madDiff - HenrikBengtsson/matrixStats GitHub Wiki

matrixStats: Benchmark report


madDiff() benchmarks

This report benchmark the performance of madDiff() against alternative methods.

Alternative methods

  • N/A

Data type "integer"

Data

> rvector <- function(n, mode = c("logical", "double", "integer"), range = c(-100, +100), na_prob = 0) {
+     mode <- match.arg(mode)
+     if (mode == "logical") {
+         x <- sample(c(FALSE, TRUE), size = n, replace = TRUE)
+     }     else {
+         x <- runif(n, min = range[1], max = range[2])
+     }
+     storage.mode(x) <- mode
+     if (na_prob > 0) 
+         x[sample(n, size = na_prob * n)] <- NA
+     x
+ }
> rvectors <- function(scale = 10, seed = 1, ...) {
+     set.seed(seed)
+     data <- list()
+     data[[1]] <- rvector(n = scale * 100, ...)
+     data[[2]] <- rvector(n = scale * 1000, ...)
+     data[[3]] <- rvector(n = scale * 10000, ...)
+     data[[4]] <- rvector(n = scale * 1e+05, ...)
+     data[[5]] <- rvector(n = scale * 1e+06, ...)
+     names(data) <- sprintf("n = %d", sapply(data, FUN = length))
+     data
+ }
> data <- rvectors(mode = mode)
> data <- data[1:4]

Results

n = 1000 vector

All elements

> x <- data[["n = 1000"]]
> stats <- microbenchmark(madDiff = madDiff(x), mad = mad(x), diff = diff(x), unit = "ms")

Table: Benchmarking of madDiff(), mad() and diff() on integer+n = 1000 data. The top panel shows times in milliseconds and the bottom panel shows relative times.

expr min lq mean median uq max
3 diff 0.013223 0.0155665 0.0172980 0.0175410 0.0183605 0.036315
1 madDiff 0.064234 0.0699125 0.0724065 0.0723895 0.0744940 0.094211
2 mad 0.082923 0.0861560 0.0895827 0.0884875 0.0894400 0.243823
expr min lq mean median uq max
3 diff 1.000000 1.000000 1.00000 1.000000 1.000000 1.000000
1 madDiff 4.857748 4.491215 4.18584 4.126874 4.057297 2.594272
2 mad 6.271119 5.534706 5.17880 5.044610 4.871327 6.714113

Figure: Benchmarking of madDiff(), mad() and diff() on integer+n = 1000 data. Outliers are displayed as crosses. Times are in milliseconds.

n = 10000 vector

All elements

> x <- data[["n = 10000"]]
> stats <- microbenchmark(madDiff = madDiff(x), mad = mad(x), diff = diff(x), unit = "ms")

Table: Benchmarking of madDiff(), mad() and diff() on integer+n = 10000 data. The top panel shows times in milliseconds and the bottom panel shows relative times.

expr min lq mean median uq max
3 diff 0.094262 0.1025480 0.1055194 0.1045160 0.106442 0.158033
1 madDiff 0.302049 0.3080060 0.3127393 0.3107785 0.314547 0.352371
2 mad 0.413185 0.4217135 0.4304797 0.4260205 0.431823 0.534026
expr min lq mean median uq max
3 diff 1.000000 1.000000 1.000000 1.000000 1.000000 1.000000
1 madDiff 3.204356 3.003530 2.963807 2.973502 2.955102 2.229731
2 mad 4.383368 4.112352 4.079624 4.076127 4.056885 3.379206

Figure: Benchmarking of madDiff(), mad() and diff() on integer+n = 10000 data. Outliers are displayed as crosses. Times are in milliseconds.

n = 100000 vector

All elements

> x <- data[["n = 100000"]]
> stats <- microbenchmark(madDiff = madDiff(x), mad = mad(x), diff = diff(x), unit = "ms")

