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I am currently working on a project which involves performing a lot of statistical calculations on many relatively small datasets. Some of these calculations are as simple as computing a moving average, while others involve slightly more work, like Spearman's Rho or Kendell's Tau calculations.
The datasets are essentially a series of arrays packed into a dictionary, whose keys relate to a document id in MongoDb that provides further information about the subset. Each array in the dictionary has no more than 100 values. The dictionaries, however, may be infinitely large. In all reality however, around 150 values are added each year to the dictionary.
I can use mapreduce to perform all of the necessary calculations. Alternately, I can use Celery and RabbitMQ on a distributed system, and perform the same calculations in python.
My question is this: which avenue is most recommended or best-practice?
Here is some additional information:
I have not benchmarked anything yet, as I am just starting the process of building the scripts to compute the metrics for each dataset.
Using a celery/rabbitmq distributed queue will likely increase the number of queries made against the Mongo database.
I do not envision the memory usage of either method being a concern, unless the number of simultaneous tasks is very large. The majority of the tasks themselves are merely taking an item within a dataset, loading it, doing a calculation, and then releasing it. So even if the amount of data in a dataset is very large, not all of it will be loaded into memory at one time. Thus, the limiting factor, in my mind, comes down to the speed at which mapreduce or a queued system can perform the calculations. Additionally, it is dependent upon the number of concurrent tasks.
Thanks for your help!
It's impossible to say without benchmarking for certain, but my intuition leans toward doing more calculations in Python rather than mapreduce. My main concern is that mapreduce is single-threaded: One MongoDB process can only run one Javascript function at a time. It can, however, serve thousands of queries simultaneously, so you can take advantage of that concurrency by querying MongoDB from multiple Python processes.
I am working on a long running Python program (a part of it is a Flask API, and the other realtime data fetcher).
Both my long running processes iterate, quite often (the API one might even do so hundreds of times a second) over large data sets (second by second observations of certain economic series, for example 1-5MB worth of data or even more). They also interpolate, compare and do calculations between series etc.
What techniques, for the sake of keeping my processes alive, can I practice when iterating / passing as parameters / processing these large data sets? For instance, should I use the gc module and collect manually?
UPDATE
I am originally a C/C++ developer and would have NO problem (and would even enjoy) writing parts in C++. I simply have 0 experience doing so. How do I get started?
Any advice would be appreciated.
Thanks!
Working with large datasets isn't necessarily going to cause memory complications. As long as you use sound approaches when you view and manipulate your data, you can typically make frugal use of memory.
There are two concepts you need to consider as you're building the models that process your data.
What is the smallest element of your data need access to to perform a given calculation? For example, you might have a 300GB text file filled with numbers. If you're looking to calculate the average of the numbers, read one number at a time to calculate a running average. In this example, the smallest element is a single number in the file, since that is the only element of our data set that we need to consider at any point in time.
How can you model your application such that you access these elements iteratively, one at a time, during that calculation? In our example, instead of reading the entire file at once, we'll read one number from the file at a time. With this approach, we use a tiny amount of memory, but can process an arbitrarily large data set. Instead of passing a reference to your dataset around in memory, pass a view of your dataset, which knows how to load specific elements from it on demand (which can be freed once worked with). This similar in principle to buffering and is the approach many iterators take (e.g., xrange, open's file object, etc.).
In general, the trick is understanding how to break your problem down into tiny, constant-sized pieces, and then stitching those pieces together one by one to calculate a result. You'll find these tenants of data processing go hand-in-hand with building applications that support massive parallelism, as well.
Looking towards gc is jumping the gun. You've provided only a high-level description of what you are working on, but from what you've said, there is no reason you need to complicate things by poking around in memory management yet. Depending on the type of analytics you are doing, consider investigating numpy which aims to lighten the burden of heavy statistical analysis.
Its hard to say without real look into your data/algo, but the following approaches seem to be universal:
Make sure you have no memory leaks, otherwise it would kill your program sooner or later. Use objgraph for it - great tool! Read the docs - it contains good examples of the types of memory leaks you can face at python program.
Avoid copying of data whenever possible. For example - if you need to work with part of the string or do string transformations - don't create temporary substring - use indexes and stay read-only as long as possible. It could make your code more complex and less "pythonic" but this is the cost for optimization.
