Group By : Split Apply Combine

The split apply combine workflow is something that is heavily used in the popular python package pandas and which we’ve borrowed in albatross. The general idea is that many data manipulation operations can be broken into three steps in which a dataset is first split apart into groups, a function is then applied to each of the groups and the result is recombined into a new dataset.

This technique can be used in albatross using syntax that ends up very similar to that of pandas

dataset.group_by(my_criteria).apply(some_operation).combine();

Group By

The grouping (and applying) can be done using anything callable which takes a single FeatureType as an argument, for example:

int my_criteria(const double &x) { return round(x); }

struct MyCritera {
  int operator() (const double &x) {
    return my_criteria(x);
  }
}

void examples() {
  RegressionDataset<double> dataset = make_dataset();

  // using a free function
  dataset.group_by(my_criteria);
  // using a lambda
  dataset.group_by([](const auto &x){return my_criteria(x);});
  // using a callable object
  MyCritera criteria;
  dataset.group_by(criteria);
}

The result of group_by(f).groups() can be treated as if it were a std::map, for example to get the third group:

auto dataset_3 = dataset.group_by(my_criteria).groups()[3];

Not all operations can be efficiently done working with the grouped datasets, for these cases you may find it helpful to work directly with the indices of each group:

std::vector<std::size_t> inds_3 = dataset.group_by(my_criteria).indexers()[3];

The group_by technique can also be used directly on vectors:

std::vector<double> values = make_values();
group_by(values, my_criteria);

In this case the groups() will return a map from int to std::vector<double>.

Apply

Similar to group_by an apply function can be anything callable and should take either the key value pair or just the value as arguments and can (optionally) return a new object. In other words an apply function should have one of the following signatures.

ApplyType f(KeyType &key, ValueType &value)
The result will be a new map-like from KeyType to ApplyType
auto sum = [](const int &key, const RegressionDataset<double>& value)
  { return value.targets.mean.sum(); };
std::map<int, double> sums = dataset.group_by(my_criteria).apply(sum);
void f(KeyType &key, ValueType &value)
The return type will be void.
auto print_sum = [](const int &key, const RegressionDataset<double>& value)
  { std::cout << key << " : " << value.targets.mean.sum() << std::endl; };
dataset.group_by(my_criteria).apply(print_sum);
ApplyType f(ValueType &value)
The result will be a new map-like from KeyType to ApplyType
auto sum = [](const RegressionDataset<double>& value)
  { return value.targets.mean.sum(); };
std::map<int, double> sums = dataset.group_by(my_criteria).apply(sum);
void f(KeyType &key, ValueType &value)
The return type will be void.
auto print_sum = [](const RegressionDataset<double>& value)
  { std::cout << value.targets.mean.sum() << std::endl; };
dataset.group_by(my_criteria).apply(print_sum);

For example, we could do something like:

RegressionDataset<Bar> dataset;
auto get_foo = [](const Bar &bar) { return Foo(bar); };
dataset.group_by(get_foo).apply(f);

In this situation the ValueType = RegressionDataset<Bar> and KeyType = Foo.

auto can be used for the argument types in which case a single argument is assumed to be a ValueType. For example,

dataset.group_by(get_foo).apply([](const auto &data) {return f(data);});

Combine

In the apply step there are very few restrictions on what can be returned from an apply function. When it comes to the combine step however, there are a few restrictions. Namely combine only supports RegressionDataset<>, std::vector<> and double types.

In this example you can see how you could start with a dataset, split it into groups compute some metric for each group and recombine into a vector of the results:

auto compute_something = [](const RegressionDataset<Bar> &data) -> double {
  double something = data.features[0].foo;
  return something;
}

Eigen::VectorXd results = dataset.group_by(get_group).apply(compute_something).combine();

Motivational Example

One common pattern when working with data is the need to break a dataset apart and do something with each of the resulting groups. For example, in the group_by_example we built a dataset which contains a bunch of people defined by their age and gender:

struct Person {
  enum Gender {FEMALE, MALE};

  Gender gender;
  int age;
};

In albatross we store data using the RegressionDataset<> type which consists of a vector of features and an Eigen::VectorXd of targets. You can think of the features as an object containing all the information you need to describe some measurement and the targets as containing the actual measurements.

We might then, for example, want to take our dataset of people and print out the average salary depending on the gender. Here’s how you might do that manually:

std::size_t female_count = 0;
double female_average = 0.;
std::size_t male_count = 0;
double male_average = 0.;

for (std::size_t i = 0; i < dataset.size(); ++i) {
  if (dataset.features[i].gender == Person::Female) {
    female_average += dataset.targets.mean[i];
    ++female_count;
  } else {
    male_average += dataset.targets.mean[i];
    ++male_count;
  }
}

female_average /= female_count;
male_average /= male_count;

std::cout << "female : " << female_average << std::endl;
std::cout << "male : " << male_average << std::endl;

There are several issues with this though. If there are no males (or females) in the dataset we’ll end up dividing by zero. Also, if you are dealing with more than two options the details of the for loop (which are already a bit difficult to follow) could get very complicated. Instead we can use the group_by and apply methods to come up with an alternative approach:

const RegressionDataset<Person> dataset = make_data();

auto get_gender = [](const auto &f){return f.gender;};

auto print_average_salary = [](const auto &gender, const auto &dataset) {
  std::cout << to_string(gender) << "  :  " << dataset.targets.mean.mean() << std::endl;
};

dataset.group_by(get_gender).apply(print_average_salary);

Not only will this avoid the pitfall of missing groups, but the split-apply approach forces the use of smaller helper functions which ends up making everything much easier to read.