Memory problems for multiple large arrays - python

I'm trying to do some calculations on over 1000 (100, 100, 1000) arrays. But as I could imagine, it doesn't take more than about 150-200 arrays before my memory is used up, and it all fails (at least with my current code).
This is what I currently have now:
import numpy as np
toxicity_data_path = open("data/toxicity.txt", "r")
toxicity_data = np.array(toxicity_data_path.read().split("\n"), dtype=int)
patients = range(1, 1000, 1)
The above is just a list of 1's and 0's (indicating toxicity or not) for each array (in this case one array is data for one patient). So in this case roughly 1000 patients.
I then create two lists from the above code so I have one list with patients having toxicity and one where they have not.
patients_no_tox = [i for i, e in enumerate(toxicity_data.astype(np.str)) if e in set("0")]
patients_with_tox = [i for i, e in enumerate(toxicity_data.astype(np.str)) if e in set("1")]
I then write this function, which takes an already saved-to-disk array ((100, 100, 1000)) for each patient, and then remove some indexes (which is also loaded from a saved file) on each array that will not work later on, or just needs to be removed. So it is essential to do so. The result is a final list of all patients and their 3D arrays of data. This is where things start to eat memory, when the function is used in the list comprehension.
def log_likely_list(patient, remove_index_list):
array_data = np.load("data/{}/array.npy".format(patient)).ravel()
return np.delete(array_data, remove_index_list)
remove_index_list = np.load("data/remove_index_list.npy")
final_list = [log_likely_list(patient, remove_index_list) for patient in patients]
Next step is to create two lists that I need for my calculations. I take the final list, with all the patients, and remove either patients that have toxicity or not, respectively.
patients_no_tox_list = np.column_stack(np.delete(final_list, patients_with_tox, 0))
patients_with_tox_list = np.column_stack(np.delete(final_list, patients_no_tox, 0))
The last piece of the puzzle is to use these two lists in the following equation, where I put the non-tox list into the right side of the equation, and with tox on the left side. It then sums up for all 1000 patients for each individual index in the 3D array of all patients, i.e. same index in each 3D array/patient, and then I end up with a large list of values pretty much.
log_likely = np.sum(np.log(patients_with_tox_list), axis=1) +
np.sum(np.log(1 - patients_no_tox_list), axis=1)
My problem, as stated is, that when I get around 150-200 (in the patients range) my memory is used, and it shuts down.
I have obviously tried to save stuff on the disk to load (that's why I load so many files), but that didn't help me much. I'm thinking maybe I could go one array at a time and into the log_likely function, but in the end, before summing, I would probably just have just as large an array, plus, the computation might be a lot slower if I can't use the numpy sum feature and such.
So is there any way I could optimize/improve on this, or is the only way to but a hell of lot more RAM ?

Each time you use a list comprehension, you create a new copy of the data in memory. So this line:
final_list = [log_likely_list(patient, remove_index_list) for patient in patients]
contains the complete data for all 1000 patients!
The better choice is to utilize generator expressions, which process items one at a time. To form a generator, surround your for...in...: expression with parentheses instead of brackets. This might look something like:
with_tox_data = (log_likely_list(patient, remove_index_list) for patient in patients_with_tox)
with_tox_log = (np.log(data, axis=1) for data in with_tox_data)
no_tox_data = (log_likely_list(patient, remove_index_list) for patient in patients_no_tox)
no_tox_log = (np.log(1 - data, axis=1) for data in no_tox_data)
final_data = itertools.chain(with_tox_log, no_tox_log)
Note that no computations have actually been performed yet: generators don't do anything until you iterate over them. The fastest way to aggregate all the results in this case is to use reduce:
log_likely = functools.reduce(np.add, final_data)

