Good afternoon,
After computing a rather large vector (a bit shorter than 2^20 elements), I have to store the result in a database.
The script takes about 4 hours to execute with a simple code such as :
#Do the processing
myVector<-processData(myData)
#Sends every thing to the database
lapply(myVector,sendToDB)
What do you think is the most efficient way to do this?
I thought about using the same query to insert multiple records (multiple inserts) but it simply comes back to "chucking" the data.
Is there any vectorized function do send that into a database?
Interestingly, the code takes a huge amount of time before starting to process the first element of the vector. That is, if I place a browser() call inside sendToDB, it takes 20 minutes before it is reached for the first time (and I mean 20 minutes without taking into account the previous line processing the data). So I was wondering what R was doing during this time?
Is there another way to do such operation in R that I might have missed (parallel processing maybe?)
Thanks!
PS: here is a skelleton of the sendToDB function:
sendToDB<-function(id,data) {
channel<-odbcChannel(...)
query<-paste("INSERT INTO history VALUE(",id,",\"",data,"\")",sep="")
sqlQuery(channel,query)
odbcClose(channel)
}
That's the idea.
UPDATE
I am at the moment trying out the LOAD DATA INFILE command.
I still have no idea why it takes so long to reach the internal function of the lapply for the first time.
SOLUTION
LOAD DATA INFILE is indeed much quicker. Writing into a file line by line using write is affordable and write.table is even quicker.
The overhead I was experiencing for lapply was coming from the fact that I was looping over POSIXct objects. It is much quicker to use seq(along.with=myVector) and then process the data from within the loop.
What about writing it to some file and call LOAD DATA INFILE? This should at least give a benchmark. BTW: What kind of DBMS do you use?
Instead of your sendToDB-function, you could use sqlSave. Internally it uses a prepared insert-statement, which should be faster than individual inserts.
However, on a windows-platform using MS SQL, I use a separate function which first writes my dataframe to a csv-file and next calls the bcp bulk loader. In my case this is a lot faster than sqlSave.
There's a HUGE, relatively speaking, overhead in your sendToDB() function. That function has to negotiate an ODBC connection, send a single row of data, and then close the connection for each and every item in your list. If you are using rodbc it's more efficient to use sqlSave() to copy an entire data frame over as a table. In my experience I've found some databases (SQL Server, for example) to still be pretty slow with sqlSave() over latent networks. In those cases I export from R into a CSV and use a bulk loader to load the files into the DB. I have an external script set up that I call with a system() call to run the bulk loader. That way the load is happening outside of R but my R script is running the show.
Related
Hi i am new to the BigQuery, if i need to fetch a very large set of data, say more than 1 GB, how can i break it into smaller pieces for quicker processing? i will need to process the result and dump it into a file or elasticsearch. i need to find a efficient way to handle it. i tried with the QueryRequest.setPageSize option, but that does't seem to work. I set 100 and it doesn't seem to break on every 100 record i put this line to see how many record i get back before i turn to a new page
result = result.getNextPage();
it displays at random number of records. sometimes at 1000, sometimes at 400, etc.
thanks
Not sure if this helps you but in our project we have something that seems to be similar: we process lots of data in BigQuery and need to use the final result for later usage (it contains roughly 15 Gbs for us when compressed).
What we did was to first save the results to a table with AllowLargeResults set to True and then export the result by compressing it into cloud storage using the Python API.
It automatically breaks the results into several files.
After that we have a Python script that downloads concurrently all files, reads through the whole thing and builds some matrices for us.
I don't quite remember how long it takes to download all the files, I think it's around 10 minutes. I'll try to confirm this one.
I am accessing a PostGreSQL 8.4 database with JDBC called by MATLAB.
The tables I am interested in basically consist of various columns of different datatypes. They are selected through their time-stamps.
Since I want to retrieve big amounts of data I am looking for a way of making the request faster than it is right now.
