DA/monetdblite-experiments Changeset - 0a35fe431f8a · Centrum Wiskunde & Informatica (CWI)

Changeset - 0a35fe431f8a

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Hannes Muehleisen - 9 years ago 2015-11-11 10:54:06
hannes@muehleisen.org

Import

4 files changed with 342 insertions and 0 deletions:

hmda-dump.sql

hmda-queries.sql

192

plots.R

testdriver.R

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hmda-dump.sql

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@@ new file 100644 @@
 COPY SELECT * FROM hmda_06 SAMPLE 10000 INTO '/scratch/hannes/hmda/hmda_06_1.csv';
 COPY SELECT * FROM hmda_06 SAMPLE 100000 INTO '/scratch/hannes/hmda/hmda_06_2.csv';
 COPY SELECT * FROM hmda_06 SAMPLE 1000000 INTO '/scratch/hannes/hmda/hmda_06_3.csv';
 COPY SELECT * FROM hmda_06 SAMPLE 10000000 INTO '/scratch/hannes/hmda/hmda_06_4.csv';
 COPY SELECT * FROM hmda_06 INTO '/scratch/hannes/hmda/hmda_06_f.csv';
 COPY SELECT * FROM hmda_07 SAMPLE 10000 INTO '/scratch/hannes/hmda/hmda_07_1.csv';
 COPY SELECT * FROM hmda_07 SAMPLE 100000 INTO '/scratch/hannes/hmda/hmda_07_2.csv';
 COPY SELECT * FROM hmda_07 SAMPLE 1000000 INTO '/scratch/hannes/hmda/hmda_07_3.csv';
 COPY SELECT * FROM hmda_07 SAMPLE 10000000 INTO '/scratch/hannes/hmda/hmda_07_4.csv';
 COPY SELECT * FROM hmda_07 INTO '/scratch/hannes/hmda/hmda_07_f.csv';
 COPY SELECT * FROM hmda_08 SAMPLE 10000 INTO '/scratch/hannes/hmda/hmda_08_1.csv';
 COPY SELECT * FROM hmda_08 SAMPLE 100000 INTO '/scratch/hannes/hmda/hmda_08_2.csv';
 COPY SELECT * FROM hmda_08 SAMPLE 1000000 INTO '/scratch/hannes/hmda/hmda_08_3.csv';
 COPY SELECT * FROM hmda_08 SAMPLE 10000000 INTO '/scratch/hannes/hmda/hmda_08_4.csv';
 COPY SELECT * FROM hmda_08 INTO '/scratch/hannes/hmda/hmda_08_f.csv';
 COPY SELECT * FROM hmda_09 SAMPLE 10000 INTO '/scratch/hannes/hmda/hmda_09_1.csv';
 COPY SELECT * FROM hmda_09 SAMPLE 100000 INTO '/scratch/hannes/hmda/hmda_09_2.csv';
 COPY SELECT * FROM hmda_09 SAMPLE 1000000 INTO '/scratch/hannes/hmda/hmda_09_3.csv';
 COPY SELECT * FROM hmda_09 SAMPLE 10000000 INTO '/scratch/hannes/hmda/hmda_09_4.csv';
 COPY SELECT * FROM hmda_09 INTO '/scratch/hannes/hmda/hmda_09_f.csv';
 COPY SELECT * FROM hmda_10 SAMPLE 10000 INTO '/scratch/hannes/hmda/hmda_10_1.csv';
 COPY SELECT * FROM hmda_10 SAMPLE 100000 INTO '/scratch/hannes/hmda/hmda_10_2.csv';
 COPY SELECT * FROM hmda_10 SAMPLE 1000000 INTO '/scratch/hannes/hmda/hmda_10_3.csv';
 COPY SELECT * FROM hmda_10 SAMPLE 10000000 INTO '/scratch/hannes/hmda/hmda_10_4.csv';
 COPY SELECT * FROM hmda_10 INTO '/scratch/hannes/hmda/hmda_10_f.csv';
 COPY SELECT * FROM hmda_11 SAMPLE 10000 INTO '/scratch/hannes/hmda/hmda_11_1.csv';
 COPY SELECT * FROM hmda_11 SAMPLE 100000 INTO '/scratch/hannes/hmda/hmda_11_2.csv';
 COPY SELECT * FROM hmda_11 SAMPLE 1000000 INTO '/scratch/hannes/hmda/hmda_11_3.csv';
 COPY SELECT * FROM hmda_11 SAMPLE 10000000 INTO '/scratch/hannes/hmda/hmda_11_4.csv';
 COPY SELECT * FROM hmda_11 INTO '/scratch/hannes/hmda/hmda_11_f.csv';

