'multiplicative', holidays = holidays, seasonality.prior.scale = 10, changepoint.prior.scale = .034),
+ add_regressor(prophet(., holidays = holidays), name = 'flash_sale'),
+ fit.prophet(prophet(. , holidays = holidays)),
+ make_future_dataframe(prophet(.), periods = 11, freq='month'))) %>%
+ dplyr::select(ds, segment_channel, yhat)
Disabling yearly seasonality. Run prophet with yearly.seasonality=TRUE to override this.
Disabling weekly seasonality. Run prophet with weekly.seasonality=TRUE to override this.
Disabling daily seasonality. Run prophet with daily.seasonality=TRUE to override this.
n.changepoints greater than number of observations. Using 4
Disabling yearly seasonality. Run prophet with yearly.seasonality=TRUE to override this.
Disabling weekly seasonality. Run prophet with weekly.seasonality=TRUE to override this.
Disabling daily seasonality. Run prophet with daily.seasonality=TRUE to override this.
n.changepoints greater than number of observations. Using 4
Error in add_regressor(prophet(., holidays = holidays), name = "flash_sale") :
Regressors must be added prior to model fitting.
Darn. Looks like it was running but then something about how I tried to add the regressor wasn't kosher. Next I it tried this way:
> fcst = fake_data %>%
+ group_by(segment_channel) %>%
+ do(
+ prophet(holidays = holidays),
+ add_regressor(prophet(., holidays = holidays), name = 'flash_sale'),
+ fit.prophet(prophet(. , holidays = holidays)),
+ predict(prophet(., seasonality.mode = 'multiplicative', holidays = holidays, seasonality.prior.scale = 10, changepoint.prior.scale = .034),
+ make_future_dataframe(prophet(.), periods = 11, freq='month'))) %>%
+ dplyr::select(ds, segment_channel, yhat)
Error: Can only supply one unnamed argument, not 4
Call `rlang::last_error()` to see a backtrace
> fcst = fake_data %>%
+ group_by(segment_channel) %>%
+ do(
+ add_regressor(prophet(., holidays = holidays), name = 'flash_sale'),
+ fit.prophet(prophet(. , holidays = holidays)),
+ predict(prophet(., seasonality.mode = 'multiplicative', holidays = holidays, seasonality.prior.scale = 10, changepoint.prior.scale = .034),
+ make_future_dataframe(prophet(.), periods = 11, freq='month'))) %>%
+ dplyr::select(ds, segment_channel, yhat)
Error: Can only supply one unnamed argument, not 3
Call `rlang::last_error()` to see a backtrace
I'm super confused at this point so I'm just hoping something out on the interwebs might know just the right incantation I need to get where I'm going.

JAGS: prior's distribution inside a distribution

This is our first model:
# Data:
x1 = as.factor(c(0, 0, 0, 0, 0, 0, 0, 0, 1, 1, 1, 1, 1, 1, 1, 1))
x2 = as.factor(c(0, 0, 0, 0, 1, 1, 1, 1, 0, 0, 0, 0, 1, 1, 1, 1))
x3 = as.factor(c(0, 1, 1, 0, 0, 0, 1, 1, 0, 1, 1, 0, 0, 0, 1, 1))
x4 = as.factor(c(0, 0, 1, 1, 0, 1, 0, 1, 0, 0, 1, 1, 0, 1, 0, 1))
n = rep(1055, 16)
y = c(239, 31, 15, 11, 7, 5, 18, 100, 262, 32, 38, 32, 8, 7, 16, 234)
# Model:
mymodel = function(){
for (i in 1:16){
y[i] ~ dbin(theta[i], n[i] )
eta[i] <- gamma*x1[i]+beta1*x2[i]+beta2*x3[i]+beta3*x4[i]
theta[i] <- 1/(1+exp(-eta[i]))
}
# Prior
gamma ~ dnorm(0,0.00001)
beta1 ~ dnorm(0,0.00001)
beta2 ~ dnorm(0,0.00001)
beta3 ~ dnorm(0,0.00001)
}
Now we are asked to add alpha as a Normal, with known mean and unknown variance. But the variance has a uniform prior as shown in the image:
I do not know how to add alpha to the model, and then specify the new parameter in the priors...
