Re: [R] Suggestion for big files [was: Re: A comment about R:]

From: Prof Brian Ripley <ripley_at_stats.ox.ac.uk>
Date: Fri 06 Jan 2006 - 22:08:23 EST

On Fri, 6 Jan 2006, Martin Maechler wrote:

>>>>>> "FrPi" == François Pinard <pinard@iro.umontreal.ca>
>>>>>> on Thu, 5 Jan 2006 22:41:21 -0500 writes:
>
> FrPi> [Brian Ripley]
> >> I rather thought that using a DBMS was standard practice in the
> >> R community for those using large datasets: it gets discussed rather
> >> often.
>
> FrPi> Indeed. (I tried RMySQL even before speaking of R to my co-workers.)
>
> >> Another possibility is to make use of the several DBMS interfaces already
> >> available for R. It is very easy to pull in a sample from one of those,
> >> and surely keeping such large data files as ASCII not good practice.
>
> FrPi> Selecting a sample is easy. Yet, I'm not aware of any
> FrPi> SQL device for easily selecting a _random_ sample of
> FrPi> the records of a given table. On the other hand, I'm
> FrPi> no SQL specialist, others might know better.
>
> FrPi> We do not have a need yet for samples where I work,
> FrPi> but if we ever need such, they will have to be random,
> FrPi> or else, I will always fear biases.
>
> >> One problem with Francois Pinard's suggestion (the credit has got lost)
> >> is that R's I/O is not line-oriented but stream-oriented. So selecting

> >> lines is not particularly easy in R.
>
> FrPi> I understand that you mean random access to lines,
> FrPi> instead of random selection of lines. Once again,
> FrPi> this chat comes out of reading someone else's problem,
> FrPi> this is not a problem I actually have. SPSS was not
> FrPi> randomly accessing lines, as data files could well be
> FrPi> hold on magnetic tapes, where random access is not
> FrPi> possible on average practice. SPSS reads (or was
> FrPi> reading) lines sequentially from beginning to end, and
> FrPi> the _random_ sample is built while the reading goes.
>
> FrPi> Suppose the file (or tape) holds N records (N is not
> FrPi> known in advance), from which we want a sample of M
> FrPi> records at most. If N <= M, then we use the whole
> FrPi> file, no sampling is possible nor necessary.
> FrPi> Otherwise, we first initialise M records with the
> FrPi> first M records of the file. Then, for each record in
> FrPi> the file after the M'th, the algorithm has to decide
> FrPi> if the record just read will be discarded or if it
> FrPi> will replace one of the M records already saved, and
> FrPi> in the latter case, which of those records will be
> FrPi> replaced. If the algorithm is carefully designed,
> FrPi> when the last (N'th) record of the file will have been
> FrPi> processed this way, we may then have M records
> FrPi> randomly selected from N records, in such a a way that
> FrPi> each of the N records had an equal probability to end
> FrPi> up in the selection of M records. I may seek out for
> FrPi> details if needed.
>
> FrPi> This is my suggestion, or in fact, more a thought that
> FrPi> a suggestion. It might represent something useful
> FrPi> either for flat ASCII files or even for a stream of
> FrPi> records coming out of a database, if those effectively
> FrPi> do not offer ready random sampling devices.
>
>
> FrPi> P.S. - In the (rather unlikely, I admit) case the gang
> FrPi> I'm part of would have the need described above, and
> FrPi> if I then dared implementing it myself, would it be welcome?
>
> I think this would be a very interesting tool and
> I'm also intrigued about the details of the algorithm you
> outline above.

It's called `reservoir sampling' and is described in my simulation book and Knuth and elsewhere.

> If it would be made to work on all kind of read.table()-readable
> files, (i.e. of course including *.csv); that might be a valuable
> tool for all those -- and there are many -- for whom working
> with DBMs is too daunting initially.

It would be better (for the reasons I gave) to do this in a separate file preprocessor: read.table reads from a connection not a file, of course.

-- 
Brian D. Ripley,                  ripley@stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272866 (PA)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595

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Received on Fri Jan 06 22:22:07 2006

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