hmda-queries.sql

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@@ new file 100644 @@
 SELECT actiontype,
        propertytype,
        loanpurpose,
        count(*) AS num_records
 FROM hmda_11
 GROUP BY actiontype,
          propertytype,
          loanpurpose;
 SELECT actiontype,
        propertytype,
        loanpurpose,
        count(*) AS num_records
 FROM hmda_06
 GROUP BY actiontype,
          propertytype,
          loanpurpose
 ORDER BY actiontype,
          propertytype,
          loanpurpose;
 SELECT actiontype,
        propertytype,
        loanpurpose,
        count(*) AS num_records
 FROM hmda_07
 GROUP BY actiontype,
          propertytype,
          loanpurpose
 ORDER BY actiontype,
          propertytype,
          loanpurpose;
 SELECT actiontype,
        propertytype,
        loanpurpose,
        count(*) AS num_records
 FROM hmda_08
 GROUP BY actiontype,
          propertytype,
          loanpurpose
 ORDER BY actiontype,
          propertytype,
          loanpurpose;
 SELECT actiontype,
        propertytype,
        loanpurpose,
        count(*) AS num_records
 FROM hmda_09
 GROUP BY actiontype,
          propertytype,
          loanpurpose
 ORDER BY actiontype,
          propertytype,
          loanpurpose;
 SELECT actiontype,
        propertytype,
        loanpurpose,
        count(*) AS num_records
 FROM hmda_10
 GROUP BY actiontype,
          propertytype,
          loanpurpose
 ORDER BY actiontype,
          propertytype,
          loanpurpose;
 SELECT actiontype,
        propertytype,
        loanpurpose,
        count(*) AS num_records
 FROM hmda_11
 GROUP BY actiontype,
          propertytype,
          loanpurpose
 ORDER BY actiontype,
          propertytype,
          loanpurpose;
 SELECT sum((loanpurpose = '1'
             AND propertytype IN ('1', '2'))) AS home_purchase,
        sum((loanpurpose = '3'
             AND propertytype IN ('1', '2'))) AS refinance,
        sum((loanpurpose = '2'
             AND propertytype IN ('1', '2'))) AS home_improvement,
        sum((propertytype = '3')) AS multifamily,
        count(*) AS total
 FROM hmda_11
 WHERE actiontype = '1';
 SELECT sum((loanpurpose = '1'
             AND propertytype IN ('1', '2'))) AS home_purchase,
        sum((loanpurpose = '3'
             AND propertytype IN ('1', '2'))) AS refinance,
        sum((loanpurpose = '2'
             AND propertytype IN ('1', '2'))) AS home_improvement,
        sum((propertytype = '3')) AS multifamily,
        count(*) AS total
 FROM hmda_06
 WHERE actiontype = '1'
 UNION
 SELECT sum((loanpurpose = '1'
             AND propertytype IN ('1', '2'))) AS home_purchase,
        sum((loanpurpose = '3'
             AND propertytype IN ('1', '2'))) AS refinance,
        sum((loanpurpose = '2'
             AND propertytype IN ('1', '2'))) AS home_improvement,
        sum((propertytype = '3')) AS multifamily,
        count(*) AS total
 FROM hmda_07
 WHERE actiontype = '1'
 UNION
 SELECT sum((loanpurpose = '1'
             AND propertytype IN ('1', '2'))) AS home_purchase,
        sum((loanpurpose = '3'
             AND propertytype IN ('1', '2'))) AS refinance,
        sum((loanpurpose = '2'
             AND propertytype IN ('1', '2'))) AS home_improvement,
        sum((propertytype = '3')) AS multifamily,
        count(*) AS total
 FROM hmda_08
 WHERE actiontype = '1'
 UNION
 SELECT sum((loanpurpose = '1'
             AND propertytype IN ('1', '2'))) AS home_purchase,
        sum((loanpurpose = '3'
             AND propertytype IN ('1', '2'))) AS refinance,
        sum((loanpurpose = '2'
             AND propertytype IN ('1', '2'))) AS home_improvement,
        sum((propertytype = '3')) AS multifamily,
        count(*) AS total
 FROM hmda_09
 WHERE actiontype = '1'
 UNION
 SELECT sum((loanpurpose = '1'
             AND propertytype IN ('1', '2'))) AS home_purchase,
        sum((loanpurpose = '3'
             AND propertytype IN ('1', '2'))) AS refinance,
        sum((loanpurpose = '2'
             AND propertytype IN ('1', '2'))) AS home_improvement,
        sum((propertytype = '3')) AS multifamily,
        count(*) AS total
 FROM hmda_10
 WHERE actiontype = '1'
 UNION
 SELECT sum((loanpurpose = '1'
             AND propertytype IN ('1', '2'))) AS home_purchase,
        sum((loanpurpose = '3'
             AND propertytype IN ('1', '2'))) AS refinance,
        sum((loanpurpose = '2'
             AND propertytype IN ('1', '2'))) AS home_improvement,
        sum((propertytype = '3')) AS multifamily,
        count(*) AS total
 FROM hmda_11
 WHERE actiontype = '1';
 SELECT race,
        count(*)
 FROM hmda_11
 WHERE actiontype = '1'
   AND loanpurpose = '1'
   AND occupancy = '1'
   AND lienstatus = '1'
   AND propertytype IN ('1',
                        '2')
 GROUP BY race
 ORDER BY race;
 SELECT ethnicity,
        count(*)
 FROM hmda_11
 WHERE actiontype = '1'
   AND loanpurpose = '1'
   AND occupancy = '1'
   AND lienstatus = '1'
   AND propertytype IN ('1',
                        '2')
   AND race = '5'
 GROUP BY ethnicity
 ORDER BY ethnicity;

