Thursday, March 27, 2014

SAS vs. Python for data analysis

To perform data analysis efficiently, I need a full stack programming language rather than frequently switching from one language to another. That means — this language can hold large quantity of data, manipulate data promptly and easily (e.g. if-then-else; iteration), connect to various data sources such as relational database and Hadoop, apply some statistical models, and report result as graph, table or web. SAS is famous for its capacity to realize such a data cycle, as long as you are willing to pay the annual license fee.
SAS’s long-standing competitor, R, still keeps growing. However, in the past years, the Python community has launched a crazy movement to port R’s jewels and ideas to Python, which resulted in a few solid applications such as pandas and ggplot. With the rapid accumulation of the data-related tools in Python, I feel more comfortable to work with data in Python than R, because I have a bias that Python’s interpreter is more steady than R’s while dealing with data, and sometimes I just want to escape from R’s idiosyncratic syntax such as x<-4 or foo.bar.2000=10.

Actually there is no competition between SAS and R at all: these two dwell in two parallel universes and rely on distinctive ecosystems. SAS, Python, Bash and Perl process data row-wise, which means they input and output data line by line. R, Matlab, SAS/IML, Python/pandas and SQL manipulate data column-wise. The size of data for row-wise packages such as SAS are hard-disk-bound at the cost of low speed due to hard disk. On the contrary, the column-wise packages including R are memory-bound given the much faster speed brought by memory. 
Let’s go back to the comparison between SAS and Python. For most parts I am familiar with in SAS, I can find the equivalent modules in Python. I create a table below to list the similar components between SAS and Python.
SASPython
DATA stepcore Python
SAS/STATStatsModels
SAS/Graphmatplotlib
SAS Statistical Graphicsggplot
PROC SQLsqlite3
SAS/IMLNumPy
SAS Windowing EnvironmentQt Console for iPython
SAS StudioIPython notebook
SAS In-Memory Analytics for HadoopSpark with Python
This week SAS announced some promising products. Interesting, they can be traced to some of the Python’s similar implementations. For example, SAS Studio, a fancy web-based IDE with the feature of code completion, opens an HTML server at local machine and uses a browser to do coding, which is amazingly similar to iPython notebook. Another example is SAS In-Memory Analytics for Hadoop. Given that the old MapReduce path for data analysis is painfully time-consuming and complicated, aggregating memory instead of hard disk across many nodes of a Hadoop cluster is certainly faster and more interactive. Based on the same idea, Apache Spark, which fully supports Python scripting, has just been released to CDH 5.0. It will be interesting to compare Python and SAS’s in-memory ability for data analysis at the level of Hadoop.
Before there is a new killer app for R, at least for now, Python steals R’s thunder to be an open source alternative for SAS.

Good math, bad engineering

As a formal statistician and a current engineer, I feel that a successful engineering project may require both the mathematician’s abilit...