BUG: groupby.agg/transform casts UDF results (pandas-dev#40790)

Author: rhshadrach

doc/source/user_guide/gotchas.rst

@@ -178,7 +178,7 @@ To test for membership in the values, use the method :meth:`~pandas.Series.isin`
 For ``DataFrames``, likewise, ``in`` applies to the column axis,
 testing for membership in the list of column names.
 
-.. _udf-mutation:
+.. _gotchas.udf-mutation:
 
 Mutating with User Defined Function (UDF) methods
 -------------------------------------------------

doc/source/user_guide/groupby.rst

@@ -739,6 +739,26 @@ optimized Cython implementations:
 Of course ``sum`` and ``mean`` are implemented on pandas objects, so the above
 code would work even without the special versions via dispatching (see below).
 
+.. _groupby.aggregate.udfs:
+
+Aggregations with User-Defined Functions
+~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
+
+Users can also provide their own functions for custom aggregations. When aggregating
+with a User-Defined Function (UDF), the UDF should not mutate the provided ``Series``, see
+:ref:`gotchas.udf-mutation` for more information.
+
+.. ipython:: python
+
+   animals.groupby("kind")[["height"]].agg(lambda x: set(x))
+
+The resulting dtype will reflect that of the aggregating function. If the results from different groups have
+different dtypes, then a common dtype will be determined in the same way as ``DataFrame`` construction.
+
+.. ipython:: python
+
+   animals.groupby("kind")[["height"]].agg(lambda x: x.astype(int).sum())
+
 .. _groupby.transform:
 
 Transformation
@@ -759,7 +779,11 @@ as the one being grouped. The transform function must:
 * (Optionally) operates on the entire group chunk. If this is supported, a
   fast path is used starting from the *second* chunk.
 
-For example, suppose we wished to standardize the data within each group:
+Similar to :ref:`groupby.aggregate.udfs`, the resulting dtype will reflect that of the
+transformation function. If the results from different groups have different dtypes, then
+a common dtype will be determined in the same way as ``DataFrame`` construction.
+
+Suppose we wished to standardize the data within each group:
 
 .. ipython:: python
 
@@ -1065,13 +1089,16 @@ that is itself a series, and possibly upcast the result to a DataFrame:
     s
     s.apply(f)
 
-
 .. note::
 
    ``apply`` can act as a reducer, transformer, *or* filter function, depending on exactly what is passed to it.
    So depending on the path taken, and exactly what you are grouping. Thus the grouped columns(s) may be included in
    the output as well as set the indices.
 
+Similar to :ref:`groupby.aggregate.udfs`, the resulting dtype will reflect that of the
+apply function. If the results from different groups have different dtypes, then
+a common dtype will be determined in the same way as ``DataFrame`` construction.
+
 
 Numba Accelerated Routines
 --------------------------

doc/source/whatsnew/v1.3.0.rst

@@ -298,6 +298,36 @@ Preserve dtypes in  :meth:`~pandas.DataFrame.combine_first`
 
    combined.dtypes
 
+Group by methods agg and transform no longer changes return dtype for callables
+^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
+
+Previously the methods :meth:`.DataFrameGroupBy.aggregate`,
+:meth:`.SeriesGroupBy.aggregate`, :meth:`.DataFrameGroupBy.transform`, and
+:meth:`.SeriesGroupBy.transform` might cast the result dtype when the argument ``func``
+is callable, possibly leading to undesirable results (:issue:`21240`). The cast would
+occur if the result is numeric and casting back to the input dtype does not change any
+values as measured by ``np.allclose``. Now no such casting occurs.
+
+.. ipython:: python
+
+    df = pd.DataFrame({'key': [1, 1], 'a': [True, False], 'b': [True, True]})
+    df
+
+*pandas 1.2.x*
+
+.. code-block:: ipython
+
+    In [5]: df.groupby('key').agg(lambda x: x.sum())
+    Out[5]:
+            a  b
+    key
+    1    True  2
+
+*pandas 1.3.0*
+
+.. ipython:: python
+
+    df.groupby('key').agg(lambda x: x.sum())
 
 Try operating inplace when setting values with ``loc`` and ``iloc``
 ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^

pandas/core/frame.py

@@ -8552,7 +8552,7 @@ def apply(
         Notes
         -----
         Functions that mutate the passed object can produce unexpected
-        behavior or errors and are not supported. See :ref:`udf-mutation`
+        behavior or errors and are not supported. See :ref:`gotchas.udf-mutation`
         for more details.
 
