加速并行处理计算的Mann-Kendall检验在R中一个巨大的数据集

问题描述 投票:0回答:2

假设有在为众多世界点的月度时间步长的大型数据集的气候数据。然后数据集被成形为所述类型的data.frame

LON,纬度,data_month_1_yr_1,...,data_month_12_yr_100

例:

set.seed(123)
data<- data.frame(cbind(runif(10000,-180,180), runif(10000,-90,90))
, replicate(1200, runif(10000,0,150)))

我想在trend::mk.test执行曼 - 肯德尔测试(usingdata.frame)在月度时间序列各空间点的,并得到了主要统计数据。为了加快这个很长的过程中,我并行我的代码,写了类似如下:

coords<-data[,1:2] #get the coordinates out of the initial dataset
names(coords)<-c("lon","lat") 
data_t<- as.data.frame(t(data[,3:1202])) #each column is now the time series associated to a point
data_t$month<-rep(seq(1,12,1),100) # month index as last column of the data frame
# start the parallel processing

library(foreach)
library(doParallel)

cores=detectCores() #count cores
cl <- makeCluster(cores[1]-1) #take all the cores minus 1 not to overload the pc
registerDoParallel(cl)

mk_out<- foreach(m=1:12, .combine = rbind) %:%
         foreach (a =1:10000, .combine = rbind) %dopar% {

           data_m<-data_t[which(data_t$month==m),]
           library(trend) #need to load this all the times otherwise I get an error (don't know why)
           test<-mk.test(data_m[,a])
           mk_out_temp <- data.frame("lon"=coords[a,1],
                                     "lat"=coords[a,2],
                                     "p.value" = as.numeric(test$p.value),
                                     "z_stat" = as.numeric(test$statistic),
                                     "tau" = as.numeric(test$estimates[3]),
                                     "month"= as.numeric(m))
           mk_out_temp
}
stopCluster(cl)

head(mk_out)
         lon       lat    p.value     z_stat         tau month
1  -76.47209 -34.09350 0.57759040 -0.5569078 -0.03797980     1
2  103.78985 -31.58639 0.64436238  0.4616081  0.03151515     1
3  -32.76831  66.64575 0.11793238  1.5635113  0.10626263     1
4  137.88627 -30.83872 0.79096910  0.2650524  0.01818182     1
5  158.56822 -67.37378 0.09595919 -1.6647673 -0.11313131     1
6 -163.59966 -25.88014 0.82325630  0.2233588  0.01535354     1

这将运行得很好,给了我正是我以后有什么:一个矩阵报告的坐标和月的每个组合将M-K统计。虽然过程并行,然而,计算仍需要一个相当长的时间。

有没有一种方法,以加快这一进程?任何房间使用从applyfamily的功能呢?

r parallel-processing
2个回答
1
投票

你注意,你已经能解决问题。是获得使用以下步骤之一:

1:必需的对象复制到使用.packages.export的foreach循环。这保证了试图访问同一存储时,每个实例也不会发生冲突。

2:利用高性能的库,如tidyverse的data.table执行子集和计算。

后者是一个比较复杂一点,但产生了巨大的推动表现在我的小微型笔记本电脑。 (执行所有的计算我大致1.5分钟的整个数据集。)

下面是我添加的代码。此外,i替换的foreach与来自并行包单个parLapply功能。

set.seed(123)
data<- data.frame(cbind(runif(10000,-180,180), runif(10000,-90,90))
                  , replicate(1200, runif(10000,0,150)))

coords<-data[,1:2] #get the coordinates out of the initial dataset
names(coords)<-c("lon","lat") 
data_t<- as.data.frame(t(data[,3:1202])) #each column is now the time series associated to a point
data_t$month<-rep(seq(1,12,1),100) # month index as last column of the data frame
# start the parallel processing

library(data.table)
library(parallel)
library(trend)
setDT(data_t)
setDT(coords)
cores=detectCores() #count cores
cl <- makeCluster(cores[1]-1) #take all the cores minus 1 not to overload the pc