You would just add alpha into your linear predictor and give it a distribution like any of the other parameters. However, JAGS parameterizes the Normal distribution as precision instead of variance (precision is just the inverse of the variance). The model would look something like this instead. Also, you can just use logit(eta) instead of applying the inverse logit.
mymodel = function(){
for (i in 1:16){
y[i] ~ dbin(eta[i], n[i] )
logit(eta[i]) <- alpha + gamma*x1[i]+beta1*x2[i]+beta2*x3[i]+beta3*x4[i]
}
# Prior
alpha ~ dnorm(0, tau_alpha)
tau_alpha <- 1 / var_alpha
var_alpha ~ dunif(0, 10)
gamma ~ dnorm(0,0.00001)
beta1 ~ dnorm(0,0.00001)
beta2 ~ dnorm(0,0.00001)
beta3 ~ dnorm(0,0.00001)
}

JAGS Bayesian state-space modeling

I'm trying to use a state-space model to estimate population demographics (fecundity, survivorship, population growth, population size). We have 4 different age states.
# J0 = number of individuals 0-1
# surv1 = survivorship from 0-1
# J1 = number of individuals 0-1
# surv2 = survivorship from 1-2
# J2= = number of individuals 0-1
# surv3 = survivorship from 2-3
# J3= number of individuals 0-1
# survad = survivorship >3 "adult")
# Data as vectors (Talek clan from 1988-2013)
# X0 = individuals 0-1 in years
# X1 = individuals 1-2 in years
# X2 = individuals 2-3 in years
# X3 = individuals 3+ in years
# Total = group size
X0 <- c(7, 9, 4, 8, 9, 5, 8, 5, 7, 5, 5, 8, 10, 3, 5, 7, 2, 6, 6, 11, 14, 12, 15, 9, 10)
X1 <- c( 4, 4, 3, 4, 8, 5, 2, 4, 3, 4, 4, 5, 3, 7, 0, 5, 6, 3, 3, 5, 10, 12, 10, 13, 8)
X2 <- c(3, 2, 3, 3, 3, 8, 4, 1, 1, 2, 2, 4, 2, 2, 5, 0, 5, 5, 4, 3, 3, 10, 12, 7, 10)
X3 <- c(18, 16, 13, 16, 29, 29, 26, 22, 21, 18, 16, 15, 16, 15, 11, 14, 9, 12, 16, 18, 21, 23, 33, 32, 31)
Total <- c(32, 31, 23, 31, 49, 47, 40, 32, 32, 29, 27, 32, 31, 27, 21, 26, 22, 26, 29, 37, 48, 57, 70, 61, 59)
Here's the BUGS code:
sink(file = "HyenaIPM_all.txt")
cat("
model {
# Specify the priors for all parameters in the model
N.est[1] ~ dnorm(50, tau.proc)T(0,) # Initial abundance
mean.lambda ~ dunif(0, 5)
sigma.proc ~ dunif(0, 50)
tau.proc <- pow(sigma.proc, -2)
for (t in 1:TT) {
fec[t] ~ dunif(0, 5) # per capita fecundidty
surv1[t] ~ dunif(0, 1) # survivorship from 0-1
surv2[t] ~ dunif(0, 1) # survivorship from 1-2
surv3[t] ~ dunif(0, 1) # survivorship from 2-3
survad[t] ~ dunif(0, 1) # adult survivorship
}
# Estimate fecundity and survivorship
for (t in 2:TT) {
# Fecundity
J0[t+1] ~ dpois(survad[t]*fec[t])
J0[t+1] <- J3[t] * fec[t]
# Survivorship
J1[t+1] ~ dbin(surv1[t], J0[t])
J1[t+1] <- J0[t]*surv1[t]
J2[t+1] ~ dbin(surv2[t], J1[t])
J2[t+1] <- J1[t]*surv2[t]
J3[t+1] ~ dbin(surv3[t], J2[t-1])
J3[t+1] <- J2[t]*surv3[t] + J3[t]*survad[t]
A[t+1] ~ dbin(survad[t], A[t])
A[t+1] <- J3[t]*surv3[t] + A[t]*survad[t]
# Lambda
lambda[t+1] ~ dnorm(mean.lambda, tau.proc)
N.est[t+1] <- N.est[t]*lambda[t]
}
# Population size
for (t in 1:TT){
N[t] ~ dpois(N.est[t])
}
}
", fill = T)
sink()
# Parameters monitored
sp.params <- c("fec", "surv1", "surv2", "surv3", "survad", "lambda")
# MCMC settings
ni <- 200
nt <- 10
nb <- 100
nc <- 3
# Initial values
sp.inits <- function()list(mean.lambda = runif(1, 0, 1))
#Load all the data
sp.data <- list(N = Total, TT = length(Total), J0 = X0, J1 = X1, J2 = X2, J3 = X3)
library(R2jags)
hyena_model <- jags(sp.data, sp.inits, sp.params, "HyenaIPM_all.txt", n.chains = nc, n.thin = nt, n.iter = ni, n.burnin = nb)
Unfortunately, I get the following error when I run the code.
