Support multithreading in groupreduce

Keep the default to a single thread until we find a reliable way of
predicting a reasonably optimal number of threads.

Author: nalimilan

.travis.yml

@@ -17,6 +17,9 @@ arch:
 notifications:
   email: false
 
+env:
+  - JULIA_NUM_THREADS=2
+
 after_success:
   - julia -e 'using Pkg; Pkg.add("Coverage"); using Coverage;
               Coveralls.submit(Coveralls.process_folder())'

src/DataFrames.jl

@@ -7,6 +7,7 @@ using Base.Sort, Base.Order, Base.Iterators
 using TableTraits, IteratorInterfaceExtensions
 import LinearAlgebra: norm
 using Markdown
+using Base.Threads
 
 import DataAPI,
        DataAPI.All,
@@ -87,6 +88,8 @@ else
     export only
 end
 
+const NTHREADS = 1
+
 include("other/utils.jl")
 include("other/index.jl")
 

src/groupeddataframe/splitapplycombine.jl

@@ -453,18 +453,22 @@ julia> combine(gd, :, AsTable(Not(:a)) => sum, renamecols=false)
 ```
 """
 function combine(f::Base.Callable, gd::GroupedDataFrame;
-                 keepkeys::Bool=true, ungroup::Bool=true, renamecols::Bool=true)
+                 keepkeys::Bool=true, ungroup::Bool=true, renamecols::Bool=true,
+                 nthreads::Int=NTHREADS)
     return combine_helper(f, gd, keepkeys=keepkeys, ungroup=ungroup,
-                          copycols=true, keeprows=false, renamecols=renamecols)
+                          copycols=true, keeprows=false, renamecols=renamecols,
+                          nthreads=nthreads)
 end
 
 combine(f::typeof(nrow), gd::GroupedDataFrame;
-        keepkeys::Bool=true, ungroup::Bool=true, renamecols::Bool=true) =
+        keepkeys::Bool=true, ungroup::Bool=true, renamecols::Bool=true,
+        nthreads::Int=NTHREADS) =
     combine(gd, [nrow => :nrow], keepkeys=keepkeys, ungroup=ungroup,
             renamecols=renamecols)
 
 function combine(p::Pair, gd::GroupedDataFrame;
-                 keepkeys::Bool=true, ungroup::Bool=true, renamecols::Bool=true)
+                 keepkeys::Bool=true, ungroup::Bool=true, renamecols::Bool=true,
+                 nthreads::Int=NTHREADS)
     # move handling of aggregate to specialized combine
     p_from, p_to = p
 
@@ -484,20 +488,24 @@ function combine(p::Pair, gd::GroupedDataFrame;
         cs = p_from
     end
     return combine_helper(cs => p_to, gd, keepkeys=keepkeys, ungroup=ungroup,
-                          copycols=true, keeprows=false, renamecols=renamecols)
+                          copycols=true, keeprows=false, renamecols=renamecols,
+                          nthreads=nthreads)
 end
 
 combine(gd::GroupedDataFrame,
         cs::Union{Pair, typeof(nrow), ColumnIndex, MultiColumnIndex}...;
-        keepkeys::Bool=true, ungroup::Bool=true, renamecols::Bool=true) =
+        keepkeys::Bool=true, ungroup::Bool=true, renamecols::Bool=true,
+        nthreads::Int=NTHREADS) =
     _combine_prepare(gd, cs..., keepkeys=keepkeys, ungroup=ungroup,
-                     copycols=true, keeprows=false, renamecols=renamecols)
+                     copycols=true, keeprows=false, renamecols=renamecols,
+                     nthreads=nthreads)
 
 function _combine_prepare(gd::GroupedDataFrame,
                           @nospecialize(cs::Union{Pair, typeof(nrow),
                                         ColumnIndex, MultiColumnIndex}...);
                           keepkeys::Bool, ungroup::Bool, copycols::Bool,
-                          keeprows::Bool, renamecols::Bool)
+                          keeprows::Bool, renamecols::Bool,
+                          nthreads::Int)
     cs_vec = []
     for p in cs
         if p === nrow
@@ -570,7 +578,8 @@ function _combine_prepare(gd::GroupedDataFrame,
     f = Pair[first(x) => first(last(x)) for x in cs_norm]
     nms = Symbol[last(last(x)) for x in cs_norm]
     return combine_helper(f, gd, nms, keepkeys=keepkeys, ungroup=ungroup,