plots.R

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@@ new file 100755 @@
 #!R -f
 (function(lp) {
 np <- lp[!(lp %in% installed.packages()[,"Package"])]
 if(length(np)) install.packages(np,repos=c("https://cran.rstudio.com/"))
 x <- lapply(lp,function(x){library(x,character.only=TRUE)})
 })(c("ggplot2", "ggthemes", "gtable", "reshape2"))
 theme <- theme_few(base_size = 24) +
 theme(axis.title.y=element_text(vjust=0.9),
   axis.title.x=element_text(vjust=-0.1),
   axis.ticks.x=element_blank(),
   text=element_text(family="serif"),
   legend.position = "none")
 dd <- read.table("results.csv", sep="\t", header=F)
 names(dd) <- c("sys", "dataset", "nrows", "loadtime", "querytime", "readtime")
 ddm <- melt(dd[c(1,2,4,5,6)], id.vars=c("sys","dataset"))
 ddm$sys <- factor(ddm$sys, c("MonetDBLite", "MonetDB", "SQLite"))
 print(ddm)
 xlf <- function(value) ifelse(value == 0, "DNF", ifelse(value < 10,
   paste0(round(value, 1), "s"), paste0(round(value), "s")))
 plt <- function(ddp, fname, xmax, title) {
   pdf(fname, width=10, height=5)
   p <- ggplot(ddp,aes(x=dataset, y=value, fill=sys)) +
     geom_bar(stat="identity", position = "dodge", width=.7)  +
     geom_text(aes(label = xlf(value), family="serif"), size = 5, vjust=-.4,
       position = position_dodge(width=.7)) +
     scale_x_discrete(labels=xlabel) +
     scale_y_continuous(limits=c(0, xmax)) +
     scale_fill_manual(values=c( "#1f78b4", "#a6cee3", "#b2df8a")) +
     xlab("# Tuples") + ylab("Time (s)") + theme + ggtitle(title)
   # haaaack (secondary x axis patched in using gtable)
   axis <- ggplot(ddp,aes(x=dataset, y=value, fill=sys)) +
     geom_text(aes(label=sys, y=0, family="serif"), angle=90, size = 5,  hjust = 0.55,
       position = position_dodge(width=.7))
   annotation <- gtable_filter(ggplotGrob(axis), "panel", trim=TRUE)
   annotation[["grobs"]][[1]][["children"]][c(1,3)] <- NULL
   g <- ggplotGrob(p)
   g <- gtable_add_rows(g, unit(6, "line"), pos=3)
   g <- gtable_add_grob(g, annotation, t=4, b=4, l=4, r=4)
   grid.draw(g)
   dev.off()
+}
 xlabel <- c("1"="60K", "2"="600K", "3"="6M", "4"="60M", "f"="128M")
 plt(ddm[ddm$variable=='loadtime',], "load.pdf", 10000, "Loading from CSV files")
 plt(ddm[ddm$variable=='querytime',], "query.pdf", 70, "Run HMDA analysis")
 xlabel <- c("1"="10K", "2"="100K", "3"="1M", "4"="10M", "f"="14M")
 plt(ddm[ddm$variable=='readtime',], "read.pdf", 1500, "Convert table to data.frame")

