Algorithm for picking pattern free downvalues from a sparse definition list

Question

I have the following problem.

I am developing a stochastic simulator which samples configurations of the system at random and stores the statistics of how many times each configuration has been visited at certain time instances. Roughly the code works like this

f[_Integer][{_Integer..}] :=0
...
someplace later in the code, e.g.,
index = get index;
c = get random configuration (i.e. a tuple of integers, say a pair {n1, n2}); 
f[index][c] = f[index][c] + 1;
which tags that configuration c has occurred once more in the simulation at time instance index.

Once the code has finished there is a list of definitions for f that looks something like this (I typed it by hand just to emphasize the most important parts)

?f
f[1][{1, 2}] = 112
f[1][{3, 4}] = 114
f[2][{1, 6}] = 216
f[2][{2, 7}] = 227
...
f[index][someconfiguration] = some value
...
f[_Integer][{_Integer..}] :=0

Please note that pattern free definitions that come first can be rather sparse. Also one cannot know which values and configurations will be picked.

The problem is to efficiently extract down values for a desired index, for example issue something like

result = ExtractConfigurationsAndOccurences[f, 2] 

which should give a list with the structure

result = {list1, list2}

where

list1 = {{1, 6}, {2, 7}} (* the list of configurations that occurred during the simulation*)
list2 = {216, 227} (* how many times each of them occurred *)

The problem is that ExtractConfigurationsAndOccurences should be very fast. The only solution I could come up with was to use SubValues[f] (which gives the full list) and filter it with Cases statement. I realize that this procedure should be avoided at any cost since there will be exponentially many configurations (definitions) to test, which slows down the code considerably.

Is there a natural way in Mathematica to do this in a fast way?

I was hoping that Mathematica would see f[2] as a single head with many down values but using DownValues[f[2]] gives nothing. Also using SubValues[f[2]] results in an error.

Answer 1

This is a complete rewrite of my previous answer. It turns out that in my previous attempts, I overlooked a much simpler method based on a combination of packed arrays and sparse arrays, that is much faster and more memory - efficient than all previous methods (at least in the range of sample sizes where I tested it), while only minimally changing the original SubValues - based approach. Since the question was asked about the most efficient method, I will remove the other ones from the answer (given that they are quite a bit more complex and take a lot of space. Those who would like to see them can inspect past revisions of this answer).

The original SubValues - based approach

We start by introducing a function to generate the test samples of configurations for us. Here it is:

Clear[generateConfigurations];
generateConfigurations[maxIndex_Integer, maxConfX_Integer, maxConfY_Integer, 
  nconfs_Integer] :=
Transpose[{
  RandomInteger[{1, maxIndex}, nconfs],
  Transpose[{
     RandomInteger[{1, maxConfX}, nconfs],
     RandomInteger[{1, maxConfY}, nconfs]
  }]}]; 

We can generate a small sample to illustrate:

In[3]:= sample  = generateConfigurations[2,2,2,10]
Out[3]= {{2,{2,1}},{2,{1,1}},{1,{2,1}},{1,{1,2}},{1,{1,2}},
          {1,{2,1}},{2,{1,2}},{2,{2,2}},{1,{2,2}},{1,{2,1}}}

We have here only 2 indices, and configurations where both "x" and "y" numbers vary from 1 to 2 only - 10 such configurations.

The following function will help us imitate the accumulation of frequencies for configurations, as we increment SubValues-based counters for repeatedly occurring ones:

Clear[testAccumulate];
testAccumulate[ff_Symbol, data_] :=
  Module[{},
   ClearAll[ff];
   ff[_][_] = 0;
   Do[
     doSomeStuff;
     ff[#1][#2]++ & @@ elem;
     doSomeMoreStaff;
   , {elem, data}]];

The doSomeStuff and doSomeMoreStaff symbols are here to represent some code that might preclude or follow the counting code. The data parameter is supposed to be a list of the form produced by generateConfigurations. For example:

In[6]:= 
testAccumulate[ff,sample];
SubValues[ff]

Out[7]= {HoldPattern[ff[1][{1,2}]]:>2,HoldPattern[ff[1][{2,1}]]:>3,
   HoldPattern[ff[1][{2,2}]]:>1,HoldPattern[ff[2][{1,1}]]:>1,
   HoldPattern[ff[2][{1,2}]]:>1,HoldPattern[ff[2][{2,1}]]:>1,
   HoldPattern[ff[2][{2,2}]]:>1,HoldPattern[ff[_][_]]:>0}

The following function will extract the resulting data (indices, configurations and their frequencies) from the list of SubValues:

