reading large text / csv files in Julia takes a long time compared to Python. Here are the times to read a file whose size is 486.6 MB and has 153895 rows and 644 columns. <
I've found a few things that can partially help this situation.
using the readdlm() function in Julia seems to work considerably faster (e.g. 3x on a recent trial) than readtable(). Of course, if you want the DataFrame object type, you'll then need to convert to it, which may eat up most or all of the speed improvement.
Specifying dimensions of your file can make a BIG difference, both in speed and in memory allocations. I ran this trial reading in a file that is 258.7 MB on disk:
julia> @time Data = readdlm("MyFile.txt", '\t', Float32, skipstart = 1);
19.072266 seconds (221.60 M allocations: 6.573 GB, 3.34% gc time)
julia> @time Data = readdlm("MyFile.txt", '\t', Float32, skipstart = 1, dims = (File_Lengths[1], 62));
10.309866 seconds (87 allocations: 528.331 MB, 0.03% gc time)
The type specification for your object matters a lot. For instance, if your data has strings in it, then the data of the array that you read in will be of type Any, which is expensive memory wise. If memory is really an issue, you may want to consider preprocessing your data by first converting the strings to integers, doing your computations, and then converting back. Also, if you don't need a ton of precision, using Float32 type instead of Float64 can save a LOT of space. You can specify this when reading the file in, e.g.:
Data = readdlm("file.csv", ',', Float32)
Regarding memory usage, I've found in particular that the PooledDataArray type (from the DataArrays package) can be helpful in cutting down memory usage if your data has a lot of repeated values. The time to convert to this type is relatively large, so this isn't a time saver per se, but at least helps reduce the memory usage somewhat. E.g. when loading a data set with 19 million rows and 36 columns, 8 of which represented categorical variables for statistical analysis, this reduced the memory allocation of the object from 5x its size on disk to 4x its size. If there are even more repeated values, the memory reduction can be even more significant (I've had situations where the PooledDataArray cuts memory allocation in half).
It can also sometimes help to run the gc() (garbage collector) function after loading and formatting data to clear out any unneeded ram allocation, though generally Julia will do this automatically pretty well.
Still though, despite all of this, I'll be looking forward to further developments on Julia to enable faster loading and more efficient memory usage for large data sets.