Timing the Same Algorithm in R, Python, and C++
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While developing the RcppDynProg R package I took a little extra time to port the core algorithm from C++ to both R and Python.
This means I can time the exact same algorithm implemented nearly identically in each of these three languages. So I can extract some comparative “apples to apples” timings. Please read on for a summary of the results.
The algorithm in question is the general dynamic programming solution to the “minimum cost partition into intervals” problem. As coded in C++ it uses one-time allocation of large tables and then for-loops and index chasing to fill in the dynamic programming table solution. The C++ code is given here.
I then directly transliterated (or line-for line translated) this code into R (code here) and Python (code here). Both of these implementations are very direct translations of the C++ solution, so they are possibly not what somebody starting in R or Python would design. So really we are coding in an an imperative C style in R and Python. To emphasize the shallowness of the port I deliberately left the semi-colons from the C++ in the R port. The Python can be taken to be equally “un-Pythonic” (for example, we are using for loops and not list comprehensions).
That being said we now have very similar code to compare in all three languages. We can summarize the timings (details here and here) as follows.
| problem | solution language | time in seconds |
|---|---|---|
| 500 point partition into intervals dynamic program | R | 21 |
| 500 point partition into intervals dynamic program | C++ (from R via Rcpp) | 0.088 |
| 500 point partition into intervals dynamic program | Python | 39 |
Notice for this example C++ is 240 times faster than R, and R is almost twice as fast as Python
Neither R nor Python is optimized for the type of index-chasing this dynamic programming solution depends on. So we also took a look at a simpler problem: computing the PRESS statistic, which is easy to vectorize (a preferred writing efficient code in R nor Python). When we compare all three languages on this problem we see the following.
| problem | solution method | time in seconds |
|---|---|---|
| 3,000,000 point PRESS statistic calculation | R scalar code | 3.4 |
| 3,000,000 point PRESS statistic calculation | Rcpp scalar code | 0.26 |
| 3,000,000 point PRESS statistic calculation | R vectorized code | 0.35 |
| 3,000,000 point PRESS statistic calculation | Python vectorized (numpy)
0.21
The timing details can be found here and here.
Ignoring the R scalar solution (which is too direct a translation from C++ to R, but a stepping stone to the R vectorized solution as we discuss here). We see: vectorized Python is now about 1.6 times faster than the vectorized R and even 1.2 times faster than the C++ (probably not due to Rcpp, but instead driven by my choice of container class in the C++ code).
Obviously different code (and per-language tuning and optimization) will give different results. But the above is consistent with our general experience with In conclusion: To leave a comment for the author, please follow the link and comment on their blog: R – Win-Vector Blog.
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