-                          copycols=copycols, keeprows=keeprows, renamecols=renamecols)
+                          copycols=copycols, keeprows=keeprows, renamecols=renamecols,
+                          nthreads=nthreads)
 end
 
 function gen_groups(idx::Vector{Int})
@@ -590,11 +599,12 @@ end
 function combine_helper(f, gd::GroupedDataFrame,
                         nms::Union{AbstractVector{Symbol},Nothing}=nothing;
                         keepkeys::Bool, ungroup::Bool,
-                        copycols::Bool, keeprows::Bool, renamecols::Bool)
+                        copycols::Bool, keeprows::Bool, renamecols::Bool,
+                        nthreads::Int)
     if !ungroup && !keepkeys
         throw(ArgumentError("keepkeys=false when ungroup=false is not allowed"))
     end
-    idx, valscat = _combine(f, gd, nms, copycols, keeprows, renamecols)
+    idx, valscat = _combine(f, gd, nms, copycols, keeprows, renamecols, nthreads)
     !keepkeys && ungroup && return valscat
     keys = groupcols(gd)
     for key in keys
@@ -985,24 +995,72 @@ function copyto_widen!(res::AbstractVector{T}, x::AbstractVector) where T
 end
 
 function groupreduce!(res::AbstractVector, f, op, condf, adjust, checkempty::Bool,
-                      incol::AbstractVector, gd::GroupedDataFrame)
+                      incol::AbstractVector, gd::GroupedDataFrame; nthreads::Int)
     n = length(gd)
+    groups = gd.groups
     if adjust !== nothing || checkempty
         counts = zeros(Int, n)
     end
-    groups = gd.groups
-    @inbounds for i in eachindex(incol, groups)
-        gix = groups[i]
-        x = incol[i]
-        if gix > 0 && (condf === nothing || condf(x))
-            # this check should be optimized out if U is not Any
-            if eltype(res) === Any && !isassigned(res, gix)
-                res[gix] = f(x, gix)
-            else
-                res[gix] = op(res[gix], f(x, gix))
+    nt = min(nthreads, Threads.nthreads())
+    if nt <= 1 || axes(incol) != axes(groups)
+        @inbounds for i in eachindex(incol, groups)
+            gix = groups[i]
+            x = incol[i]
+            if gix > 0 && (condf === nothing || condf(x))
+                # this check should be optimized out if U is not Any
+                if eltype(res) === Any && !isassigned(res, gix)
+                    res[gix] = f(x, gix)
+                else
+                    res[gix] = op(res[gix], f(x, gix))
+                end
+                if adjust !== nothing || checkempty
+                    counts[gix] += 1
+                end
             end
+        end
+    else
+        res_vec = Vector{typeof(res)}(undef, nt)
+        # needs to be always allocated to fix type instability with @threads
+        counts_vec = Vector{Vector{Int}}(undef, nt)
+        res_vec[1] = res
+        if adjust !== nothing || checkempty
+            counts_vec[1] = counts
+        end
+        for i in 2:nt
+            res_vec[i] = copy(res)
             if adjust !== nothing || checkempty
-                counts[gix] += 1
+                counts_vec[i] = zeros(Int, n)
+            end
+        end
+        Threads.@threads for tid in 1:nt
+            res′ = res_vec[tid]
+            if adjust !== nothing || checkempty
+                counts′ = counts_vec[tid]
+            end
+            start = 1 + ((tid - 1) * length(groups)) ÷ nt
+            stop = (tid * length(groups)) ÷ nt
+            @inbounds for i in start:stop
+                gix = groups[i]
+                x = incol[i]
+                if gix > 0 && (condf === nothing || condf(x))
+                    # this check should be optimized out if U is not Any
+                    if eltype(res′) === Any && !isassigned(res′, gix)
+                        res′[gix] = f(x, gix)
+                    else