Clear[getResultingData];
getResultingData[f_Symbol] :=
   Transpose[{#[[All, 1, 1, 0, 1]], #[[All, 1, 1, 1]], #[[All, 2]]}] &@
        Most@SubValues[f, Sort -> False];

For example:

In[10]:= result = getResultingData[ff]
Out[10]= {{2,{2,1},1},{2,{1,1},1},{1,{2,1},3},{1,{1,2},2},{2,{1,2},1},
{2,{2,2},1},{1,{2,2},1}}

To finish with the data-processing cycle, here is a straightforward function to extract data for a fixed index, based on Select:

Clear[getResultsForFixedIndex];
getResultsForFixedIndex[data_, index_] := 
  If[# === {}, {}, Transpose[#]] &[
    Select[data, First@# == index &][[All, {2, 3}]]];

For our test example,

In[13]:= getResultsForFixedIndex[result,1]
Out[13]= {{{2,1},{1,2},{2,2}},{3,2,1}}

This is presumably close to what @zorank tried, in code.

A faster solution based on packed arrays and sparse arrays

As @zorank noted, this becomes slow for larger sample with more indices and configurations. We will now generate a large sample to illustrate that (note! This requires about 4-5 Gb of RAM, so you may want to reduce the number of configurations if this exceeds the available RAM):

In[14]:= 
largeSample = generateConfigurations[20,500,500,5000000];
testAccumulate[ff,largeSample];//Timing

Out[15]= {31.89,Null}

We will now extract the full data from the SubValues of ff:

In[16]:= (largeres = getResultingData[ff]); // Timing
Out[16]= {10.844, Null}

This takes some time, but one has to do this only once. But when we start extracting data for a fixed index, we see that it is quite slow:

In[24]:= getResultsForFixedIndex[largeres,10]//Short//Timing
Out[24]= {2.687,{{{196,26},{53,36},{360,43},{104,144},<<157674>>,{31,305},{240,291},
 {256,38},{352,469}},{<<1>>}}}

The main idea we will use here to speed it up is to pack individual lists inside the largeres, those for indices, combinations and frequencies. While the full list can not be packed, those parts individually can:

In[18]:= Timing[
   subIndicesPacked = Developer`ToPackedArray[largeres[[All,1]]];
   subCombsPacked =  Developer`ToPackedArray[largeres[[All,2]]];
   subFreqsPacked =  Developer`ToPackedArray[largeres[[All,3]]];
]
Out[18]= {1.672,Null}

This also takes some time, but it is a one-time operation again.

The following functions will then be used to extract the results for a fixed index much more efficiently:

Clear[extractPositionFromSparseArray];
extractPositionFromSparseArray[HoldPattern[SparseArray[u___]]] := {u}[[4, 2, 2]]

Clear[getCombinationsAndFrequenciesForIndex];
getCombinationsAndFrequenciesForIndex[packedIndices_, packedCombs_, 
    packedFreqs_, index_Integer] :=
With[{positions = 
         extractPositionFromSparseArray[
               SparseArray[1 - Unitize[packedIndices - index]]]},
  {Extract[packedCombs, positions],Extract[packedFreqs, positions]}];

Now, we have:

In[25]:=  
getCombinationsAndFrequenciesForIndex[subIndicesPacked,subCombsPacked,subFreqsPacked,10]
  //Short//Timing

Out[25]= {0.094,{{{196,26},{53,36},{360,43},{104,144},<<157674>>,{31,305},{240,291},
{256,38},{352,469}},{<<1>>}}}

We get a 30 times speed-up w.r.t. the naive Select approach.

Some notes on complexity

Note that the second solution is faster because it uses optimized data structures, but its complexity is the same as that of Select- based one, which is, linear in the length of total list of unique combinations for all indices. Therefore, in theory, the previously - discussed solutions based on nested hash-table etc may be asymptotically better. The problem is, that in practice we will probably hit the memory limitations long before that. For the 10 million configurations sample, the above code was still 2-3 times faster than the fastest solution I posted before.

EDIT

The following modification:

Clear[getCombinationsAndFrequenciesForIndex];
getCombinationsAndFrequenciesForIndex[packedIndices_, packedCombs_, 
    packedFreqs_, index_Integer] :=
 With[{positions =  
          extractPositionFromSparseArray[
             SparseArray[Unitize[packedIndices - index], Automatic, 1]]},
    {Extract[packedCombs, positions], Extract[packedFreqs, positions]}];

makes the code twice faster still. Moreover, for more sparse indices (say, calling the sample-generation function with parameters like generateConfigurations[2000, 500, 500, 5000000] ), the speed-up with respect to the Select- based function is about 100 times.