What I am doing at the moment is the following:
First I establish a connection to the database and call it DBConn. Next step would be to prepare a Select-Statement and execute it:
QUERYSTRING = ['SELECT * FROM ' TABLENAME '...
WHERE ts BETWEEN ''' TIMESTART ''' AND ''' TIMEEND ''''];
QUERY = DBConn.prepareStatement(QUERYSTRING);
RESULTSET = QUERY.executeQuery();
Then I store the columntypes in variable COLTYPE (1 for FLOAT, -1 for BOOLEAN and 0 for the rest - nearly all columns contain FLOAT). Next step is to process every row, column by column, and retrieve the data by the corresponding methods. FNAMES contains the fieldnames of the table.
m=0; % Variable containing rownumber
while RESULTSET.next()
m = m+1;
for n = 1:length(FNAMES)
if COLTYPE(n)==1 % Columntype is a FLOAT
DATA{1}.(FNAMES{n})(m,1) = RESULTSET.getDouble(n);
elseif COLTYPE(n)==-1 % Columntype is a BOOLEAN
DATA{1}.(FNAMES{n})(m,1) = RESULTSET.getBoolean(n);
else
DATA{1}.(FNAMES{n}){m,1} = char(RESULTSET.getString(n));
end
end
end
When I am done with my request I close the statement and the connection.
I don´t have the MATLAB database toolbox so I am looking for solutions without it.
I understand that it is very ineffective to request the data of every single field. Still, I failed on finding a way to get more data at once - for example multiple rows of the same column. Is there any way to do so? Do you have other suggestions of speeding the request up?
Summary
To speed this up, push the loops, and then your column datatype conversion, down in to the Java layer, using the Database Toolbox or custom Java code. The Matlab-to-Java method call overhead is probably what's killing you, and there's no way of doing block fetches (multiple rows in one call) with plain JDBC. Make sure the knobs on the JDBC driver you're using are set appropriately. And then optimize the transfer of expensive column data types like strings and dates.
(NB: I haven't done this with Postgres, but have with other DBMSes, and this will apply to Postgres too because most of it is about the JDBC and Matlab layers above it.)
Details
Push loops down to Java to get block fetching
The most straightforward way to get this faster is to push the loops over the rows and columns down in to the Java layer, and have it return blocks of data (e.g. 100 or 1000 rows at a time) to the Matlab layer. There is substantial per-call overhead in invoking a Java method from Matlab, and looping over JDBC calls in M-code is going to incur (see Is MATLAB OOP slow or am I doing something wrong? - full disclosure: that's my answer). If you're calling JDBC from M-code like that, you're incurring that overhead on every single column of every row, and that's probably the majority of your execution time right now.
The JDBC API itself does not support "block cursors" like ODBC does, so you need to get that loop down in to the Java layer. Using the Database Toolbox like Oleg suggests is one way to do it, since they implement their lower-level cursor stuff in Java. (Probably for precisely this reason.) But if you can't have a database toolbox dependency, you can just write your own thin Java layer to do so, and call that from your M-code. (Probably through a Matlab class that is coupled to your custom Java code and knows how to interact with it.) Make the Java code and Matlab code share a block size, buffer up the whole block on the Java side, using primitive arrays instead of object arrays for column buffers wherever possible, and have your M-code fetch the result set in batches, buffering those blocks in cell arrays of primitive column arrays, and then concatenate them together.
Pseudocode for the Matlab layer:
colBufs = repmat( {{}}, [1 nCols] );
while (cursor.hasMore())
cursor.fetchBlock();
for iCol = 1:nCols
colBufs{iCol}{end+1} = cursor.getBlock(iCol); % should come back as primitive
end
end
for iCol = 1:nCols
colResults{iCol} = cat(2, colBufs{iCol}{:});
end
Twiddle JDBC DBMS driver knobs
Make sure your code exposes the DBMS-specific JDBC connection parameters to your M-code layer, and use them. Read the doco for your specific DBMS and fiddle with them appropriately. For example, Oracle's JDBC driver defaults to setting the default fetch buffer size (the one inside their JDBC driver, not the one you're building) to about 10 rows, which is way too small for typical data analysis set sizes. (It incurs a network round trip to the db every time the buffer fills.) Simply setting it to 1,000 or 10,000 rows is like turning on the "Go Fast" switch that had shipped set to "off". Benchmark your speed with sample data sets and graph the results to pick appropriate settings.