Related

Optimizing random sampling for scaling permutations

I have a two-fold problem here.
1) My initial problem, which was trying to improve the computational time on my algorithm
2) My next problem, which is one of my 'improvements' appears to consume over 500G RAM memory and I don't really know why.
I've been writing a permutation for a bioinformatics pipeline. Basically, the algorithm starts off sampling 1000 null variants for each variant I have. If a certain condition is not met, the algorithm repeats the sampling with 10000 nulls this time. If the condition is not met again, this up-scales to 100000, and then 1000000 nulls per variant.
I've done everything I can think of to optimize this, and at this point I'm stumped for improvements. I have this gnarly looking comprehension:
output_names_df, output_p_values_df = map(list, zip(*[random_sampling_for_variant(variant, options_tables, variant_to_bins, num_permutations, use_num) for variant in variant_list]))
Basically all this is doing is calling my random_sampling_for_variants function on each variant in my variant list, and throwing the two outputs from that function into a list of lists (so, I end up with two lists of lists, output_names_df, and output_p_values_df). I then turn these list of lists back into DataFrames, rename the columns, and do whatever I need with them. The function being called looks like:
def random_sampling_for_variant(variant, options_tables, variant_to_bins, num_permutations, use_num):
"""
Inner function to permute_null_variants_single
equivalent to permutation for 1 variant
"""
#Get nulls that are in the same bin as our variant
permuted_null_variant_table = options_tables.get_group(variant_to_bins[variant])
#If number of permutations > number of nulls, sample with replacement
if num_permutations >= len(permuted_null_variant_table):
replace = True
else:
replace = False
#Select rows for permutation, then add as columns to our temporary dfs
picked_indices = permuted_null_variant_table.sample(n=num_permutations, replace=replace)
temp_names_df = picked_indices['variant'].values[:use_num]
temp_p_values_df = picked_indices['GWAS_p_value'].values
return(temp_names_df, temp_p_values_df)
When defining permuted_null_variant_table, I'm just querying a pre-defined grouped up DataFrame to determine the appropriate null table to sample from. I found this to be faster than trying to determine the appropriate nulls to sample from on the fly. The logic that follows in there determines whether I need to sample with or without replacement, and it takes hardly any time at all. Defining picked_indices is where the random sampling is actually being done. temp_names_df and temp_p_values_df get the values that I want out of the null table, and then I send my returns out of the function.
The problem here is that the above doesn't scale very well. For 1000 permutations, the above lines of code take ~254 seconds on 7725 variants. For 10,000 permutations, ~333 seconds. For 100,000 permutations, ~720 seconds. For 1,000,000 permutations, which is the upper boundary I'd like to get to, my process got killed because it was apparently going to take up more RAM than the cluster had.
I'm stumped on how to proceed. I've turned all by ints into 8bit-uint, I've turned all my floats into 16bit-floats. I've dropped columns that I don't need where I don't need them, so I'm only ever sampling from tables with the columns I need. Initially I had the comprehension in the form of a loop, but the computational time on the comprehension is 3/5th that of the loop. Any feedback is appreciated.

Creating variable number of variables in python

I am trying to create a variable number of variables (arrays) in python.
I have a database from experiments and I am extracting data from it. I do not have control over the database or how data is written. I am extracting data in the form of a table - first (or zeroth column from python's perspective) has location ids and subsequent columns have readings over several iterations. Location ids (in 0th col) span over million of rows, and so the readings of the iterations are captured in subsequent columns. So I read over the database and create this giant table.
In the next step, I loop over columns index 1 to n (0th col has locations) and I am trying to get this - if the difference in 2 readings is more than 0.001, then write the location id to an array.
if ( (A[i][j+1] - A[i][j]) > 0.001): #1<=j<=n, 0<=i<=max rows in the table
then write A[i][0] i.e. location id to an array, arr1[m][n] = A[i][0]
Problem: It is creating dynamic number of variables like arr1. I am storing the result of each loop iteration in an array and the number of column j's are known only during runtime. So how can I create variable number of variables like arr1? Secondly, each of these variables like arr1 can have different size.
I took a look at similar questions, but multi-dimension arrays won't work as each arr1 can have different size. Also, performance is important, so I am guessing numpy arrays would be better. I am guessing that dictionary would be slow in performance for such a huge data.
I didn't understand much from your explanation of the problem, but from what you wrote it sounds like a normal list would do the job:
arr1 = []
if (your condition here):
arr1.append(A[i][0])
memory management is dynamic, i.e. it allocates new memory as needed and afterwards if you need a numpy array just make numpy_array = np.asarray(arr1).
A (very) small primer on lists in python:
A list in python is a mutable container that stores references to objects of any kind. Unlike C++, in a python list your items can be anything and you don't have to specify the list size when you define it.
In the example above, arr1 is initially defined as empty and every time you call arr1.append() a new reference to A[i][0] is pushed at the end of the list.
For example:
a = []
a.append(1)
a.append('a string')
b = {'dict_key':'my value'}
a.append(b)
print(a)
displays:
[1, 'a string', {'dict_key': 'my value'}]
As you can see, the list doesn't really care what you append, it will store a reference to the item and increase its size of 1.
I strongly suggest you to take a look at the daa structures documentation for further insight on how lists work and some of their caveats.
I took a look at similar questions, but multi dimension arrays won't work as each arr1 can have different size.
-- but a list of arrays will work, because items in a list can be anything, including arrays of different sizes.

