You can install the release version of sparseMatrixStats from BioConductor:
The sparseMatrixStats package implements a number of summary functions for sparse matrices from the Matrix package.
Let us load the package and create a synthetic sparse matrix.
library(sparseMatrixStats)
#> Loading required package: MatrixGenerics
#> Loading required package: matrixStats
#>
#> Attaching package: 'MatrixGenerics'
#> The following objects are masked from 'package:matrixStats':
#>
#> colAlls, colAnyNAs, colAnys, colAvgsPerRowSet, colCollapse,
#> colCounts, colCummaxs, colCummins, colCumprods, colCumsums,
#> colDiffs, colIQRDiffs, colIQRs, colLogSumExps, colMadDiffs,
#> colMads, colMaxs, colMeans2, colMedians, colMins, colOrderStats,
#> colProds, colQuantiles, colRanges, colRanks, colSdDiffs, colSds,
#> colSums2, colTabulates, colVarDiffs, colVars, colWeightedMads,
#> colWeightedMeans, colWeightedMedians, colWeightedSds,
#> colWeightedVars, rowAlls, rowAnyNAs, rowAnys, rowAvgsPerColSet,
#> rowCollapse, rowCounts, rowCummaxs, rowCummins, rowCumprods,
#> rowCumsums, rowDiffs, rowIQRDiffs, rowIQRs, rowLogSumExps,
#> rowMadDiffs, rowMads, rowMaxs, rowMeans2, rowMedians, rowMins,
#> rowOrderStats, rowProds, rowQuantiles, rowRanges, rowRanks,
#> rowSdDiffs, rowSds, rowSums2, rowTabulates, rowVarDiffs, rowVars,
#> rowWeightedMads, rowWeightedMeans, rowWeightedMedians,
#> rowWeightedSds, rowWeightedVars
# Matrix defines the sparse Matrix class
# dgCMatrix that we will use
library(Matrix)
# For reproducibility
set.seed(1)
Create a synthetic table with customers, items, and how often they bought that item.
customer_ids <- seq_len(100)
item_ids <- seq_len(30)
n_transactions <- 1000
customer <- sample(customer_ids, size = n_transactions, replace = TRUE,
prob = runif(100))
item <- sample(item_ids, size = n_transactions, replace = TRUE,
prob = runif(30))
tmp <- table(paste0(customer, "-", item))
tmp2 <- strsplit(names(tmp), "-")
purchase_table <- data.frame(
customer = as.numeric(sapply(tmp2, function(x) x[1])),
item = as.numeric(sapply(tmp2, function(x) x[2])),
n = as.numeric(tmp)
)
head(purchase_table, n = 10)
#> customer item n
#> 1 1 15 2
#> 2 1 20 1
#> 3 1 22 1
#> 4 1 23 1
#> 5 1 30 1
#> 6 100 11 1
#> 7 100 15 3
#> 8 100 17 1
#> 9 100 19 1
#> 10 100 20 2
Let us turn the table into a matrix to simplify the analysis:
purchase_matrix <- sparseMatrix(purchase_table$customer, purchase_table$item,
x = purchase_table$n,
dims = c(100, 30),
dimnames = list(customer = paste0("Customer_", customer_ids),
item = paste0("Item_", item_ids)))
purchase_matrix[1:10, 1:15]
#> 10 x 15 sparse Matrix of class "dgCMatrix"
#> [[ suppressing 15 column names 'Item_1', 'Item_2', 'Item_3' ... ]]
#> item
#> customer
#> Customer_1 . . . . . . . . . . . . . . 2
#> Customer_2 . . 2 . . . . . . . . . . . 1
#> Customer_3 . . 1 . . . . . 1 . . 1 . . 1
#> Customer_4 . . . . . 1 . . 1 1 . 1 . 1 3
#> Customer_5 . . . . . . . . . . . 1 . . .
#> Customer_6 . . . 1 . 1 1 . . 1 1 . . . 1
#> Customer_7 2 . 1 . . 1 . 1 1 . 1 2 . . 1
#> Customer_8 . . . . . . . . 1 . . . . . .
#> Customer_9 . . . . . 2 . . 1 . . . . 1 .
#> Customer_10 . . . . . . . . . . . . . . .
We can see that some customers did not buy anything, where as some bought a lot.
sparseMatrixStats
can help us to identify interesting
patterns in this data:
# How often was each item bough in total?
colSums2(purchase_matrix)
#> Item_1 Item_2 Item_3 Item_4 Item_5 Item_6 Item_7 Item_8 Item_9 Item_10
#> 34 13 30 10 12 34 29 31 71 28
#> Item_11 Item_12 Item_13 Item_14 Item_15 Item_16 Item_17 Item_18 Item_19 Item_20
#> 20 40 0 48 52 27 30 55 14 46
#> Item_21 Item_22 Item_23 Item_24 Item_25 Item_26 Item_27 Item_28 Item_29 Item_30
#> 8 41 40 73 56 83 20 18 13 24
# What is the range of number of items each
# customer bought?
head(rowRanges(purchase_matrix))
#> [,1] [,2]
#> Customer_1 0 2
#> Customer_2 0 2
#> Customer_3 0 3
#> Customer_4 0 3
#> Customer_5 0 1
#> Customer_6 0 4
# What is the variance in the number of items
# each customer bought?
head(rowVars(purchase_matrix))
#> Customer_1 Customer_2 Customer_3 Customer_4 Customer_5 Customer_6
#> 0.23448276 0.40919540 0.39195402 0.74022989 0.06436782 0.81034483
# How many items did a customer not buy at all, one time, 2 times,
# or exactly 4 times?
head(rowTabulates(purchase_matrix, values = c(0, 1, 2, 4)))
#> 0 1 2 4
#> Customer_1 25 4 1 0
#> Customer_2 25 2 3 0
#> Customer_3 25 4 0 0
#> Customer_4 19 8 1 0
#> Customer_5 28 2 0 0
#> Customer_6 20 7 2 1
In the previous section, I demonstrated how to create a sparse matrix
from scratch using the sparseMatrix()
function. However,
often you already have an existing matrix and want to convert it to a
sparse representation.