#user  system elapsed 
#17.80   35.12   98.72
system.time({
  test <- data_t[,parLapply(cl, 
                            .SD, function(x){
                              (
                                unlist(
                                  trend::mk.test(x)[c("p.value","statistic","estimates")]
                                )
                               )
                              }
                            ), by = month] #Perform the calculations across each month
  #create a column that indicates what each row is measuring
  rows <- rep(c("p.value","statistic.z","estimates.S","estimates.var","estimates.tau"),12)

  final_tests <- dcast( #Cast the melted structure to a nice form
                      melt(cbind(test,rowname = rows), #Melt the data for a better structure
                        id.vars = c("rowname","month"), #Grouping variables
                        measure.vars = paste0("V",seq.int(1,10000))), #variable names
                      month + variable ~ rowname, #LHS groups the data along rows, RHS decides the value columns
                      value.var = "value", #Which column contain values? 
                      drop = TRUE) #should we drop unused columns? (doesnt matter here)
  #rename the columns as desired
  names(final_tests) <- c("month","variable","S","tau","var","p.value","z_stat")
  #finally add the coordinates
  final_tests <- cbind(final_form,coords) 
})

0
投票

在结束时,问题很容易通过用lapply功能(由该answer启发)代替第二循环寻址。执行时间现在包含仅仅几秒钟。向量化仍然执行时间的最佳解决方案中的R(参见this postthis

我在这里分享以下供参考的最终代码:

set.seed(123)
data<- data.frame(cbind(runif(10000,-180,180), runif(10000,-90,90)), replicate(1200, runif(10000,0,150)))
coords<-data[,1:2]
names(coords)<-c("lon","lat")
data_t<- as.data.frame(t(data[,3:1202]))
data_t$month<-rep(seq(1,12,1),100)


library(foreach)
library(doParallel)

cores=detectCores()
cl <- makeCluster(cores[1]-1) #take all the cores minus 1
registerDoParallel(cl)

mk_out<- foreach(m=1:12, .combine = rbind) %dopar% {
    data_m<-data_t[which(data_t$month==m),]
    library(trend)
    mk_out_temp <- do.call(rbind,lapply(data_m[1:100],function(x)unlist(mk.test(x))))
    mk_out_temp <-cbind(coords,mk_out_temp,rep(m,dim(coords)[1]))
    mk_out_temp
  }
stopCluster(cl)


head(mk_out)

head(mk_out)
         lon       lat data.name            p.value        statistic.z null.value.S parameter.n estimates.S estimates.varS
1  -76.47209 -34.09350         x  0.577590398263635 -0.556907839290681            0         100        -188         112750
2  103.78985 -31.58639         x  0.644362383361713  0.461608102085858            0         100         156         112750
3  -32.76831  66.64575         x  0.117932376736468   1.56351131351662            0         100         526         112750
4  137.88627 -30.83872         x   0.79096910003836  0.265052394100912            0         100          90         112750
5  158.56822 -67.37378         x 0.0959591933285242  -1.66476728429674            0         100        -560         112750
6 -163.59966 -25.88014         x  0.823256299016955  0.223358759073802            0         100          76         112750
       estimates.tau alternative                  method              pvalg rep(m, dim(coords)[1])
1 -0.037979797979798   two.sided Mann-Kendall trend test  0.577590398263635                      1
2 0.0315151515151515   two.sided Mann-Kendall trend test  0.644362383361713                      1
3  0.106262626262626   two.sided Mann-Kendall trend test  0.117932376736468                      1
4 0.0181818181818182   two.sided Mann-Kendall trend test   0.79096910003836                      1
5 -0.113131313131313   two.sided Mann-Kendall trend test 0.0959591933285242                      1
6 0.0153535353535354   two.sided Mann-Kendall trend test  0.823256299016955                      1
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