Most orthodox way of splitting matrix and list in Python

If I have ratios to split a dataset into training, validation, and test sets, what is the most orthodox and elegant way of doing this in Python?
For instance, I split my data into 60% training, 20% testing, and 20% validation. I have 1000 rows of data with 10 features each, and a label vector of size 1000. The training set matrix should be of size (600, 10), and so on.
If I create new matrices of features and lists of labels, it wouldn't be memory efficient right? Lets say I did something like this:
TRAIN_PORTION = int(datasetSize * tr)
VALIDATION_PORTION = int(datasetSize * va)
# Whatever is left will be for testing
TEST_PORTION = datasetSize - TRAIN_PORTION - VALIDATION_PORTION
trainingSet = dataSet[0, TRAIN_PORTION:]
validationSet = dataSet[TRAIN_PORTION,
TRAIN_PORTION + VALIDATIONPORTION:]
testSet = dataset[TRAIN_PORTION+VALIATION_PORTION, datasetSize:]
That would leave me with the double amount of used memory, right?
Sorry for the incorrect Python syntax, and thank you for any help.
That's correct: you will double the memory usage that way. To avoid doubling the memory usage, you need to do one of two things:
Release the memory from one sub-matrix before you create the next; this reduces your memory high-water mark to 1.6x the main matrix;
Write your processing routines to stop at the proper row, always working on the original matrix.
You can achieve the first one by passing list slices to your processing routines, such as
model_test(data_set[:TRAIN_PORTION])
Remember, when you refer to a slice, the interpreter will build a temporary object that results from the given limits.
RESPONSE TO OP COMMENT
The reference I gave you does create a new list. To avoid using more memory, pass the entire list and the desired limits, such as
process_function(data_set, 0, TRAIN_PORTION)
process_function(data_set, TRAIN_PORTION,
TRAIN_PORTION + VALIDATION_PORTION)
process_function(data_set,
TRAIN_PORTION + VALIDATION_PORTION,
len(data_set))
If you want to do this with just list slices, then please explain where you're having trouble, and why the various pieces of documentation and the tutorials aren't satisfying your needs.
If you would use numpy-arrays (your code actually looks like that), it's possible to use views (memory is shared). It's not always easy to understand which operation results in a view and which does not. Here are some hints.
Short example:
import numpy as np
a = np.random.normal(size=(1000, 10))
b = a[:600]
print (b.flags['OWNDATA'])
# False
print(b[3,2])
# 0.373994992467 (some random-val)
a[3,2] = 88888888
print(b[3,2])
# 88888888.0
print(a.shape)
# (1000, 10)
print(b.shape)
# (600, 10)
This will probably allow you to do some in-place shuffle at the beginning and then use those linear-segments of your data to obtain views of train, val, test.

Python v-stacking in a loop

I was going through an example in this computer-vision book and was a bit surprised by the code:
descr = []
descr.append(sift.read_features_from_file(featurefiles[0])[1])
descriptors = descr[0] #stack all features for k-means
for i in arange(1,nbr_images):
descr.append(sift.read_features_from_file(featurefiles[i])[1])
descriptors = vstack((descriptors,descr[i]))
To me it looks like this is copying the array over and over again and a more efficient implementation would be:
descr = []
descr.append(sift.read_features_from_file(featurefiles[0])[1])
for i in arange(1,nbr_images):
descr.append(sift.read_features_from_file(featurefiles[i])[1])
descriptors = vstack((descr))
Or am I missing something here and the two codes are not identical. I ran a small test:
print("ATTENTION")
print(descriptors.shape)
print("ATTENTION")
print(descriptors[1:10])
And it seems the list is different?
You're absolutely right - repeatedly concatenating numpy arrays inside a loop is extremely inefficient. Concatenation always generates a copy, which becomes more and more costly as your array gets bigger and bigger inside the loop.
Instead, do one of two things:
As you have done, store the intermediate values in a regular Python list and convert this to a numpy array outside the loop. Appending to a list is O(1), whereas concatenating np.ndarrays is O(n+k).
If you know how large the final array will be ahead of time, you can pre-allocate it and then fill in the rows inside your for loop, e.g.:
descr = np.empty((nbr_images, nbr_features), dtype=my_dtype)
for i in range(nbr_image):
descr[i] = sift.read_features_from_file(featurefiles[i])[1]
Another variant would be to use np.fromiter to lazily generate the array from an iterable object, for example in this recent question.

Best way to create a NumPy array from a dictionary?