mat <- matrix(0, nrow=10, ncol=6)
mat[sample(seq_len(60), 4)] <- 1:4
# Convert dense matrix to sparse matrix
sparse_mat <- as(mat, "dgCMatrix")
sparse_mat
#> 10 x 6 sparse Matrix of class "dgCMatrix"
#>
#> [1,] . . . . . .
#> [2,] . . . . 4 .
#> [3,] . . . . . .
#> [4,] . . . . . .
#> [5,] . . . . . .
#> [6,] 1 . . 2 . .
#> [7,] . . 3 . . .
#> [8,] . . . . . .
#> [9,] . . . . . .
#> [10,] . . . . . .
The sparseMatrixStats package is a derivative of the matrixStats
package and implements it’s API for sparse matrices. For example, to
calculate the variance for each column of mat
you can
do
However, this is quite inefficient and matrixStats provides the direct function
Now for sparse matrices, you can also just call
If you have a large matrix with many exact zeros, working on the sparse representation can considerably speed up the computations.
I generate a dataset with 10,000 rows and 50 columns that is 99% empty
big_mat <- matrix(0, nrow=1e4, ncol=50)
big_mat[sample(seq_len(1e4 * 50), 5000)] <- rnorm(5000)
# Convert dense matrix to sparse matrix
big_sparse_mat <- as(big_mat, "dgCMatrix")
I use the bench package to benchmark the performance difference:
bench::mark(
sparseMatrixStats=sparseMatrixStats::colVars(big_sparse_mat),
matrixStats=matrixStats::colVars(big_mat),
apply=apply(big_mat, 2, var)
)
#> # A tibble: 3 × 6
#> expression min median `itr/sec` mem_alloc `gc/sec`
#> <bch:expr> <bch:tm> <bch:tm> <dbl> <bch:byt> <dbl>
#> 1 sparseMatrixStats 74.76µs 76.66µs 12770. 448B 4.08
#> 2 matrixStats 1.78ms 1.82ms 550. 78.62KB 0
#> 3 apply 5.66ms 5.7ms 172. 9.54MB 101.
As you can see sparseMatrixStats
is ca. 50 times fast
than matrixStats
, which in turn is 7 times faster than the
apply()
version.
sessionInfo()
#> R version 4.4.2 (2024-10-31)
#> Platform: x86_64-pc-linux-gnu
#> Running under: Ubuntu 24.04.1 LTS
#>
#> Matrix products: default
#> BLAS: /usr/lib/x86_64-linux-gnu/openblas-pthread/libblas.so.3
#> LAPACK: /usr/lib/x86_64-linux-gnu/openblas-pthread/libopenblasp-r0.3.26.so; LAPACK version 3.12.0
#>
#> locale:
#> [1] LC_CTYPE=en_US.UTF-8 LC_NUMERIC=C
#> [3] LC_TIME=en_US.UTF-8 LC_COLLATE=C
#> [5] LC_MONETARY=en_US.UTF-8 LC_MESSAGES=en_US.UTF-8
#> [7] LC_PAPER=en_US.UTF-8 LC_NAME=C
#> [9] LC_ADDRESS=C LC_TELEPHONE=C
#> [11] LC_MEASUREMENT=en_US.UTF-8 LC_IDENTIFICATION=C
#>
#> time zone: Etc/UTC
#> tzcode source: system (glibc)
#>
#> attached base packages:
#> [1] stats graphics grDevices utils datasets methods base
#>
#> other attached packages:
#> [1] Matrix_1.7-1 sparseMatrixStats_1.19.0 MatrixGenerics_1.19.0
#> [4] matrixStats_1.4.1 BiocStyle_2.35.0
#>
#> loaded via a namespace (and not attached):
#> [1] vctrs_0.6.5 cli_3.6.3 knitr_1.49
#> [4] rlang_1.1.4 xfun_0.49 bench_1.1.3
#> [7] jsonlite_1.8.9 glue_1.8.0 buildtools_1.0.0
#> [10] htmltools_0.5.8.1 maketools_1.3.1 sys_3.4.3
#> [13] sass_0.4.9 rmarkdown_2.29 grid_4.4.2
#> [16] tibble_3.2.1 evaluate_1.0.1 jquerylib_0.1.4
#> [19] fastmap_1.2.0 profmem_0.6.0 yaml_2.3.10
#> [22] lifecycle_1.0.4 BiocManager_1.30.25 compiler_4.4.2
#> [25] pkgconfig_2.0.3 Rcpp_1.0.13-1 lattice_0.22-6
#> [28] digest_0.6.37 R6_2.5.1 utf8_1.2.4
#> [31] pillar_1.10.0 magrittr_2.0.3 bslib_0.8.0
#> [34] tools_4.4.2 cachem_1.1.0