testdriver.R

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@@ new file 100644 @@
 library(MonetDB.R)
 library(RSQLite)
 library(RPostgreSQL)
 con1 <- dbConnect(MonetDB.R(), "hmda")
 con2 <- dbConnect(MonetDBLite())
 con3 <- dbConnect(SQLite(), ":memory:")
 con4 <- dbConnect(SQLite(), tempfile())
 # PostgreSQL can't run queries
 # con5 <- dbConnect(dbDriver("PostgreSQL"), host="localhost", port=5432)
 ds <- c("1"=60000, "2"=600000, "3"=6000000, "4"=60000000, "f"=128818169)
 tb <- sprintf("hmda_%02d", 6:11)
 mtime <- function(x) system.time(x)[[3]]
 results <- data.frame(sys=character(), dataset=character(), nrows=integer(), ltime=numeric(), qtime=numeric(), dtime=numeric())
 run <- function(con, sys) {
 	for (d in names(ds)) {
 		# create tables
 		lapply(tb, function(t) {
 			if (dbExistsTable(con, t)) dbRemoveTable(con, t)
 			dbSendQuery(con, paste0('CREATE TABLE ', t, '( "asofyear" DOUBLE PRECISION, "respondentid" VARCHAR(255), "agencycode" VARCHAR(255), "loantype" DOUBLE PRECISION, "propertytype" VARCHAR(255), "loanpurpose" DOUBLE PRECISION, "occupancy" DOUBLE PRECISION, "loanamount" DOUBLE PRECISION, "preapproval" VARCHAR(255), "actiontype" DOUBLE PRECISION, "msa_md" VARCHAR(255), "statecode" VARCHAR(255), "countycode" VARCHAR(255), "censustractnumber" VARCHAR(255), "applicantethnicity" VARCHAR(255), "coapplicantethnicity" VARCHAR(255), "applicantrace1" VARCHAR(255), "applicantrace2" VARCHAR(255), "applicantrace3" VARCHAR(255), "applicantrace4" VARCHAR(255), "applicantrace5" VARCHAR(255), "coapplicantrace1" VARCHAR(255), "coapplicantrace2" VARCHAR(255), "coapplicantrace3" VARCHAR(255), "coapplicantrace4" VARCHAR(255), "coapplicantrace5" VARCHAR(255), "applicantsex" DOUBLE PRECISION, "coapplicantsex" DOUBLE PRECISION, "applicantincome" VARCHAR(255), "purchasertype" VARCHAR(255), "denialreason1" VARCHAR(255), "denialreason2" VARCHAR(255), "denialreason3" VARCHAR(255), "ratespread" VARCHAR(255), "hoepastatus" VARCHAR(255), "lienstatus" VARCHAR(255), "editstatus" VARCHAR(255), "applicationdateindicator" DOUBLE PRECISION, "sequencenumber" DOUBLE PRECISION, "population" DOUBLE PRECISION, "minoritypopulationpct" DOUBLE PRECISION, "hudmedianfamilyincome" DOUBLE PRECISION, "tracttomsa_mdincomepct" DOUBLE PRECISION, "numberofowneroccupiedunits" DOUBLE PRECISION, "numberof1to4familyunits" DOUBLE PRECISION, "activityyear" DOUBLE