I'm just starting with NumPy so I may be missing some core concepts...
What's the best way to create a NumPy array from a dictionary whose values are lists?
Something like this:
d = { 1: [10,20,30] , 2: [50,60], 3: [100,200,300,400,500] }
Should turn into something like:
data = [
[10,20,30,?,?],
[50,60,?,?,?],
[100,200,300,400,500]
]
I'm going to do some basic statistics on each row, eg:
deviations = numpy.std(data, axis=1)
Questions:
What's the best / most efficient way to create the numpy.array from the dictionary? The dictionary is large; a couple of million keys, each with ~20 items.
The number of values for each 'row' are different. If I understand correctly numpy wants uniform size, so what do I fill in for the missing items to make std() happy?
Update: One thing I forgot to mention - while the python techniques are reasonable (eg. looping over a few million items is fast), it's constrained to a single CPU. Numpy operations scale nicely to the hardware and hit all the CPUs, so they're attractive.
You don't need to create numpy arrays to call numpy.std().
You can call numpy.std() in a loop over all the values of your dictionary. The list will be converted to a numpy array on the fly to compute the standard variation.
The downside of this method is that the main loop will be in python and not in C. But I guess this should be fast enough: you will still compute std at C speed, and you will save a lot of memory as you won't have to store 0 values where you have variable size arrays.
If you want to further optimize this, you can store your values into a list of numpy arrays, so that you do the python list -> numpy array conversion only once.
if you find that this is still too slow, try to use psycho to optimize the python loop.
if this is still too slow, try using Cython together with the numpy module. This Tutorial claims impressive speed improvements for image processing. Or simply program the whole std function in Cython (see this for benchmarks and examples with sum function )
An alternative to Cython would be to use SWIG with numpy.i.
if you want to use only numpy and have everything computed at C level, try grouping all the records of same size together in different arrays and call numpy.std() on each of them. It should look like the following example.
example with O(N) complexity:
import numpy
list_size_1 = []
list_size_2 = []
for row in data.itervalues():
if len(row) == 1:
list_size_1.append(row)
elif len(row) == 2:
list_size_2.append(row)
list_size_1 = numpy.array(list_size_1)
list_size_2 = numpy.array(list_size_2)
std_1 = numpy.std(list_size_1, axis = 1)
std_2 = numpy.std(list_size_2, axis = 1)
While there are already some pretty reasonable ideas present here, I believe following is worth mentioning.
Filling missing data with any default value would spoil the statistical characteristics (std, etc). Evidently that's why Mapad proposed the nice trick with grouping same sized records.
The problem with it (assuming there isn't any a priori data on records lengths is at hand) is that it involves even more computations than the straightforward solution:
at least O(N*logN) 'len' calls and comparisons for sorting with an effective algorithm
O(N) checks on the second way through the list to obtain groups(their beginning and end indexes on the 'vertical' axis)
Using Psyco is a good idea (it's strikingly easy to use, so be sure to give it a try).
It seems that the optimal way is to take the strategy described by Mapad in bullet #1, but with a modification - not to generate the whole list, but iterate through the dictionary converting each row into numpy.array and performing required computations. Like this:
for row in data.itervalues():
np_row = numpy.array(row)
this_row_std = numpy.std(np_row)
# compute any other statistic descriptors needed and then save to some list
In any case a few million loops in python won't take as long as one might expect. Besides this doesn't look like a routine computation, so who cares if it takes extra second/minute if it is run once in a while or even just once.
A generalized variant of what was suggested by Mapad:
from numpy import array, mean, std
def get_statistical_descriptors(a):
if ax = len(shape(a))-1
functions = [mean, std]
return f(a, axis = ax) for f in functions
def process_long_list_stats(data):
import numpy
groups = {}
for key, row in data.iteritems():
size = len(row)
try:
groups[size].append(key)
except KeyError:
groups[size] = ([key])
results = []
for gr_keys in groups.itervalues():
gr_rows = numpy.array([data[k] for k in gr_keys])
stats = get_statistical_descriptors(gr_rows)
results.extend( zip(gr_keys, zip(*stats)) )
return dict(results)
numpy dictionary
You can use a structured array to preserve the ability to address a numpy object by a key, like a dictionary.
import numpy as np
dd = {'a':1,'b':2,'c':3}
dtype = eval('[' + ','.join(["('%s', float)" % key for key in dd.keys()]) + ']')
values = [tuple(dd.values())]
numpy_dict = np.array(values, dtype=dtype)
numpy_dict['c']
will now output
array([ 3.])

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