         Examples

pandas/core/groupby/generic.py

@@ -44,10 +44,6 @@
     doc,
 )
 
-from pandas.core.dtypes.cast import (
-    find_common_type,
-    maybe_downcast_numeric,
-)
 from pandas.core.dtypes.common import (
     ensure_int64,
     is_bool,
@@ -226,7 +222,16 @@ def _selection_name(self):
     ... )
        minimum  maximum
     1        1        2
-    2        3        4"""
+    2        3        4
+
+    .. versionchanged:: 1.3.0
+
+        The resulting dtype will reflect the return value of the aggregating function.
+
+    >>> s.groupby([1, 1, 2, 2]).agg(lambda x: x.astype(float).min())
+    1    1.0
+    2    3.0
+    dtype: float64"""
     )
 
     @Appender(
@@ -566,8 +571,9 @@ def transform(self, func, *args, engine=None, engine_kwargs=None, **kwargs):
 
     def _transform_general(self, func, *args, **kwargs):
         """
-        Transform with a non-str `func`.
+        Transform with a callable func`.
         """
+        assert callable(func)
         klass = type(self._selected_obj)
 
         results = []
@@ -589,13 +595,6 @@ def _transform_general(self, func, *args, **kwargs):
             result = self._set_result_index_ordered(concatenated)
         else:
             result = self.obj._constructor(dtype=np.float64)
-        # we will only try to coerce the result type if
-        # we have a numeric dtype, as these are *always* user-defined funcs
-        # the cython take a different path (and casting)
-        if is_numeric_dtype(result.dtype):
-            common_dtype = find_common_type([self._selected_obj.dtype, result.dtype])
-            if common_dtype is result.dtype:
-                result = maybe_downcast_numeric(result, self._selected_obj.dtype)
 
         result.name = self._selected_obj.name
         return result
@@ -625,7 +624,7 @@ def filter(self, func, dropna=True, *args, **kwargs):
         Notes
         -----
         Functions that mutate the passed object can produce unexpected
-        behavior or errors and are not supported. See :ref:`udf-mutation`
+        behavior or errors and are not supported. See :ref:`gotchas.udf-mutation`
         for more details.
 
         Examples
@@ -1006,7 +1005,17 @@ class DataFrameGroupBy(GroupBy[DataFrame]):
       ``['column', 'aggfunc']`` to make it clearer what the arguments are.
       As usual, the aggregation can be a callable or a string alias.
 
-    See :ref:`groupby.aggregate.named` for more."""
+    See :ref:`groupby.aggregate.named` for more.
+
+    .. versionchanged:: 1.3.0
+
+        The resulting dtype will reflect the return value of the aggregating function.
+
+    >>> df.groupby("A")[["B"]].agg(lambda x: x.astype(float).min())
+          B
+    A
+    1   1.0
+    2   3.0"""
     )
 
     @doc(_agg_template, examples=_agg_examples_doc, klass="DataFrame")
@@ -1533,7 +1542,7 @@ def filter(self, func, dropna=True, *args, **kwargs):
         which group you are working on.
 
         Functions that mutate the passed object can produce unexpected
-        behavior or errors and are not supported. See :ref:`udf-mutation`
+        behavior or errors and are not supported. See :ref:`gotchas.udf-mutation`
         for more details.
 
         Examples

pandas/core/groupby/groupby.py

@@ -160,14 +160,19 @@ class providing the base-class of operations.
     side-effects, as they will take effect twice for the first
     group.
 
+    .. versionchanged:: 1.3.0
+
+        The resulting dtype will reflect the return value of the passed ``func``,
+        see the examples below.
+
     Examples
     --------
     {examples}
     """,
     "dataframe_examples": """
     >>> df = pd.DataFrame({'A': 'a a b'.split(),
     ...                    'B': [1,2,3],
-    ...                    'C': [4,6, 5]})
+    ...                    'C': [4,6,5]})
     >>> g = df.groupby('A')
 
     Notice that ``g`` has two groups, ``a`` and ``b``.
@@ -185,13 +190,17 @@ class providing the base-class of operations.
 