Optimize column datatype transfer
In addition to giving you block fetch functionality, writing custom Java code opens up the possibility of doing optimized type conversion for particular column types. After you've got the per-row and per-cell Java call overhead handled, your bottlenecks are probably going to be in date parsing and passing strings back from Java to Matlab. Push the date parsing down in to Java by having it convert SQL date types to Matlab datenums (as Java doubles, with a column type indicator) as they're being buffered, maybe using a cache to avoid recalculation of repeated dates in the same set. (Watch out for TimeZone issues. Consider Joda-Time.) Convert any BigDecimals to double on the Java side. And cellstrs are a big bottleneck - a single char column could swamp the cost of several float columns. Return narrow CHAR columns as 2-d chars instead of cellstrs if you can (by returning a big Java char[] and then using reshape()), converting to cellstr on the Matlab side if necessary. (Returning a Java String[]converts to cellstr less efficiently.) And you can optimize the retrieval of low-cardinality character columns by passing them back as "symbols" - on the Java side, build up a list of the unique string values and map them to numeric codes, and return the strings as an primitive array of numeric codes along with that map of number -> string; convert the distinct strings to cellstr on the Matlab side and then use indexing to expand it to the full array. This will be faster and save you a lot of memory, too, since the copy-on-write optimization will reuse the same primitive char data for repeated string values. Or convert them to categorical or ordinal objects instead of cellstrs, if appropriate. This symbol optimization could be a big win if you use a lot of character data and have large result sets, because then your string columns transfer at about primitive numeric speed, which is substantially faster, and it reduces cellstr's typical memory fragmentation. (Database Toolbox may support some of this stuff now, too. I haven't actually used it in a couple years.)
After that, depending on your DBMS, you could squeeze out a bit more speed by including mappings for all the numeric column type variants your DBMS supports to appropriate numeric types in Matlab, and experimenting with using them in your schema or doing conversions inside your SQL query. For example, Oracle's BINARY_DOUBLE can be a bit faster than their normal NUMERIC on a full trip through a db/Matlab stack like this. YMMV.
You could consider optimizing your schema for this use case by replacing string and date columns with cheaper numeric identifiers, possibly as foreign keys to separate lookup tables to resolve them to the original strings and dates. Lookups could be cached client-side with enough schema knowledge.
If you want to go crazy, you can use multithreading at the Java level to have it asynchronously prefetch and parse the next block of results on separate Java worker thread(s), possibly parallelizing per-column date and string processing if you have a large cursor block size, while you're doing the M-code level processing for the previous block. This really bumps up the difficulty though, and ideally is a small performance win because you've already pushed the expensive data processing down in to the Java layer. Save this for last. And check the JDBC driver doco; it may already effectively be doing this for you.
Miscellaneous
If you're not willing to write custom Java code, you can still get some speedup by changing the syntax of the Java method calls from obj.method(...) to method(obj, ...). E.g. getDouble(RESULTSET, n). It's just a weird Matlab OOP quirk. But this won't be much of a win because you're still paying for the Java/Matlab data conversion on each call.
Also, consider changing your code so you can use ? placeholders and bound parameters in your SQL queries, instead of interpolating strings as SQL literals. If you're doing a custom Java layer, defining your own #connection and #preparedstatement M-code classes is a decent way to do this. So it looks like this.