Error in jags.model(model.file, data = data, inits = init.values, n.chains = n.chains, :
RUNTIME ERROR:
Index out of range for node J0
Does anyone have any suggestions for why we get this error? Not sure why the distribution would be wrong for J0.
This is a very informative error message. The index for J0 is t+1 which ranges from 2+1 to TT+1, but J0 has length TT. So when the index is TT+1 it is out of range since it is larger than TT.

Optimizing the Verhoeff Algorithm in R

I have written the following function to calculate a check digit in R.
verhoeffCheck <- function(x)
{
## calculates check digit based on Verhoeff algorithm
## note that due to the way strsplit works, to call for vector x, use sapply(x,verhoeffCheck)
## check for string since leading zeros with numbers will be lost
if (class(x)!="character"){stop("Must enter a string")}
#split and convert to numbers
digs <- strsplit(x,"")[[1]]
digs <- as.numeric(digs)
digs <- rev(digs) ## right to left algorithm
## tables required for D_5 group
d5_mult <- matrix(c(
0:9,
c(1:4,0,6:9,5),
c(2:4,0:1,7:9,5:6),
c(3:4,0:2,8:9,5:7),
c(4,0:3,9,5:8),
c(5,9:6,0,4:1),
c(6:5,9:7,1:0,4:2),
c(7:5,9:8,2:0,4:3),
c(8:5,9,3:0,4),
9:0
),10,10,byrow=T)
d5_perm <- matrix(c(
0:9,
c(1,5,7,6,2,8,3,0,9,4),
c(5,8,0,3,7,9,6,1,4,2),
c(8,9,1,6,0,4,3,5,2,7),
c(9,4,5,3,1,2,6,8,7,0),
c(4,2,8,6,5,7,3,9,0,1),
c(2,7,9,3,8,0,6,4,1,5),
c(7,0,4,6,9,1,3,2,5,8)
),8,10,byrow=T)
d5_inv <- c(0,4:1,5:9)
## apply algoritm - note 1-based indexing in R
d <- 0
for (i in 1:length(digs)){
d <- d5_mult[d+1,(d5_perm[(i%%8)+1,digs[i]+1])+1]
}
d5_inv[d+1]
}
In order to run on a vector of strings, sapply must be used. This is in part because of the use of strsplit, which returns a list of vectors. This does impact on the performance even for only moderately sized inputs.
How could this function be vectorized?
I am also aware that some performance is lost in having to create the tables in each iteration. Would storing these in a new environment be a better solution?
We begin by defining the lookup matrices. I've laid them out in a way
that should make them easier to check against a reference, e.g.
http://en.wikipedia.org/wiki/Verhoeff_algorithm.
d5_mult <- matrix(as.integer(c(
0, 1, 2, 3, 4, 5, 6, 7, 8, 9,
1, 2, 3, 4, 0, 6, 7, 8, 9, 5,
2, 3, 4, 0, 1, 7, 8, 9, 5, 6,
3, 4, 0, 1, 2, 8, 9, 5, 6, 7,
4, 0, 1, 2, 3, 9, 5, 6, 7, 8,
5, 9, 8, 7, 6, 0, 4, 3, 2, 1,
6, 5, 9, 8, 7, 1, 0, 4, 3, 2,
7, 6, 5, 9, 8, 2, 1, 0, 4, 3,
8, 7, 6, 5, 9, 3, 2, 1, 0, 4,
9, 8, 7, 6, 5, 4, 3, 2, 1, 0
)), ncol = 10, byrow = TRUE)
d5_perm <- matrix(as.integer(c(
0, 1, 2, 3, 4, 5, 6, 7, 8, 9,
1, 5, 7, 6, 2, 8, 3, 0, 9, 4,
5, 8, 0, 3, 7, 9, 6, 1, 4, 2,
8, 9, 1, 6, 0, 4, 3, 5, 2, 7,
9, 4, 5, 3, 1, 2, 6, 8, 7, 0,
4, 2, 8, 6, 5, 7, 3, 9, 0, 1,
2, 7, 9, 3, 8, 0, 6, 4, 1, 5,
7, 0, 4, 6, 9, 1, 3, 2, 5, 8
)), ncol = 10, byrow = TRUE)
d5_inv <- as.integer(c(0, 4, 3, 2, 1, 5, 6, 7, 8, 9))
Next, we'll define the check function, and try it out with a test input.