+                        res′[gix] = op(res′[gix], f(x, gix))
+                    end
+                    if adjust !== nothing || checkempty
+                        counts′[gix] += 1
+                    end
+                end
+            end
+        end
+        for i in 2:length(res_vec)
+            res .= op.(res, res_vec[i])
+        end
+        if adjust !== nothing || checkempty
+            for i in 2:length(counts_vec)
+                counts .+= counts_vec[i]
             end
         end
     end
@@ -1042,26 +1100,31 @@ end
 
 # function barrier works around type instability of groupreduce_init due to applicable
 groupreduce(f, op, condf, adjust, checkempty::Bool,
-            incol::AbstractVector, gd::GroupedDataFrame) =
+            incol::AbstractVector, gd::GroupedDataFrame;
+            nthreads::Int) =
     groupreduce!(groupreduce_init(op, condf, adjust, incol, gd),
-                 f, op, condf, adjust, checkempty, incol, gd)
+                 f, op, condf, adjust, checkempty, incol, gd, nthreads=nthreads)
 # Avoids the overhead due to Missing when computing reduction
 groupreduce(f, op, condf::typeof(!ismissing), adjust, checkempty::Bool,
-            incol::AbstractVector, gd::GroupedDataFrame) =
+            incol::AbstractVector, gd::GroupedDataFrame;
+            nthreads::Int) =
     groupreduce!(disallowmissing(groupreduce_init(op, condf, adjust, incol, gd)),
-                 f, op, condf, adjust, checkempty, incol, gd)
+                 f, op, condf, adjust, checkempty, incol, gd, nthreads=nthreads)
 
-(r::Reduce)(incol::AbstractVector, gd::GroupedDataFrame) =
-    groupreduce((x, i) -> x, r.op, r.condf, r.adjust, r.checkempty, incol, gd)
+(r::Reduce)(incol::AbstractVector, gd::GroupedDataFrame; nthreads::Int=NTHREADS) =
+    groupreduce((x, i) -> x, r.op, r.condf, r.adjust, r.checkempty, incol, gd,
+                nthreads=nthreads)
 
 # this definition is missing in Julia 1.0 LTS and is required by aggregation for var
 # TODO: remove this when we drop 1.0 support
 if VERSION < v"1.1"
     Base.zero(::Type{Missing}) = missing
 end
 
-function (agg::Aggregate{typeof(var)})(incol::AbstractVector, gd::GroupedDataFrame)
-    means = groupreduce((x, i) -> x, Base.add_sum, agg.condf, /, false, incol, gd)
+function (agg::Aggregate{typeof(var)})(incol::AbstractVector, gd::GroupedDataFrame;
+                                       nthreads::Int=NTHREADS)
+    means = groupreduce((x, i) -> x, Base.add_sum, agg.condf, /, false, incol, gd,
+                        nthreads=nthreads)
     # !ismissing check is purely an optimization to avoid a copy later
     if eltype(means) >: Missing && agg.condf !== !ismissing
         T = Union{Missing, real(eltype(means))}
@@ -1071,10 +1134,11 @@ function (agg::Aggregate{typeof(var)})(incol::AbstractVector, gd::GroupedDataFra
     res = zeros(T, length(gd))
     return groupreduce!(res, (x, i) -> @inbounds(abs2(x - means[i])), +, agg.condf,
                         (x, l) -> l <= 1 ? oftype(x / (l-1), NaN) : x / (l-1),
-                        false, incol, gd)
+                        false, incol, gd, nthreads=nthreads)
 end
 
-function (agg::Aggregate{typeof(std)})(incol::AbstractVector, gd::GroupedDataFrame)
+function (agg::Aggregate{typeof(std)})(incol::AbstractVector, gd::GroupedDataFrame;
+                                       nthreads::Int=NTHREADS)
     outcol = Aggregate(var, agg.condf)(incol, gd)
     if eltype(outcol) <: Union{Missing, Rational}
         return sqrt.(outcol)
@@ -1083,20 +1147,25 @@ function (agg::Aggregate{typeof(std)})(incol::AbstractVector, gd::GroupedDataFra
     end
 end
 
-for f in (first, last)
-    function (agg::Aggregate{typeof(f)})(incol::AbstractVector, gd::GroupedDataFrame)
-        n = length(gd)
-        outcol = similar(incol, n)