Table: Benchmarking of madDiff(), mad() and diff() on integer+n = 100000 data. The top panel shows times in milliseconds and the bottom panel shows relative times.

expr min lq mean median uq max
3 diff 0.909217 0.9403125 3.663575 0.9966065 1.475936 245.250667
1 madDiff 2.428881 2.5457240 2.876464 2.5967320 3.291117 9.349433
2 mad 3.364384 3.5004400 3.890345 3.6280150 3.969575 14.719828
expr min lq mean median uq max
3 diff 1.000000 1.000000 1.0000000 1.000000 1.000000 1.0000000
1 madDiff 2.671399 2.707317 0.7851522 2.605574 2.229852 0.0381219
2 mad 3.700309 3.722635 1.0618985 3.640369 2.689532 0.0600195

Figure: Benchmarking of madDiff(), mad() and diff() on integer+n = 100000 data. Outliers are displayed as crosses. Times are in milliseconds.

n = 1000000 vector

All elements

> x <- data[["n = 1000000"]]
> stats <- microbenchmark(madDiff = madDiff(x), mad = mad(x), diff = diff(x), unit = "ms")

Table: Benchmarking of madDiff(), mad() and diff() on integer+n = 1000000 data. The top panel shows times in milliseconds and the bottom panel shows relative times.

expr min lq mean median uq max
3 diff 9.392514 9.910151 12.87988 10.90928 16.40246 24.23485
1 madDiff 28.923195 29.745172 33.53503 30.83414 37.18410 53.47256
2 mad 34.370533 35.100619 44.81935 42.43200 43.50615 290.14681
expr min lq mean median uq max
3 diff 1.000000 1.000000 1.000000 1.000000 1.000000 1.000000
1 madDiff 3.079388 3.001485 2.603675 2.826413 2.266983 2.206432
2 mad 3.659354 3.541885 3.479796 3.889531 2.652416 11.972294

Figure: Benchmarking of madDiff(), mad() and diff() on integer+n = 1000000 data. Outliers are displayed as crosses. Times are in milliseconds.

Data type "double"

Data

> rvector <- function(n, mode = c("logical", "double", "integer"), range = c(-100, +100), na_prob = 0) {
+     mode <- match.arg(mode)
+     if (mode == "logical") {
+         x <- sample(c(FALSE, TRUE), size = n, replace = TRUE)
+     }     else {
+         x <- runif(n, min = range[1], max = range[2])
+     }
+     storage.mode(x) <- mode
+     if (na_prob > 0) 
+         x[sample(n, size = na_prob * n)] <- NA
+     x
+ }
> rvectors <- function(scale = 10, seed = 1, ...) {
+     set.seed(seed)
+     data <- list()
+     data[[1]] <- rvector(n = scale * 100, ...)
+     data[[2]] <- rvector(n = scale * 1000, ...)
+     data[[3]] <- rvector(n = scale * 10000, ...)
+     data[[4]] <- rvector(n = scale * 1e+05, ...)
+     data[[5]] <- rvector(n = scale * 1e+06, ...)
+     names(data) <- sprintf("n = %d", sapply(data, FUN = length))
+     data
+ }
> data <- rvectors(mode = mode)
> data <- data[1:4]

Results

n = 1000 vector

All elements

> x <- data[["n = 1000"]]
> stats <- microbenchmark(madDiff = madDiff(x), mad = mad(x), diff = diff(x), unit = "ms")

Table: Benchmarking of madDiff(), mad() and diff() on double+n = 1000 data. The top panel shows times in milliseconds and the bottom panel shows relative times.

expr min lq mean median uq max
3 diff 0.011542 0.0126775 0.0135488 0.0134575 0.0140570 0.026035
1 madDiff 0.084308 0.0853555 0.0871661 0.0866470 0.0880385 0.106187
2 mad 0.091454 0.0931040 0.0955540 0.0938460 0.0950685 0.211817
expr min lq mean median uq max
3 diff 1.000000 1.000000 1.000000 1.000000 1.000000 1.000000
1 madDiff 7.304453 6.732834 6.433509 6.438566 6.262965 4.078625
2 mad 7.923583 7.344035 7.052603 6.973509 6.763072 8.135856