PRECISION, "fedtaxid" VARCHAR(255), "respondentname_ts" VARCHAR(255), "respondentmailingaddress" VARCHAR(255), "respondentcity_ts" VARCHAR(255), "respondentstate_ts" VARCHAR(255), "respondentzipcode" VARCHAR(255), "parentname_ts" VARCHAR(255), "parentaddress" VARCHAR(255), "parentcity_ts" VARCHAR(255), "parentstate_ts" VARCHAR(255), "parentzipcode" VARCHAR(255), "respondentname_panel" VARCHAR(255), "respondentcity_panel" VARCHAR(255), "respondentstate_panel" VARCHAR(255), "assets_panel" DOUBLE PRECISION, "otherlendercode_panel" DOUBLE PRECISION, "regioncode_panel" DOUBLE PRECISION, "larcount" DOUBLE PRECISION, "validityerror" VARCHAR(255), "app_min_cnt" INTEGER, "co_min_cnt" INTEGER, "appwhite" INTEGER, "cowhite" INTEGER, "race" INTEGER, "ethnicity" VARCHAR(255))'))
 		})
 		# load data
 		ltime <- mtime(
 		for (t in tb) {
 			fname <- paste0(getwd(), "/data/", t, "_", d, ".csv")
 			if (inherits(con, "SQLiteConnection")) dbWriteTable(con, name = t, value = fname, row.names = FALSE, header = FALSE, append=T, sep="|", overwrite=F)
 			if (inherits(con, "MonetDBConnection"))  dbSendQuery(con, paste0("COPY INTO ", t, " FROM '", fname, "'", collapse="\n"))
 			if (inherits(con, "PostgreSQLConnection"))  dbGetQuery(con, paste0("COPY ", t, " FROM '", fname, "' WITH (FORMAT CSV, DELIMITER \'|\', NULL \'null\')", collapse="\n"))
 		})
 		trows <- dbGetQuery(con, paste0("SELECT SUM(rws) AS rws FROM (", paste0("SELECT COUNT(*) AS rws FROM ", tb, collapse=" UNION ALL "), ") AS t"))$rws[[1]]
 		# make sure we have loaded as many rows as expected
 		stopifnot(trows == ds[d])
 		dump  <- dbGetQuery(con, paste0(readLines("hmda-queries.sql"), collapse="\n"))
 		dump  <- dbGetQuery(con, paste0(readLines("hmda-queries.sql"), collapse="\n"))
 		qtime <- mtime(dbGetQuery(con, paste0(readLines("hmda-queries.sql"), collapse="\n")))
 		dump  <- dbReadTable(con, "hmda_11")
 		dump  <- dbReadTable(con, "hmda_11")
 		dtime <- mtime(dbReadTable(con, "hmda_11"))
 		# clean up
 		lapply(tb, function(x) dbRemoveTable(con, x))
 		results <<- rbind(results, data.frame(sys=sys, dataset=d, nrows=ds[d], ltime=ltime, qtime=qtime, dtime=dtime))
 		print(results)
 		write.table(results, "results.csv", row.names=F, quote=F, sep="\t", col.names=F)
+	}
+}
 run(con2, 'MonetDBLite')
 run(con4, 'SQLite-file')
 run(con1, 'MonetDB')

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