I've followed the derivation in wikipedia as closely as possible.
p <- function(i, n_i) {
d5_perm[(i %% 8) + 1, n_i + 1] + 1
}
d <- function(c, p) {
d5_mult[c + 1, p]
}
verhoeff <- function(x) {
#split and convert to numbers
digs <- strsplit(as.character(x), "")[[1]]
digs <- as.numeric(digs)
digs <- rev(digs) ## right to left algorithm
## apply algoritm - note 1-based indexing in R
c <- 0
for (i in 1:length(digs)) {
c <- d(c, p(i, digs[i]))
}
d5_inv[c + 1]
}
verhoeff(142857)
## [1] 0
This function is fundamentally iterative, as each iteration depends on
the value of the previous. This means that we're unlikely to be able to
vectorise in R, so if we want to vectorise, we'll need to use Rcpp.
However, before we turn to that, it's worth exploring if we can do the
initial split faster. First we do a little microbenchmark to see if it's
worth bothering:
library(microbenchmark)
digits <- function(x) {
digs <- strsplit(as.character(x), "")[[1]]
digs <- as.numeric(digs)
rev(digs)
}
microbenchmark(
digits(142857),
verhoeff(142857)
)
## Unit: microseconds
## expr min lq median uq max neval
## digits(142857) 11.30 12.01 12.43 12.85 28.79 100
## verhoeff(142857) 32.24 33.81 34.66 35.47 95.85 100
It looks like it! On my computer, verhoeff_prepare() accounts for
about 50% of the run time. A little searching on stackoverflow reveals
another approach to turning a number into
digits:
digits2 <- function(x) {
n <- floor(log10(x))
x %/% 10^(0:n) %% 10
}
digits2(12345)
## [1] 5 4 3 2 1
microbenchmark(
digits(142857),
digits2(142857)
)
## Unit: microseconds
## expr min lq median uq max neval
## digits(142857) 11.495 12.102 12.468 12.834 79.60 100
## digits2(142857) 2.322 2.784 3.358 3.561 13.69 100
digits2() is a lot faster than digits() but it has limited impact on
the whole runtime.
verhoeff2 <- function(x) {
digs <- digits2(x)
c <- 0
for (i in 1:length(digs)) {
c <- d(c, p(i, digs[i]))
}
d5_inv[c + 1]
}
verhoeff2(142857)
## [1] 0
microbenchmark(
verhoeff(142857),
verhoeff2(142857)
)
## Unit: microseconds
## expr min lq median uq max neval
## verhoeff(142857) 33.06 34.49 35.19 35.92 73.38 100
## verhoeff2(142857) 20.98 22.58 24.05 25.28 48.69 100
To make it even faster we could try C++.
#include <Rcpp.h>
using namespace Rcpp;
// [[Rcpp::export]]
int verhoeff3_c(IntegerVector digits, IntegerMatrix mult, IntegerMatrix perm,
IntegerVector inv) {
int n = digits.size();
int c = 0;
for(int i = 0; i < n; ++i) {
int p = perm(i % 8, digits[i]);
c = mult(c, p);
}
return inv[c];
}
verhoeff3 <- function(x) {
verhoeff3_c(digits(x), d5_mult, d5_perm, d5_inv)
}
verhoeff3(142857)
## [1] 3
microbenchmark(
verhoeff2(142857),
verhoeff3(142857)
)
## Unit: microseconds
## expr min lq median uq max neval
## verhoeff2(142857) 21.00 22.85 25.53 27.11 63.71 100
## verhoeff3(142857) 16.75 17.99 18.87 19.64 79.54 100
That doesn't yield much of an improvement. Maybe we can do better if we
pass the number to C++ and process the digits in a loop:
#include <Rcpp.h>
using namespace Rcpp;
// [[Rcpp::export]]
int verhoeff4_c(int number, IntegerMatrix mult, IntegerMatrix perm,
IntegerVector inv) {
int c = 0;
int i = 0;
for (int i = 0; number > 0; ++i, number /= 10) {
int p = perm(i % 8, number % 10);
c = mult(c, p);
}
return inv[c];
}
verhoeff4 <- function(x) {
verhoeff4_c(x, d5_mult, d5_perm, d5_inv)
}
verhoeff4(142857)
## [1] 3
microbenchmark(
verhoeff2(142857),
verhoeff3(142857),
verhoeff4(142857)
)
## Unit: microseconds
## expr min lq median uq max neval
## verhoeff2(142857) 21.808 24.910 26.838 27.797 64.22 100
## verhoeff3(142857) 17.699 18.742 19.599 20.764 81.67 100
## verhoeff4(142857) 3.143 3.797 4.095 4.396 13.21 100
And we get a pay off: verhoeff4() is about 5 times faster than
verhoeff2().