Figure: Benchmarking of madDiff(), mad() and diff() on double+n = 1000 data. Outliers are displayed as crosses. Times are in milliseconds.

n = 10000 vector

All elements

> x <- data[["n = 10000"]]
> stats <- microbenchmark(madDiff = madDiff(x), mad = mad(x), diff = diff(x), unit = "ms")

Table: Benchmarking of madDiff(), mad() and diff() on double+n = 10000 data. The top panel shows times in milliseconds and the bottom panel shows relative times.

expr min lq mean median uq max
3 diff 0.054165 0.0665120 0.0836105 0.0679370 0.071182 0.182388
2 mad 0.454486 0.4621760 0.4938613 0.4683055 0.489220 0.634110
1 madDiff 0.509943 0.5244515 0.5622894 0.5309720 0.555209 0.696625
expr min lq mean median uq max
3 diff 1.000000 1.000000 1.000000 1.000000 1.000000 1.000000
2 mad 8.390769 6.948761 5.906690 6.893232 6.872805 3.476709
1 madDiff 9.414622 7.885066 6.725106 7.815653 7.799851 3.819467

Figure: Benchmarking of madDiff(), mad() and diff() on double+n = 10000 data. Outliers are displayed as crosses. Times are in milliseconds.

n = 100000 vector

All elements

> x <- data[["n = 100000"]]
> stats <- microbenchmark(madDiff = madDiff(x), mad = mad(x), diff = diff(x), unit = "ms")

Table: Benchmarking of madDiff(), mad() and diff() on double+n = 100000 data. The top panel shows times in milliseconds and the bottom panel shows relative times.

expr min lq mean median uq max
3 diff 0.499849 0.530051 0.8593856 0.556828 0.5969075 6.907790
1 madDiff 3.395983 3.496602 3.6983341 3.573189 3.6917735 9.207087
2 mad 4.347775 4.518637 4.8528171 4.596398 4.8296455 10.655482
expr min lq mean median uq max
3 diff 1.000000 1.000000 1.000000 1.000000 1.000000 1.000000
1 madDiff 6.794018 6.596726 4.303463 6.417043 6.184833 1.332856
2 mad 8.698177 8.524911 5.646845 8.254610 8.091112 1.542531

Figure: Benchmarking of madDiff(), mad() and diff() on double+n = 100000 data. Outliers are displayed as crosses. Times are in milliseconds.

n = 1000000 vector

All elements

> x <- data[["n = 1000000"]]
> stats <- microbenchmark(madDiff = madDiff(x), mad = mad(x), diff = diff(x), unit = "ms")

Table: Benchmarking of madDiff(), mad() and diff() on double+n = 1000000 data. The top panel shows times in milliseconds and the bottom panel shows relative times.

expr min lq mean median uq max
3 diff 5.976937 6.835599 12.88865 9.304882 12.65240 253.96754
2 mad 36.488619 37.669303 47.69525 40.762867 47.01094 299.75383
1 madDiff 36.473325 39.167698 44.67975 45.859020 48.35748 61.25575
expr min lq mean median uq max
3 diff 1.000000 1.000000 1.000000 1.000000 1.000000 1.0000000
2 mad 6.104903 5.510753 3.700562 4.380804 3.715573 1.1802840
1 madDiff 6.102344 5.729958 3.466596 4.928490 3.821999 0.2411952

Figure: Benchmarking of madDiff(), mad() and diff() on double+n = 1000000 data. Outliers are displayed as crosses. Times are in milliseconds.