Use gc carefully - it can make you process irresponsible for a while and at the same time add no value. Read the doc. Briefly: you should use gc directly only when there is real reason to do that, like Python interpreter being unable to free memory after allocating big temporary list of integers.
Seriously consider rewriting critical parts on C++. Start thinking about this unpleasant idea already now to be ready to do it when you data become bigger. Seriously, it usually ends this way. You can also give a try to Cython it could speed up the iteration itself.
I have a little C program that's continuously acquiring a stream of data and sending it via UDP, and in real time, to a different computer. The basic framework for what I originally set out to do has been laid. In addition, however, I'd like to visualize in real time the data that's being acquired. To that end, I was thinking of using Python and its various plotting libraries. My question is how difficult it would be to let Python have access to what is essentially a first in, first out circular buffer of my C program. For concreteness, let's assume there are 1024 samples in this buffer. Does the idea of "letting Python have a continuous peek at dynamic C array" even sound reasonable/possible? If not, what sort of plotting options are best suited to this problem?
Thanks.
You can quite easily listen to your UDP port with the standard socket module. Examples are available.
As a first step, your data could go in a simple Python list, as lists are optimized for appending data. Removing the first elements takes much more time, so you might want to only do this from time to time, and only plot, in the mean time, the last 1024 (or whatever) elements of the list.
Plotting can then conveniently be done with the famous Matplotlib plotting library: matplotlib.pyplot.plot(data_list). Since you want real time, you might find the animation examples useful.
If you need to optimize the data acquisition speed, you can have the (also famous) NumPy array-manipulation library directly interpret the data from the stream as an array of numbers (Matplotlib can plot such arrays), with the numpy.frombuffer() function.
It is possible, but not too simple.
You should inform yourself about the API and maybe have a look at some implementations.
If you have done so, you can maybe provide a function which not only gives you a peek at the raw array, but maybe even reassembles it into the right order and length (if it is a circular buffer). This might be very convenient as you nevertheless have to copy the data.
Background
I am working on a fairly computationally intensive project for a computational linguistics project, but the problem I have is quite general and hence I expect that a solution would be interesting to others as well.
Requirements
The key aspect of this particular program I must write is that it must:
Read through a large corpus (between 5G and 30G, and potentially larger stuff down the line)
Process the data on each line.
From this processed data, construct a large number of vectors (dimensionality of some of these vectors is > 4,000,000). Typically it is building hundreds of thousands of such vectors.
These vectors must all be saved to disk in some format or other.
Steps 1 and 2 are not hard to do efficiently: just use generators and have a data-analysis pipeline. The big problem is operation 3 (and by connection 4)
Parenthesis: Technical Details
In case the actual procedure for building vectors affects the solution:
For each line in the corpus, one or more vectors must have its basis weights updated.
If you think of them in terms of python lists, each line, when processed, updates one or more lists (creating them if needed) by incrementing the values of these lists at one or more indices by a value (which may differ based on the index).
Vectors do not depend on each other, nor does it matter which order the corpus lines are read in.
Attempted Solutions
There are three extrema when it comes to how to do this:
I could build all the vectors in memory. Then write them to disk.
I could build all the vectors directly on the disk, using shelf of pickle or some such library.
I could build the vectors in memory one at a time and writing it to disk, passing through the corpus once per vector.
All these options are fairly intractable. 1 just uses up all the system memory, and it panics and slows to a crawl. 2 is way too slow as IO operations aren't fast. 3 is possibly even slower than 2 for the same reasons.
Goals
A good solution would involve:
Building as much as possible in memory.
Once memory is full, dump everything to disk.
If bits are needed from disk again, recover them back into memory to add stuff to those vectors.
Go back to 1 until all vectors are built.
The problem is that I'm not really sure how to go about this. It seems somewhat unpythonic to worry about system attributes such as RAM, but I don't see how this sort of problem can be optimally solved without taking this into account. As a result, I don't really know how to get started on this sort of thing.
Question
Does anyone know how to go about solving this sort of problem? I python simply not the right language for this sort of thing? Or is there a simple solution to maximise how much is done from memory (within reason) while minimising how many times data must be read from the disk, or written to it?
Many thanks for your attention. I look forward to seeing what the bright minds of stackoverflow can throw my way.
