Overhead of loading large numpy arrays - python

My question is simple; and I could not find a resource that answers it. Somewhat similar links are using asarray, on numbers in general, and the most succinct one here.
How can I "calculate" the overhead of loading a numpy array into RAM (if there is any overhead)? Or, how to determine the least amount of RAM needed to hold all arrays in memory (without time-consuming trial and error)?
In short, I have several numpy arrays of shape (x, 1323000, 1), with x being as high as 6000. This leads to a disk usage of 30GB for the largest file.
All files together need 50GB. Is it therefore enough if I use slightly more than 50GB as RAM (using Kubernetes)? I want to use the RAM as efficiently as possible, so just using 100GBs is not an option.

Related

How to efficiently work with large complex numpy arrays?

For my research I am working with large numpy arrays consisting of complex data.
arr = np.empty((15000, 25400), dtype='complex128')
np.save('array.npy'), arr)
When stored they are about 3 GB each. Loading these arrays is a time consuming process, which made me wonder if there are ways to speed this process up
One of the things I was thinking of was splitting the array into its complex and real part:
arr_real = arr.real
arr_im = arr.imag
and saving each part separately. However, this didn't seem to improve processing speed significantly. There is some documentation about working with large arrays, but I haven't found much information on working with complex data. Are there smart(er) ways to work with large complex arrays?
If you only need parts of the array in memory, you can load it using memory mapping:
arr = np.load('array.npy', mmap_mode='r')
From the docs:
A memory-mapped array is kept on disk. However, it can be accessed and
sliced like any ndarray. Memory mapping is especially useful for
accessing small fragments of large files without reading the entire
file into memory.

Creating very large NUMPY arrays in small chunks (PyTables vs. numpy.memmap)

There are a bunch of questions on SO that appear to be the same, but they don't really answer my question fully. I think this is a pretty common use-case for computational scientists, so I'm creating a new question.
QUESTION:
I read in several small numpy arrays from files (~10 MB each) and do some processing on them. I want to create a larger array (~1 TB) where each dimension in the array contains the data from one of these smaller files. Any method that tries to create the whole larger array (or a substantial part of it) in the RAM is not suitable, since it floods up the RAM and brings the machine to a halt. So I need to be able to initialize the larger array and fill it in small batches, so that each batch gets written to the larger array on disk.
I initially thought that numpy.memmap is the way to go, but when I issue a command like
mmapData = np.memmap(mmapFile,mode='w+', shape=(large_no1,large_no2))
the RAM floods and the machine slows to a halt.
After poking around a bit it seems like PyTables might be well suited for this sort of thing, but I'm not really sure. Also, it was hard to find a simple example in the doc or elsewhere which illustrates this common use-case.
IF anyone knows how this can be done using PyTables, or if there's a more efficient/faster way to do this, please let me know! Any refs. to examples appreciated!
That's weird. The np.memmap should work. I've been using it with 250Gb data on a 12Gb RAM machine without problems.
Does the system really runs out of memory at the very moment of the creation of the memmap file? Or it happens along the code? If it happens at the file creation I really don't know what the problem would be.
When I started using memmap I've made some mistakes that led me to memory run out. For me, something like the below code should work:
mmapData = np.memmap(mmapFile, mode='w+', shape = (smallarray_size,number_of_arrays), dtype ='float64')
for k in range(number_of_arrays):
smallarray = np.fromfile(list_of_files[k]) # list_of_file is the list with the files name
smallarray = do_something_with_array(smallarray)
mmapData[:,k] = smallarray
It may not be the most efficient way, but it seems to me that it would have the lowest memory usage.
Ps: Be aware that the default dtype value for memmap(int) and fromfile(float) are different!
HDF5 is a C library that can efficiently store large on-disk arrays. Both PyTables and h5py are Python libraries on top of HDF5. If you're using tabular data then PyTables might be preferred; if you have just plain arrays then h5py is probably more stable/simpler.
There are out-of-core numpy array solutions that handle the chunking for you. Dask.array would give you plain numpy semantics on top of your collection of chunked files (see docs on stacking.)

