'Efficient means of mass converting thousands of different find and replaces within one file

I am trying to convert a map file for some SNP data I want to use from Affy ids to dbSNP rs ids.

I am trying to find an effective way to this. I have the annotation file for the Axiom array from which the data comes from, so I know the proper ids.

I was wondering if anyone could suggest a good bash/Python/Perl based method to do this. It amounts to >100,000 different replacements. The idea I had in mind was the

sed -i 's/Affy#/rs#/g' filename

method, but I figure this would not be the most efficient. Any suggestions? Thanks!



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