Answer 2

I'd probably use SparseArrays here (see update below), but if you insist on using functions and *Values to store and retrieve values an approach would be to have the first part (f[2] etc.) replaced by a symbol you create on the fly like:

Table[Symbol["f" <> IntegerString[i, 10, 3]], {i, 11}]
(* ==> {f001, f002, f003, f004, f005, f006, f007, f008, f009, f010, f011} *)

Symbol["f" <> IntegerString[56, 10, 3]]
(* ==> f056 *)

Symbol["f" <> IntegerString[56, 10, 3]][{3, 4}] = 12;
Symbol["f" <> IntegerString[56, 10, 3]][{23, 18}] = 12;

Symbol["f" <> IntegerString[56, 10, 3]] // Evaluate // DownValues
(* ==> {HoldPattern[f056[{3, 4}]] :> 12, HoldPattern[f056[{23, 18}]] :> 12} *)

f056 // DownValues
(* ==> {HoldPattern[f056[{3, 4}]] :> 12, HoldPattern[f056[{23, 18}]] :> 12} *)

Personally I prefer Leonid's solution, as it's much more elegant but YMMV.

Update

On OP's request, about using SparseArrays:
Large SparseArrays take up a fraction of the size of standard nested lists. We can make f to be a large (100,000 entires) sparse array of sparse arrays:

f = SparseArray[{_} -> 0, 100000];
f // ByteCount
(* ==> 672 *)

(* initialize f with sparse arrays, takes a few seconds with f this large *)
Do[  f[[i]] = SparseArray[{_} -> 0, {100, 110}], {i,100000}] // Timing//First
(* ==> 18.923 *)

(* this takes about 2.5% of the memory that a normal array would take: *)
f // ByteCount
(* ==>  108000040 *)

ConstantArray[0, {100000, 100, 100}] // ByteCount
(* ==> 4000000176 *)

(* counting phase *)
f[[1]][[1, 2]]++;
f[[1]][[1, 2]]++;
f[[1]][[42, 64]]++;
f[[2]][[100, 11]]++;

(* reporting phase *)
f[[1]] // ArrayRules
f[[2]] // ArrayRules
f // ArrayRules

(* 
 ==>{{1, 2} -> 2, {42, 64} -> 1, {_, _} -> 0}
 ==>{{100, 11} -> 1, {_, _} -> 0}
 ==>{{1, 1, 2} -> 2, {1, 42, 64} -> 1, {2, 100, 11} ->  1, {_, _, _} -> 0}
*)

As you can see, ArrayRules makes a nice list with contributions and counts. This can be done for each f[i] separately or the whole bunch together (last line).

Answer 3

In some scenarios (depending upon the performance needed to generate the values), the following easy solution using an auxiliary list (f[i,0]) may be useful:

f[_Integer][{_Integer ..}] := 0;
f[_Integer, 0] := Sequence @@ {};

Table[
  r = RandomInteger[1000, 2];
  f[h = RandomInteger[100000]][r] = RandomInteger[10];
  f[h, 0] = Union[f[h, 0], {r}];
  , {i, 10^6}];

ExtractConfigurationsAndOccurences[f_, i_] := {f[i, 0], f[i][#] & /@ f[i, 0]};

Timing@ExtractConfigurationsAndOccurences[f, 10]

Out[252]= {4.05231*10^-15, {{{172, 244}, {206, 115}, {277, 861}, {299,
 862}, {316, 194}, {361, 164}, {362, 830}, {451, 306}, {614, 
769}, {882, 159}}, {5, 2, 1, 5, 4, 10, 4, 4, 1, 8}}}

Answer 4

Many thanks for everyone on the help provided. I've been thinking a lot about everybody's input and I believe that in the simulation setup the following is the optimal solution:

SetAttributes[linkedList, HoldAllComplete];

temporarySymbols = linkedList[];

SetAttributes[bookmarkSymbol, Listable];

bookmarkSymbol[symbol_]:= 
   With[{old = temporarySymbols}, temporarySymbols= linkedList[old,symbol]];

registerConfiguration[index_]:=registerConfiguration[index]=
  Module[
   {
    cs = linkedList[],
    bookmarkConfiguration,
    accumulator
    },
    (* remember the symbols we generate so we can remove them later *)
   bookmarkSymbol[{cs,bookmarkConfiguration,accumulator}];
   getCs[index] := List @@ Flatten[cs, Infinity, linkedList];
   getCsAndFreqs[index] := {getCs[index],accumulator /@ getCs[index]};
   accumulator[_]=0;
   bookmarkConfiguration[c_]:=bookmarkConfiguration[c]=
     With[{oldCs=cs}, cs = linkedList[oldCs, c]];
   Function[c,
    bookmarkConfiguration[c];
    accumulator[c]++;
    ]
   ]

pattern = Verbatim[RuleDelayed][Verbatim[HoldPattern][HoldPattern[registerConfiguration [_Integer]]],_];

clearSimulationData :=
 Block[{symbols},
  DownValues[registerConfiguration]=DeleteCases[DownValues[registerConfiguration],pattern];
  symbols = List @@ Flatten[temporarySymbols, Infinity, linkedList];
  (*Print["symbols to purge: ", symbols];*)
  ClearAll /@ symbols;
  temporarySymbols = linkedList[];
  ]