Working with very large arrays - Numpy

My situation is like this:
I have around ~70 million integer values distributed in various files for ~10 categories of data (exact number not known)
I read those several files, and create some python object with that data. This would obviously include reading each file line by line and appending to the python object. So I'll have an array with 70 mil subarrays, with 10 values in each.
I do some statistical processing on that data . This would involve appending several values (say, percentile rank) to each 'row' of data.
I store this object it in a Database
Now I have never worked with data of this scale. My first instinct was to use Numpy for more efficient arrays w.r.t memory. But then I've heard that in Numpy arrays, 'append' is discouraged as it's not as efficient.
So what would you suggest I go with? Any general tips for working with data of this size? I can bring the data down to 20% of its size with random sampling if it's required.
EDIT: Edited for clarity about size and type of data.
If I understand your description correctly, your dataset will contain ~700 million integers. Even if you use 64-bit ints that would still only come to about 6GB. Depending on how much RAM you have and what you want to do in terms of statistical processing, your dataset sounds like it would be quite manageable as a normal numpy array living in core memory.
If the dataset is too large to fit in memory, a simple solution might be to use a memory-mapped array (numpy.memmap). In most respects, an np.memmap array behaves like a normal numpy array, but instead of storing the whole dataset in system memory, it will be dynamically read from/written to a file on disk as required.
Another option would be to store your data in an HDF5 file, for example using PyTables or H5py. HDF5 allows the data to be compressed on disk, and PyTables includes some very fast methods to perform mathematical operations on large disk-based arrays.

Numpy memory error creating huge matrix

I am using numpy and trying to create a huge matrix.
While doing this, I receive a memory error
Because the matrix is not important, I will just show the way how to easily reproduce the error.
a = 10000000000
data = np.array([float('nan')] * a)
not surprisingly, this throws me MemoryError
There are two things I would like to tell:
I really need to create and to use a big matrix
I think I have enough RAM to handle this matrix (I have 24 Gb or RAM)
Is there an easy way to handle big matrices in numpy?
Just to be on the safe side, I previously read these posts (which sounds similar):
Very large matrices using Python and NumPy
Python/Numpy MemoryError
Processing a very very big data set in python - memory error
P.S. apparently I have some problems with multiplication and division of numbers, which made me think that I have enough memory. So I think it is time for me to go to sleep, review math and may be to buy some memory.
May be during this time some genius might come up with idea how to actually create this matrix using only 24 Gb of Ram.
Why I need this big matrix
I am not going to do any manipulations with this matrix. All I need to do with it is to save it into pytables.
Assuming each floating point number is 4 bytes each, you'd have
(10000000000 * 4) /(2**30.0) = 37.25290298461914
Or 37.5 gigabytes you need to store in memory. So I don't think 24gb of RAM is enough.
If you can't afford creating such a matrix, but still wish to do some computations, try sparse matrices.
If you wish to pass it to another Python package that uses duck typing, you may create your own class with __getitem__ implementing dummy access.
If you use pycharm editor for python you can change memory settings from
C:\Program Files\JetBrains\PyCharm 2018.2.4\bin\pycharm64.exe.vmoptions
you can decrease pycharm speed from this file so your program memory will allocate more megabites
you must edit this codes
-Xms1024m
-Xmx2048m
-XX:ReservedCodeCacheSize=960m
so you can make them -Xms512m -Xmx1024m and finally your program will work
but it'll affect the debugging performance in pycharm.

Techniques for working with large Numpy arrays? [duplicate]

