Category: Programming

  • Avoid loops in R! Really?

    It must have been around the year 2000, when I wrote my first snipped of SPLUS/R code. One thing I’ve learned back then:

    Loops are slow. Replace them with

    1. vectorized calculations or
    2. if vectorization is not possible, use sapply() et al.

    Since then, the R core team and the community has invested tons of time to improve R and also to make it faster. There are things like RCPP and parallel computing to speed up loops.

    But what still relatively few R users know: loops are not that slow anymore. We want to demonstrate this using two examples.

    Example 1: sqrt()

    We use three ways to calculate the square root of a vector of random numbers:

    1. Vectorized calculation. This will be the way to go because it is internally optimized in C.
    2. A loop. This must be super slow for large vectors.
    3. vapply() (as safe alternative to sapply).

    The three approaches are then compared via bench::mark() regarding their speed for different numbers n of vector lengths. The results are then compared first regarding absolute median times, and secondly (using an independent run), on a relative scale (1 is the vectorized approach).

    library(tidyverse)
    library(bench)
    
    # Calculate square root for each element in loop
    sqrt_loop <- function(x) {
      out <- numeric(length(x))
      for (i in seq_along(x)) {
        out[i] <- sqrt(x[i])
      }
      out
    }
    
    # Example
    sqrt_loop(1:4) # 1.000000 1.414214 1.732051 2.000000
    
    # Compare its performance with two alternatives
    sqrt_benchmark <- function(n) {
      x <- rexp(n)
      mark(
        vectorized = sqrt(x),
        loop = sqrt_loop(x),
        vapply = vapply(x, sqrt, FUN.VALUE = 0.0),
        # relative = TRUE
      )
    }
    
    # Combine results of multiple benchmarks and plot results
    multiple_benchmarks <- function(one_bench, N) {
      res <- vector("list", length(N))
      for (i in seq_along(N)) {
        res[[i]] <- one_bench(N[i]) %>% 
          mutate(n = N[i], expression = names(expression))
      }
      
      ggplot(bind_rows(res), aes(n, median, color = expression)) +
        geom_point(size = 3) +
        geom_line(size = 1) +
        scale_x_log10() +
        ggtitle(deparse1(substitute(one_bench))) +
        theme(legend.position = c(0.8, 0.15))
    }
    
    # Apply simulation
    multiple_benchmarks(sqrt_benchmark, N = 10^seq(3, 6, 0.25))

    Absolute timings

    Absolute median times on the “sqrt()” task

    Relative timings (using a second run)

    Relative median times of a separate run on the “sqrt()” task

    We see:

    • Run times increase quite linearly with vector size.
    • Vectorization is more than ten times faster than the naive loop.
    • Most strikingly, vapply() is much slower than the naive loop. Would you have thought this?

    Example 2: paste()

    For the second example, we use a less simple function, namely

    paste(“Number”, prettyNum(x, digits = 5))

    What will our three approaches (vectorized, naive loop, vapply) show on this task?

    pretty_paste <- function(x) {
      paste("Number", prettyNum(x, digits = 5))
    }
    
    # Example
    pretty_paste(pi) # "Number 3.1416"
    
    # Again, call pretty_paste() for each element in a loop
    paste_loop <- function(x) {
      out <- character(length(x))
      for (i in seq_along(x)) {
        out[i] <- pretty_paste(x[i])
      }
      out
    }
    
    # Compare its performance with two alternatives
    paste_benchmark <- function(n) {
      x <- rexp(n)
      mark(
        vectorized = pretty_paste(x),
        loop = paste_loop(x),
        vapply = vapply(x, pretty_paste, FUN.VALUE = ""),
        # relative = TRUE
      )
    }
    
    multiple_benchmarks(paste_benchmark, N = 10^seq(3, 5, 0.25))

    Absolute timings

    Absolute median times on the “paste()” task

    Relative timings (using a second run)

    Relative median times of a separate run on the “paste()” task
    • In contrast to the first example, vapply() is now as fast as the naive loop.
    • The time advantage of the vectorized approach is much less impressive. The loop takes in median only 50% longer.

    Conclusion

    1. Vectorization is fast and easy to read. If available, use this. No surprise.
    2. If you use vapply/sapply/lapply, do it for the style, not for the speed. In some cases, the loop will be faster. And, depending on the situation and the audience, a loop might actually be even easier to read.

    The code can be found on github.

    The runs have been made on a Windows 11 system with a four core Intel(R) Core(TM) i7-8650U CPU @ 1.90GHz processor.