Wednesday, December 03, 2014

Lee Edlefsen on Big Data in R

Lee Edlefsen, Chief Scientist at Revolution Analytics, spoke about Big Data in R at the FHCRC a week or two back. He introduced the PEMA or parallel external memory algorithm.

“Parallel external memory algorithms (PEMA's) allow solution of both capacity and speed problems, and can deal with distributed and streaming data.”

When a problem is too big to fit in memory, external memory algorithms come into play. The data to be processed is chunked and loaded into memory a chunk at a time and partial results from each chunk combined into a final result:

  1. initialize
  2. process chunk
  3. update results
  4. process results

Edlefsen made a couple of nice observations about these steps. Processing an individual chunk can often be done independently of other chunks. In this case, it's possible to parallelize. If updating results can be done as new data arrives, you get streaming.

Revolution has developed a framework for writing parallel external memory algorithms in R, RevoPemaR, making use of R reference classes.

I couldn't find Edlefsen's exact slides, but these decks on parallel external memory algorithms and another from UseR 2011 on Scalable data analysis in R seem to cover everything he talked about.