QUERYSTRING = ['SELECT * FROM ' TABLENAME ' WHERE ts BETWEEN ? AND ?'];
query = conn.prepare(QUERYSTRING);
rslt = query.exec(startTime, endTime);
This will give you better type safety and more readable code, and may also cut down on the server-side overhead of query parsing. This won't give you much speed-up in a scenario with just a few clients, but it'll make coding easier.
Profile and test your code regularly (at both the M-code and Java level) to make sure your bottlenecks are where you think they are, and to see if there are parameters that need to be adjusted based on your data set size, both in terms of row counts and column counts and types. I also like to build in some instrumentation and logging at both the Matlab and Java layer so you can easily get performance measurements (e.g. have it summarize how much time it spent parsing different column types, how much in the Java layer and how much in the Matlab layer, and how much waiting on the server's responses (probably not much due to pipelining, but you never know)). If your DBMS exposes its internal instrumentation, maybe pull that in too, so you can see where you're spending your server-side time.
It occurs to me that to speed up the query to the table, you have to remove if, for that in the JDBC ResulSetMetadata there that give you the information about the data type of the column and the same name, so you save time of if, else if
ResultSetMetaData RsmD = (ResultSetMetaData) rs.getMetaData ();
int cols=rsMd.getColumnCount();
while (rs.next)
for i=1 to cols
row[i]=rs.getString(i);
My example is pseudocode becouse i´m not matlab programmer.
I hope you find it useful JDBC, anything let me know!
I have the following script:
SELECT
DEPT.F03 AS F03, DEPT.F238 AS F238, SDP.F04 AS F04, SDP.F1022 AS F1022,
CAT.F17 AS F17, CAT.F1023 AS F1023, CAT.F1946 AS F1946
FROM
DEPT_TAB DEPT
LEFT OUTER JOIN
SDP_TAB SDP ON SDP.F03 = DEPT.F03,
CAT_TAB CAT
ORDER BY
DEPT.F03
The tables are huge, when I execute the script in SQL Server directly it takes around 4 min to execute, but when I run it in the third party program (SMS LOC based on Delphi) it gives me the error
<msg> out of memory</msg> <sql> the code </sql>
Is there anyway I can lighten the script to be executed? or did anyone had the same problem and solved it somehow?
I remember having had to resort to the ROBUST PLAN query hint once on a query where the query-optimizer kind of lost track and tried to work it out in a way that the hardware couldn't handle.
=> http://technet.microsoft.com/en-us/library/ms181714.aspx
But I'm not sure I understand why it would work for one 'technology' and not another.
Then again, the error message might not be from SQL but rather from the 3rd-party program that gathers the output and does so in a 'less than ideal' way.
Consider adding paging to the user edit screen and the underlying data call. The point being you dont need to see all the rows at one time, but they are available to the user upon request.
This will alleviate much of your performance problem.
I had a project where I had to add over 7 million individual lines of T-SQL code via batch (couldn't figure out how to programatically leverage the new SEQUENCE command). The problem was that there was limited amount of memory available on my VM (I was allocated the max amount of memory for this VM). Because of the large amount lines of T-SQL code I had to first test how many lines it could take before the server crashed. For whatever reason, SQL (2012) doesn't release the memory it uses for large batch jobs such as mine (we're talking around 12 GB of memory) so I had to reboot the server every million or so lines. This is what you may have to do if resources are limited for your project.
Assume I have a UDF that will be used in a worksheet 100,000+ times. Is there a way, within the function, for it to know how many more times it is going to be called in the batch? Basically what I want to do is have every function create a to-do list of work to do. I want to do something like:
IF remaining functions to be executed after this one = 0 then ...
Is there a way to do this?
Background:
I want to make a UDF that will perform SQL queries with the user just giving parameters(date, hour, node, type). This is pretty easy to make if you're willing to actually execute the SQL query every time the function is run. I know its easy because I did this and it was ridiculously slow. My new idea is to have the function first see if the data it is looking for exists in a global cache variable and if it isn't to add it to a global variable "job-list".