-        fillfirst!(agg.condf, outcol, incol, gd, rev=agg.f === last)
-        if isconcretetype(eltype(outcol))
-            return outcol
-        else
-            return copyto_widen!(Tables.allocatecolumn(typeof(first(outcol)), n), outcol)
+for f in (:first, :last)
+    # Without using @eval the presence of a keyword argument triggers a Julia bug
+    @eval begin
+        function (agg::Aggregate{typeof($f)})(incol::AbstractVector, gd::GroupedDataFrame;
+                                              nthreads::Int=NTHREADS)
+            n = length(gd)
+            outcol = similar(incol, n)
+            fillfirst!(agg.condf, outcol, incol, gd, rev=agg.f === last)
+            if isconcretetype(eltype(outcol))
+                return outcol
+            else
+                return copyto_widen!(Tables.allocatecolumn(typeof(first(outcol)), n), outcol)
+            end
         end
     end
 end
 
-function (agg::Aggregate{typeof(length)})(incol::AbstractVector, gd::GroupedDataFrame)
+function (agg::Aggregate{typeof(length)})(incol::AbstractVector, gd::GroupedDataFrame;
+                                          nthreads::Int=NTHREADS)
     if getfield(gd, :idx) === nothing
         lens = zeros(Int, length(gd))
         @inbounds for gix in gd.groups
@@ -1143,7 +1212,7 @@ end
 
 function _combine(f::AbstractVector{<:Pair},
                   gd::GroupedDataFrame, nms::AbstractVector{Symbol},
-                  copycols::Bool, keeprows::Bool, renamecols::Bool)
+                  copycols::Bool, keeprows::Bool, renamecols::Bool, nthreads::Int)
     # here f should be normalized and in a form of source_cols => fun
     @assert all(x -> first(x) isa Union{Int, AbstractVector{Int}, AsTable}, f)
     @assert all(x -> last(x) isa Base.Callable, f)
@@ -1185,7 +1254,7 @@ function _combine(f::AbstractVector{<:Pair},
         if length(gd) > 0 && isagg(p, gd)
             incol = parentdf[!, source_cols]
             agg = check_aggregate(last(p), incol)
-            outcol = agg(incol, gd)
+            outcol = agg(incol, gd, nthreads=nthreads)
             res[i] = idx_agg, outcol
         elseif keeprows && fun === identity && !(source_cols isa AsTable)
             @assert source_cols isa Union{Int, AbstractVector{Int}}
@@ -1283,7 +1352,7 @@ function _combine(f::AbstractVector{<:Pair},
 end
 
 function _combine(fun::Base.Callable, gd::GroupedDataFrame, ::Nothing,
-                  copycols::Bool, keeprows::Bool, renamecols::Bool)
+                  copycols::Bool, keeprows::Bool, renamecols::Bool, nthreads::Int)
     @assert copycols && !keeprows
     # use `similar` as `gd` might have been subsetted
     firstres = length(gd) > 0 ? fun(gd[1]) : fun(similar(parent(gd), 0))
@@ -1293,7 +1362,7 @@ function _combine(fun::Base.Callable, gd::GroupedDataFrame, ::Nothing,
 end
 
 function _combine(p::Pair, gd::GroupedDataFrame, ::Nothing,
-                  copycols::Bool, keeprows::Bool, renamecols::Bool)
+                  copycols::Bool, keeprows::Bool, renamecols::Bool, nthreads::Int)
     # here p should not be normalized as we allow tabular return value from fun
     # map and combine should not dispatch here if p is isagg
     @assert copycols && !keeprows
@@ -1708,9 +1777,10 @@ julia> select(gd, :, AsTable(Not(:a)) => sum, renamecols=false)
 ```
 """
 select(gd::GroupedDataFrame, args...; copycols::Bool=true, keepkeys::Bool=true,
-       ungroup::Bool=true, renamecols::Bool=true) =
+       ungroup::Bool=true, renamecols::Bool=true, nthreads::Int=NTHREADS) =
     _combine_prepare(gd, args..., copycols=copycols, keepkeys=keepkeys,
-                     ungroup=ungroup, keeprows=true, renamecols=renamecols)
+                     ungroup=ungroup, keeprows=true, renamecols=renamecols,
+                     nthreads=NTHREADS)
 
 """
     transform(gd::GroupedDataFrame, args...;