What is the purpose of setting a key in data.table?

In addition to this answer, please refer to the vignettes Secondary indices and auto indexing and Keys and fast binary search based subset as well.

This issue highlights the other vignettes that we plan to.

I’ve updated this answer again (Feb 2016) in light of the new on= feature that allows ad-hoc joins as well. See history for earlier (outdated) answers.

What exactly does setkey(DT, a, b) do?

It does two things:

  1. reorders the rows of the data.table DT by the column(s) provided (a, b) by reference, always in increasing order.
  2. marks those columns as key columns by setting an attribute called sorted to DT.

The reordering is both fast (due to data.table‘s internal radix sorting) and memory efficient (only one extra column of type double is allocated).

When is setkey() required?

For grouping operations, setkey() was never an absolute requirement. That is, we can perform a cold-by or adhoc-by.

## "cold" by
DT <- data.table(x=rep(1:5, each=2), y=1:10)
DT[, mean(y), by=x] # no key is set, order of groups preserved in result

However, prior to v1.9.6, joins of the form x[i] required key to be set on x. With the new on= argument from v1.9.6+, this is not true anymore, and setting keys is therefore not an absolute requirement here as well.

## joins using < v1.9.6 
setkey(X, a) # absolutely required
setkey(Y, a) # not absolutely required as long as 'a' is the first column

## joins using v1.9.6+
X[Y, on="a"]
# or if the column names are x_a and y_a respectively
X[Y, on=c("x_a" = "y_a")]

Note that on= argument can be explicitly specified even for keyed joins as well.

The only operation that requires key to be absolutely set is the foverlaps() function. But we are working on some more features which when done would remove this requirement.

  • So what’s the reason for implementing on= argument?

    There are quite a few reasons.

    1. It allows to clearly distinguish the operation as an operation involving two data.tables. Just doing X[Y] does not distinguish this as well, although it could be clear by naming the variables appropriately.

    2. It also allows to understand the columns on which the join/subset is being performed immediately by looking at that line of code (and not having to traceback to the corresponding setkey() line).

    3. In operations where columns are added or updated by reference, on= operations are much more performant as it doesn’t need the entire data.table to be reordered just to add/update column(s). For example,

       ## compare 
       setkey(X, a, b) # why physically reorder X to just add/update a column?
       X[Y, col := i.val]
       ## to
       X[Y, col := i.val, on=c("a", "b")]

      In the second case, we did not have to reorder. It’s not computing the order that’s time consuming, but physically reordering the data.table in RAM, and by avoiding it, we retain the original order, and it is also performant.

    4. Even otherwise, unless you’re performing joins repetitively, there should be no noticeable performance difference between a keyed and ad-hoc joins.

This leads to the question, what advantage does keying a data.table have anymore?

  • Is there an advantage to keying a data.table?

    Keying a data.table physically reorders it based on those column(s) in RAM. Computing the order is not usually the time consuming part, rather the reordering itself. However, once we’ve the data sorted in RAM, the rows belonging to the same group are all contiguous in RAM, and is therefore very cache efficient. It’s the sortedness that speeds up operations on keyed data.tables.

    It is therefore essential to figure out if the time spent on reordering the entire data.table is worth the time to do a cache-efficient join/aggregation. Usually, unless there are repetitive grouping / join operations being performed on the same keyed data.table, there should not be a noticeable difference.

In most cases therefore, there shouldn’t be a need to set keys anymore. We recommend using on= wherever possible, unless setting key has a dramatic improvement in performance that you’d like to exploit.

Question: What do you think would be the performance like in comparison to a keyed join, if you use setorder() to reorder the data.table and use on=? If you’ve followed thus far, you should be able to figure it out :-).

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