     Example 2: The function passed to `apply` takes a DataFrame as
     its argument and returns a Series.  `apply` combines the result for
-    each group together into a new DataFrame:
+    each group together into a new DataFrame.
+
+    .. versionchanged:: 1.3.0
 
-    >>> g[['B', 'C']].apply(lambda x: x.max() - x.min())
-       B  C
+        The resulting dtype will reflect the return value of the passed ``func``.
+
+    >>> g[['B', 'C']].apply(lambda x: x.astype(float).max() - x.min())
+         B    C
     A
-    a  1  2
-    b  0  0
+    a  1.0  2.0
+    b  0.0  0.0
 
     Example 3: The function passed to `apply` takes a DataFrame as
     its argument and returns a scalar. `apply` combines the result for
@@ -212,12 +221,16 @@ class providing the base-class of operations.
 
     Example 1: The function passed to `apply` takes a Series as
     its argument and returns a Series.  `apply` combines the result for
-    each group together into a new Series:
+    each group together into a new Series.
+
+    .. versionchanged:: 1.3.0
 
-    >>> g.apply(lambda x:  x*2 if x.name == 'b' else x/2)
+        The resulting dtype will reflect the return value of the passed ``func``.
+
+    >>> g.apply(lambda x: x*2 if x.name == 'a' else x/2)
     a    0.0
-    a    0.5
-    b    4.0
+    a    2.0
+    b    1.0
     dtype: float64
 
     Example 2: The function passed to `apply` takes a Series as
@@ -369,12 +382,17 @@ class providing the base-class of operations.
   in the subframe. If f also supports application to the entire subframe,
   then a fast path is used starting from the second chunk.
 * f must not mutate groups. Mutation is not supported and may
-  produce unexpected results. See :ref:`udf-mutation` for more details.
+  produce unexpected results. See :ref:`gotchas.udf-mutation` for more details.
 
 When using ``engine='numba'``, there will be no "fall back" behavior internally.
 The group data and group index will be passed as numpy arrays to the JITed
 user defined function, and no alternative execution attempts will be tried.
 
+.. versionchanged:: 1.3.0
+
+    The resulting dtype will reflect the return value of the passed ``func``,
+    see the examples below.
+
 Examples
 --------
 
@@ -404,6 +422,20 @@ class providing the base-class of operations.
 3  3  8.0
 4  4  6.0
 5  3  8.0
+
+.. versionchanged:: 1.3.0
+
+    The resulting dtype will reflect the return value of the passed ``func``,
+    for example:
+
+>>> grouped[['C', 'D']].transform(lambda x: x.astype(int).max())
+   C  D
+0  5  8
+1  5  9
+2  5  8
+3  5  9
+4  5  8
+5  5  9
 """
 
 _agg_template = """
@@ -471,12 +503,16 @@ class providing the base-class of operations.
 When using ``engine='numba'``, there will be no "fall back" behavior internally.
 The group data and group index will be passed as numpy arrays to the JITed
 user defined function, and no alternative execution attempts will be tried.
-{examples}
 
 Functions that mutate the passed object can produce unexpected
-behavior or errors and are not supported. See :ref:`udf-mutation`
+behavior or errors and are not supported. See :ref:`gotchas.udf-mutation`
 for more details.
-"""
+
+.. versionchanged:: 1.3.0
+
+    The resulting dtype will reflect the return value of the passed ``func``,
+    see the examples below.
+{examples}"""
 
 
 @final
@@ -1237,9 +1273,6 @@ def _python_agg_general(self, func, *args, **kwargs):
             assert result is not None
             key = base.OutputKey(label=name, position=idx)
 
-            if is_numeric_dtype(obj.dtype):
-                result = maybe_downcast_numeric(result, obj.dtype)
-
             if self.grouper._filter_empty_groups:
                 mask = counts.ravel() > 0
 

pandas/core/series.py

@@ -4190,7 +4190,7 @@ def apply(
         Notes
         -----
         Functions that mutate the passed object can produce unexpected
-        behavior or errors and are not supported. See :ref:`udf-mutation`
+        behavior or errors and are not supported. See :ref:`gotchas.udf-mutation`
         for more details.
 
         Examples

pandas/core/shared_docs.py

@@ -42,7 +42,7 @@
 `agg` is an alias for `aggregate`. Use the alias.
 
 Functions that mutate the passed object can produce unexpected
-behavior or errors and are not supported. See :ref:`udf-mutation`
+behavior or errors and are not supported. See :ref:`gotchas.udf-mutation`
 for more details.
 
 A passed user-defined-function will be passed a Series for evaluation.
@@ -303,7 +303,7 @@
 Notes
 -----
 Functions that mutate the passed object can produce unexpected
-behavior or errors and are not supported. See :ref:`udf-mutation`
+behavior or errors and are not supported. See :ref:`gotchas.udf-mutation`
 for more details.
 
 Examples