If your input strings can contain different numbers of characters, then I don't see any way round lapply calls (or a plyr equivalent). The trick is to move them inside the function, so verhoeffCheck can accept vector inputs. This way you only need to create the matrices once.
verhoeffCheckNew <- function(x)
{
## calculates check digit based on Verhoeff algorithm
## check for string since leading zeros with numbers will be lost
if (!is.character(x)) stop("Must enter a string")
#split and convert to numbers
digs <- strsplit(x, "")
digs <- lapply(digs, function(x) rev(as.numeric(x)))
## tables required for D_5 group
d5_mult <- matrix(c(
0:9,
c(1:4,0,6:9,5),
c(2:4,0:1,7:9,5:6),
c(3:4,0:2,8:9,5:7),
c(4,0:3,9,5:8),
c(5,9:6,0,4:1),
c(6:5,9:7,1:0,4:2),
c(7:5,9:8,2:0,4:3),
c(8:5,9,3:0,4),
9:0
),10,10,byrow=T)
d5_perm <- matrix(c(
0:9,
c(1,5,7,6,2,8,3,0,9,4),
c(5,8,0,3,7,9,6,1,4,2),
c(8,9,1,6,0,4,3,5,2,7),
c(9,4,5,3,1,2,6,8,7,0),
c(4,2,8,6,5,7,3,9,0,1),
c(2,7,9,3,8,0,6,4,1,5),
c(7,0,4,6,9,1,3,2,5,8)
),8,10,byrow=T)
d5_inv <- c(0,4:1,5:9)
## apply algorithm - note 1-based indexing in R
sapply(digs, function(x)
{
d <- 0
for (i in 1:length(x)){
d <- d5_mult[d + 1, (d5_perm[(i %% 8) + 1, x[i] + 1]) + 1]
}
d5_inv[d+1]
})
}
Since d depends on what it was previously, the is no easy way to vectorise the for loop.
My version runs in about half the time for 1e5 strings.
rand_string <- function(n = 12)
{
paste(sample(as.character(0:9), sample(n), replace = TRUE), collapse = "")
}
big_test <- replicate(1e5, rand_string())
tic()
res1 <- unname(sapply(big_test, verhoeffCheck))
toc()
tic()
res2 <- verhoeffCheckNew(big_test)
toc()
identical(res1, res2) #hopefully TRUE!
See this question for tic and toc.
Further thoughts:
You may want additional input checking for "" and other strings that return NA when converted in numeric.
Since you are dealing exclusively with integers, you may get a slight performance benefit from using them rather than doubles. (Use as.integer rather than as.numeric and append L to the values in your matrices.)
Richie C answered the vectorisation question nicely; as for only creatig the tables once without cluttering the global name space, one quick solution that does not require a package is
verhoeffCheck <- local(function(x)
{
## calculates check digit based on Verhoeff algorithm
## note that due to the way strsplit works, to call for vector x, use sapply(x,verhoeffCheck)
## check for string since leading zeros with numbers will be lost
if (class(x)!="character"){stop("Must enter a string")}
#split and convert to numbers
digs <- strsplit(x,"")[[1]]
digs <- as.numeric(digs)
digs <- rev(digs) ## right to left algorithm
## apply algoritm - note 1-based indexing in R
d <- 0
for (i in 1:length(digs)){
d <- d5_mult[d+1,(d5_perm[(i%%8)+1,digs[i]+1])+1]
}
d5_inv[d+1]
})
assign("d5_mult", matrix(c(
0:9, c(1:4,0,6:9,5), c(2:4,0:1,7:9,5:6), c(3:4,0:2,8:9,5:7),
c(4,0:3,9,5:8), c(5,9:6,0,4:1), c(6:5,9:7,1:0,4:2), c(7:5,9:8,2:0,4:3),
c(8:5,9,3:0,4), 9:0), 10, 10, byrow = TRUE),
envir = environment(verhoeffCheck))
assign("d5_perm", matrix(c(
0:9, c(1,5,7,6,2,8,3,0,9,4), c(5,8,0,3,7,9,6,1,4,2),
c(8,9,1,6,0,4,3,5,2,7), c(9,4,5,3,1,2,6,8,7,0), c(4,2,8,6,5,7,3,9,0,1),
c(2,7,9,3,8,0,6,4,1,5), c(7,0,4,6,9,1,3,2,5,8)), 8, 10, byrow = TRUE),
envir = environment(verhoeffCheck))
assign("d5_inv", c(0,4:1,5:9), envir = environment(verhoeffCheck))
## Now just use the function
which keeps the data in the environment of the function. You can time it to see how much faster it is.
Hope this helps.
Allan