Appendix

Session information

R version 3.6.1 Patched (2019-08-27 r77078)
Platform: x86_64-pc-linux-gnu (64-bit)
Running under: Ubuntu 18.04.3 LTS

Matrix products: default
BLAS:   /home/hb/software/R-devel/R-3-6-branch/lib/R/lib/libRblas.so
LAPACK: /home/hb/software/R-devel/R-3-6-branch/lib/R/lib/libRlapack.so

locale:
 [1] LC_CTYPE=en_US.UTF-8       LC_NUMERIC=C              
 [3] LC_TIME=en_US.UTF-8        LC_COLLATE=en_US.UTF-8    
 [5] LC_MONETARY=en_US.UTF-8    LC_MESSAGES=en_US.UTF-8   
 [7] LC_PAPER=en_US.UTF-8       LC_NAME=C                 
 [9] LC_ADDRESS=C               LC_TELEPHONE=C            
[11] LC_MEASUREMENT=en_US.UTF-8 LC_IDENTIFICATION=C       

attached base packages:
[1] stats     graphics  grDevices utils     datasets  methods   base     

other attached packages:
[1] microbenchmark_1.4-6    matrixStats_0.55.0-9000 ggplot2_3.2.1          
[4] knitr_1.24              R.devices_2.16.0        R.utils_2.9.0          
[7] R.oo_1.22.0             R.methodsS3_1.7.1       history_0.0.0-9002     

loaded via a namespace (and not attached):
 [1] Biobase_2.45.0       bit64_0.9-7          splines_3.6.1       
 [4] network_1.15         assertthat_0.2.1     highr_0.8           
 [7] stats4_3.6.1         blob_1.2.0           robustbase_0.93-5   
[10] pillar_1.4.2         RSQLite_2.1.2        backports_1.1.4     
[13] lattice_0.20-38      glue_1.3.1           digest_0.6.20       
[16] colorspace_1.4-1     sandwich_2.5-1       Matrix_1.2-17       
[19] XML_3.98-1.20        lpSolve_5.6.13.3     pkgconfig_2.0.2     
[22] genefilter_1.66.0    purrr_0.3.2          ergm_3.10.4         
[25] xtable_1.8-4         mvtnorm_1.0-11       scales_1.0.0        
[28] tibble_2.1.3         annotate_1.62.0      IRanges_2.18.2      
[31] TH.data_1.0-10       withr_2.1.2          BiocGenerics_0.30.0 
[34] lazyeval_0.2.2       mime_0.7             survival_2.44-1.1   
[37] magrittr_1.5         crayon_1.3.4         statnet.common_4.3.0
[40] memoise_1.1.0        laeken_0.5.0         R.cache_0.13.0      
[43] MASS_7.3-51.4        R.rsp_0.43.1         tools_3.6.1         
[46] multcomp_1.4-10      S4Vectors_0.22.1     trust_0.1-7         
[49] munsell_0.5.0        AnnotationDbi_1.46.1 compiler_3.6.1      
[52] rlang_0.4.0          grid_3.6.1           RCurl_1.95-4.12     
[55] cwhmisc_6.6          rappdirs_0.3.1       labeling_0.3        
[58] bitops_1.0-6         base64enc_0.1-3      boot_1.3-23         
[61] gtable_0.3.0         codetools_0.2-16     DBI_1.0.0           
[64] markdown_1.1         R6_2.4.0             zoo_1.8-6           
[67] dplyr_0.8.3          bit_1.1-14           zeallot_0.1.0       
[70] parallel_3.6.1       Rcpp_1.0.2           vctrs_0.2.0         
[73] DEoptimR_1.0-8       tidyselect_0.2.5     xfun_0.9            
[76] coda_0.19-3         

Total processing time was 29.77 secs.

Reproducibility

To reproduce this report, do:

html <- matrixStats:::benchmark('madDiff')

Copyright Henrik Bengtsson. Last updated on 2019-09-10 21:03:58 (-0700 UTC). Powered by RSP.

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