It is based on Leonid's solution from one of previous posts, appended with belsairus' suggestion to include extra indexing for configurations that have been processed. Previous approaches are adapted so that configurations can be naturally registered and extracted using the same code more or less. This is hitting two flies at once since bookkeeping and retrieval and strongly interrelated.

This approach will work better in the situation when one wants to add simulation data incrementally (all curves are normally noisy so one has to add runs incrementally to obtain good plots). The sparse array approach will work better when data are generated in one go and then analyzed, but I do not remember being personally in such a situation where I had to do that.

Also, I was rather naive thinking that the data extraction and generation could be treated separately. In this particular case it seems one should have both perspectives in mind. I profoundly apologise for bluntly dismissing any previous suggestions in this direction (there were few implicit ones).

There are some open/minor problems that I do not know how to handle, e.g. when clearing the symbols I cannot clear headers like accumulator$164, I can only clean subvalues associated with it. Have not clue why. Also, if With[{oldCs=cs}, cs = linkedList[oldCs, c]]; is changed into something like cs = linkedList[cs, c]]; configurations are not stored. Have no clue either why the second option does not work. But these minor problems are well defined satellite issues that one can address in the future. By and large the problem seems solved by the generous help from all involved.

Many thanks again for all the help.

Regards Zoran

p.s. There are some timings, but to understand what is going on I will append the code that is used for benchmarking. In brief, idea is to generate lists of configurations and just Map through them by invoking registerConfiguration. This essentially simulates data generation process. Here is the code used for testing:

fillSimulationData[sampleArg_] :=MapIndexed[registerConfiguration[#2[[1]]][#1]&, sampleArg,{2}];

sampleForIndex[index_]:=
  Block[{nsamples,min,max},
   min = Max[1,Floor[(9/10)maxSamplesPerIndex]];
   max =  maxSamplesPerIndex;
   nsamples = RandomInteger[{min, max}];
   RandomInteger[{1,10},{nsamples,ntypes}]
   ];

generateSample := 
  Table[sampleForIndex[index],{index, 1, nindexes}];

measureGetCsTime :=((First @ Timing[getCs[#]])& /@ Range[1, nindexes]) // Max

measureGetCsAndFreqsTime:=((First @ Timing[getCsAndFreqs[#]])& /@ Range[1, nindexes]) // Max

reportSampleLength[sampleArg_] := StringForm["Total number of confs = ``, smallest accumulator length ``, largest accumulator length = ``", Sequence@@ {Total[#],Min[#],Max[#]}& [Length /@ sampleArg]]

The first example is relatively modest:

clearSimulationData;

nindexes=100;maxSamplesPerIndex = 1000; ntypes = 2;

largeSample1 = generateSample;

reportSampleLength[largeSample1];

Total number of confs = 94891, smallest accumulator length 900, largest accumulator length = 1000;

First @ Timing @ fillSimulationData[largeSample1] 

gives 1.375 secs which is fast I think.

With[{times = Table[measureGetCsTime, {50}]}, 
 ListPlot[times, Joined -> True, PlotRange -> {0, Max[times]}]]

gives times around 0.016 secs, and

With[{times = Table[measureGetCsAndFreqsTime, {50}]}, 
 ListPlot[times, Joined -> True, PlotRange -> {0, Max[times]}]]

gives same times. Now the real killer

nindexes = 10; maxSamplesPerIndex = 100000; ntypes = 10;
largeSample3 = generateSample;
largeSample3 // Short
{{{2,2,1,5,1,3,7,9,8,2},92061,{3,8,6,4,9,9,7,8,7,2}},8,{{4,10,1,5,9,8,8,10,8,6},95498,{3,8,8}}}

reported as

Total number of confs = 933590, smallest accumulator length 90760, largest accumulator length = 96876

gives generation times of ca 1.969 - 2.016 secs which is unbeliavably fast. I mean this is like going through the gigantic list of ca one million elements and applying a function to each element.

The extraction times for configs and {configs, freqs} are roughly 0.015 and 0.03 secs respectivelly.

To me this is a mind blowing speed I would never expect from Mathematica!