This question already has answers here:
Very large matrices using Python and NumPy
(11 answers)
Closed 2 years ago.
There are times when you have to perform many intermediate operations on one, or more, large Numpy arrays. This can quickly result in MemoryErrors. In my research so far, I have found that Pickling (Pickle, CPickle, Pytables etc.) and gc.collect() are ways to mitigate this. I was wondering if there are any other techniques experienced programmers use when dealing with large quantities of data (other than removing redundancies in your strategy/code, of course).
Also, if there's one thing I'm sure of is that nothing is free. With some of these techniques, what are the trade-offs (i.e., speed, robustness, etc.)?
I feel your pain... You sometimes end up storing several times the size of your array in values you will later discard. When processing one item in your array at a time, this is irrelevant, but can kill you when vectorizing.
I'll use an example from work for illustration purposes. I recently coded the algorithm described here using numpy. It is a color map algorithm, which takes an RGB image, and converts it into a CMYK image. The process, which is repeated for every pixel, is as follows:
Use the most significant 4 bits of every RGB value, as indices into a three-dimensional look up table. This determines the CMYK values for the 8 vertices of a cube within the LUT.
Use the least significant 4 bits of every RGB value to interpolate within that cube, based on the vertex values from the previous step. The most efficient way of doing this requires computing 16 arrays of uint8s the size of the image being processed. For a 24bit RGB image that is equivalent to needing storage of x6 times that of the image to process it.
A couple of things you can do to handle this:
1. Divide and conquer
Maybe you cannot process a 1,000x1,000 array in a single pass. But if you can do it with a python for loop iterating over 10 arrays of 100x1,000, it is still going to beat by a very far margin a python iterator over 1,000,000 items! It´s going to be slower, yes, but not as much.
2. Cache expensive computations
This relates directly to my interpolation example above, and is harder to come across, although worth keeping an eye open for it. Because I am interpolating on a three-dimensional cube with 4 bits in each dimension, there are only 16x16x16 possible outcomes, which can be stored in 16 arrays of 16x16x16 bytes. So I can precompute them and store them using 64KB of memory, and look-up the values one by one for the whole image, rather than redoing the same operations for every pixel at huge memory cost. This already pays-off for images as small as 64x64 pixels, and basically allows processing images with x6 times the amount of pixels without having to subdivide the array.
3. Use your dtypes wisely
If your intermediate values can fit in a single uint8, don't use an array of int32s! This can turn into a nightmare of mysterious errors due to silent overflows, but if you are careful, it can provide a big saving of resources.
First most important trick: allocate a few big arrays, and use and recycle portions of them, instead of bringing into life and discarding/garbage collecting lots of temporary arrays. Sounds a little bit old-fashioned, but with careful programming speed-up can be impressive. (You have better control of alignment and data locality, so numeric code can be made more efficient.)
Second: use numpy.memmap and hope that OS caching of accesses to the disk are efficient enough.
Third: as pointed out by #Jaime, work un block sub-matrices, if the whole matrix is to big.
EDIT:
Avoid unecessary list comprehension, as pointed out in this answer in SE.
The dask.array library provides a numpy interface that uses blocked algorithms to handle larger-than-memory arrays with multiple cores.
You could also look into Spartan, Distarray, and Biggus.
If it is possible for you, use numexpr. For numeric calculations like a**2 + b**2 + 2*a*b (for a and b being arrays) it
will compile machine code that will execute fast and with minimal memory overhead, taking care of memory locality stuff (and thus cache optimization) if the same array occurs several times in your expression,
uses all cores of your dual or quad core CPU,
is an extension to numpy, not an alternative.
For medium and large sized arrays, it is faster that numpy alone.
Take a look at the web page given above, there are examples that will help you understand if numexpr is for you.
On top of everything said in other answers if we'd like to store all the intermediate results of the computation (because we don't always need to keep intermediate results in memory) we can also use accumulate from numpy after various types of aggregations:
Aggregates
For binary ufuncs, there are some interesting aggregates that can be computed directly from the object. For example, if we'd like to reduce an array with a particular operation, we can use the reduce method of any ufunc. A reduce repeatedly applies a given operation to the elements of an array until only a single result remains.
For example, calling reduce on the add ufunc returns the sum of all elements in the array:
x = np.arange(1, 6)
np.add.reduce(x) # Outputs 15
Similarly, calling reduce on the multiply ufunc results in the product of all array elements:
np.multiply.reduce(x) # Outputs 120
Accumulate
If we'd like to store all the intermediate results of the computation, we can instead use accumulate:
np.add.accumulate(x) # Outputs array([ 1, 3, 6, 10, 15], dtype=int32)
np.multiply.accumulate(x) # Outputs array([ 1, 2, 6, 24, 120], dtype=int32)
Wisely using these numpy operations while performing many intermediate operations on one, or more, large Numpy arrays can give you great results without usage of any additional libraries.

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