Additional Details
The sort of machine this problem is run on usually has 20+ cores and ~70G of RAM. The problem can be parallelised (à la MapReduce) in that separate vectors for one entity can be built from segments of the corpus and then added to obtain the vector that would have been built from the whole corpus.
Part of the question involves determining a limit on how much can be built in memory before disk-writes need to occur. Does python offer any mechanism to determine how much RAM is available?
take a look at pytables. One of the advantages is you can work with very large amounts of data, stored on disk, as if it were in memory.
edit: Because the I/O performance will be a bottleneck (if not THE bottleneck), you will want to consider SSD technology: high I/O per second and virtually no seeking times. The size of your project is perfect for todays affordable SSD 'drives'.
A couple libraries come to mind which you might want to evaluate:
joblib - Makes parallel computation easy, and provides transparent disk-caching of output and lazy re-evaluation.
mrjob - Makes it easy to write Hadoop streaming jobs on Amazon Elastic MapReduce or your own Hadoop cluster.
Two ideas:
Use numpy arrays to represent vectors. They are much more memory-efficient, at the cost that they will force elements of the vector to be of the same type (all ints or all doubles...).
Do multiple passes, each with a different set of vectors. That is, choose first 1M vectors and do only the calculations involving them (you said they are independent, so I assume this is viable). Then another pass over all the data with second 1M vectors.
It seems you're on the edge of what you can do with your hardware. It would help if you could describe what hardware (mostly, RAM) is available to you for this task. If there are 100k vectors, each of them with 1M ints, this gives ~370GB. If multiple passes method is viable and you've got a machine with 16GB RAM, then it is about ~25 passes -- should be easy to parallelize if you've got a cluster.
Think about using an existing in-memory DB solution like Redis. The problem of switching to disk once RAM is gone and tricks to tweak this process should already be in place. Python client as well.
Moreover this solution could scale vertically without much effort.
You didn't mention either way, but if you're not, you should use NumPy arrays for your lists rather than native Python lists, which should help speed things up and reduce memory usage, as well as making whatever math you're doing faster and easier.
If you're at all familiar with C/C++, you might also look into Cython, which lets you write some or all of your code in C, which is much faster than Python, and integrates well with NumPy arrays. You might want to profile your code to find out which spots are taking the most time, and write those sections in C.
It's hard to say what the best approach will be, but of course any speedups you can make in critical parts of will help. Also keep in mind that once RAM is exhausted, your program will start running in virtual memory on disk, which will probably cause far more disk I/O activity than the program itself, so if you're concerned about disk I/O, your best bet is probably to make sure that the batch of data you're working on in memory doesn't get much greater than available RAM.
Use a database. That problem seems large enough that language choice (Python, Perl, Java, etc) won't make a difference. If each dimension of the vector is a column in the table, adding some indexes is probably a good idea. In any case this is a lot of data and won't process terribly quickly.
I'd suggest to do it this way:
1) Construct the easy pipeline you mentioned
2) Construct your vectors in memory and "flush" them into a DB. ( Redis and MongoDB are good candidates)
3) Determine how much memory this procedure consumes and parallelize accordingly ( or even better use a map/reduce approach, or a distributed task queue like celery)
Plus all the tips mentioned before (numPy etc..)
Hard to say exactly because there are a few details missing, eg. is this a dedicated box? Does the process run on several machines? Does the avail memory change?
In general I recommend not reimplementing the job of the operating system.
Note this next paragraph doesn't seem to apply since the whole file is read each time:
I'd test implementation three, giving it a healthy disk cache and see what happens. With plenty of cache performance might not be as bad as you'd expect.
You'll also want to cache expensive calculations that will be needed soon. In short, when an expensive operation is calculated that can be used again, you store it in a dictionary (or perhaps disk, memcached, etc), and then look there first before calculating again. The Django docs have a good introduction.
From another comment I infer that your corpus fits into the memory, and you have some cores to throw at the problem, so I would try this:
Find a method to have your corpus in memory. This might be a sort of ram disk with file system, or a database. No idea, which one is best for you.
Have a smallish shell script monitor ram usage, and spawn every second another process of the following, as long as there is x memory left (or, if you want to make things a bit more complex, y I/O bandwith to disk):
iterate through the corpus and build and write some vectors
in the end you can collect and combine all vectors, if needed (this would be the reduce part)
Split the corpus evenly in size between parallel jobs (one per core) - process in parallel, ignoring any incomplete line (or if you cannot tell if it is incomplete, ignore the first and last line of that each job processes).