What I want it to do is when the last function is called to then go through the job list and perform the fewest number of SQL queries and fill the global cache variable. Once the cache variable is full it would do a table refresh to make all the other functions get called again since on the subsequent call they'll find the data they need in the cache.
Firstly:
VBA UDF performance is extremely sensitive to the way the UDF is coded:
see my series of posts about writing efficient VBA UDFs:
http://fastexcel.wordpress.com/2011/06/13/writing-efficient-vba-udfs-part-3-avoiding-the-vbe-refresh-bug/
http://fastexcel.wordpress.com/2011/05/25/writing-efficient-vba-udfs-part-1/
You should also consider using an Array UDF to return multiple results:
http://fastexcel.wordpress.com/2011/06/20/writing-efiicient-vba-udfs-part5-udf-array-formulas-go-faster/
Secondly:
The 12th post in this series outlines using the AfterCalculate event and a cache
http://fastexcel.wordpress.com/2012/12/05/writing-efficient-udfs-part-12-getting-used-range-fast-using-application-events-and-a-cache/
Basically the approach you would need is for the UDF to check the cache & if not current or available then add a request to the queue. Then use the after-calculation event to process the queue and if neccessary trigger another recalc.
Performing 100,000 SQL queries from an Excel spreadsheet seems like a poor design. Creating a cache'ing mechanism on top of these seems to compound the problem, making it more complicated than it probably needs to be. There are some circumstances where this might be appropriate, but I would consider other design approaches instead.
The most obvious is to take the data from the Excel spreadsheet and load it into a table in the database. Then use the database to do the processing on all the rows as once. The final step is to read the result back into Excel.
I find that the best way to get large numbers of rows from Excel into a database is to save the Excel file as csv and bulk insert them.
This approach may not work for your problem. In general, though, set-based approaches running in the database are going to perform much better.
As for the cach'ing mechanism, if you have to go down that route. I can imagine a function that has the following pseudo-code:
Check if input values are in cache.
If so, read values from cache.
Else do complex processing.
Load values in cache.
This logic could go in the function. As #Bulat suggests, though, it is probably better to add an additional caching layer around the function.
I have a need to generate a long select query of potentially thousands of where conditions like (table1.a = ? OR table1.a = ? OR ...) AND (table2.b = ? OR table2.b = ? ...) AND....
I initially started building a class to make this more bearable, but have since stopped to wonder if this will work well. This query is going to be hammering a table of potentially 10s of millions of rows joined with 2 more tables with thousands of rows.
A number of concerns are stemming from this:
1.) I wanted to use these statements to generate a temp view so I could easily transfer over existing code base, the point here is I want to filter data that I have down for analysis based on selected parameters in a GUI, so how poorly will a view do in this scenario?
2.) Can sqlite even parse a query with thousands of binds?
3.) Isn't there a framework that can make generating this query easier other than with string concatenation?
4.) Is the better solution to dump all of the WHERE variables into hash sets in memory and then just write a wrapper for my DB query object that gets next() until a query is encountered this satisfies all my conditions? My concern here is, the application generates graphs procedurally on scrolls, so waiting to draw while calling query.next() x 100,000 might cause an annoying delay? Ideally I don't want to have to wait on the next row that satisfies everything for more than 30ms at a time.
edit:
New issue, it came to my attention that sqlite3 is limited to 999 bind values(host parameters) at compile time.
So it seems as if the only way to accomplish what I had originally intended is to
1.) Generate the entire query via string concatenations(my biggest concern being, I don't know how slow parsing all the data inside sqlite3 will be)
or
2.) Do the blanket query method(select * from * where index > ? limit ?) and call next() until I hit what valid data in my compiled code(including updating index variable and re-querying repeatedly)
I did end up writing a wrapper around the QSqlQuery object that will walk a table using index > variable and limit to allow "walking" the table.
Consider dumping the joined results without filters (denormalized) into a flat file and index it with Fastbit, a bitmap index engine.