That's the map part.
Use one job to merge the 20+ sets of vectors from each of the earlier jobs - That's the reduce step.
You stand to loose information from 2*N lines where N is the number of parallel processes, but you gain by not adding complicated logic to try and capture these lines for processing.
Many of the methods discussed by others on this page are very helpful, and I recommend that anyone else needing to solve this sort of problem look at them.
One of the crucial aspects of this problem is deciding when to stop building vectors (or whatever you're building) in memory and dump stuff to disk. This requires a (pythonesque) way of determining how much memory one has left.
It turns out that the psutil python module does just the trick.
For example say I want to have a while-loop that adds stuff to a Queue for other processes to deal with until my RAM is 80% full. The follow pseudocode will do the trick:
while (someCondition):
if psutil.phymem_usage().percent > 80.0:
dumpQueue(myQueue,somefile)
else:
addSomeStufftoQueue(myQueue,stuff)
This way you can have one process tracking memory usage and deciding that it's time to write to disk and free up some system memory (deciding which vectors to cache is a separate problem).
PS. Props to to Sean for suggesting this module.
I wrote a program that calls a function with the following prototype:
def Process(n):
# the function uses data that is stored as binary files on the hard drive and
# -- based on the value of 'n' -- scans it using functions from numpy & cython.
# the function creates new binary files and saves the results of the scan in them.
#
# I optimized the running time of the function as much as I could using numpy &
# cython, and at present it takes about 4hrs to complete one function run on
# a typical winXP desktop (three years old machine, 2GB memory etc).
My goal is to run this function exactly 10,000 times (for 10,000 different values of 'n') in the fastest & most economical way. following these runs, I will have 10,000 different binary files with the results of all the individual scans. note that every function 'run' is independent (meaning, there is no dependency whatsoever between the individual runs).
So the question is this. having only one PC at home, it is obvious that it will take me around 4.5 years (10,000 runs x 4hrs per run = 40,000 hrs ~= 4.5 years) to complete all runs at home. yet, I would like to have all the runs completed within a week or two.
I know the solution would involve accessing many computing resources at once. what is the best (fastest / most affordable, as my budget is limited) way to do so? must I buy a strong server (how much would it cost?) or can I have this run online? in such a case, is my propritary code gets exposed, by doing so?
in case it helps, every instance of 'Process()' only needs about 500MB of memory. thanks.
Check out PiCloud: http://www.picloud.com/
import cloud
cloud.call(function)
Maybe it's an easy solution.
Does Process access the data on the binary files directly or do you cache it in memory? Reducing the usage of I/O operations should help.
Also, isn't it possible to break Process into separate functions running in parallel? How is the data dependency inside the function?
Finally, you could give some cloud computing service like Amazon EC2 a try (don't forget to read this for tools), but it won't be cheap (EC2 starts at $0.085 per hour) - an alternative would be going to an university with a computer cluster (they are pretty common nowadays, but it will be easier if you know someone there).
Well, from your description, it sounds like things are IO bound... In which case parallelism (at least on one IO device) isn't going to help much.
Edit: I just realized that you were referring more to full cloud computing, rather than running multiple processes on one machine... My advice below still holds, though.... PyTables is quite nice for out-of-core calculations!
You mentioned that you're using numpy's mmap to access the data. Therefore, your execution time is likely to depend heavily on how your data is structured on the disc.
Memmapping can actually be quite slow in any situation where the physical hardware has to spend most of its time seeking (e.g. reading a slice along a plane of constant Z in a C-ordered 3D array). One way of mitigating this is to change the way your data is ordered to reduce the number of seeks required to access the parts you are most likely to need.
Another option that may help is compressing the data. If your process is extremely IO bound, you can actually get significant speedups by compressing the data on disk (and sometimes even in memory) and decompressing it on-the-fly before doing your calculation.
The good news is that there's a very flexible, numpy-oriented library that's already been put together to help you with both of these. Have a look at pytables.
I would be very surprised if tables.Expr doesn't significantly (~ 1 order of magnitude) outperform your out-of-core calculation using a memmapped array. See here for a nice, (though canned) example. From that example: