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.. currentmodule:: pandas
.. ipython:: python
   :suppress:

   import numpy as np
   np.random.seed(123456)
   import pandas as pd
   import pandas.util.testing as tm
   np.set_printoptions(precision=4, suppress=True)
   pd.options.display.max_rows = 15

Sparse data structures

Note

The SparsePanel class has been removed in 0.19.0

We have implemented "sparse" versions of Series and DataFrame. These are not sparse in the typical "mostly 0". Rather, you can view these objects as being "compressed" where any data matching a specific value (NaN / missing value, though any value can be chosen) is omitted. A special SparseIndex object tracks where data has been "sparsified". This will make much more sense in an example. All of the standard pandas data structures have a to_sparse method:

.. ipython:: python

   ts = pd.Series(randn(10))
   ts[2:-2] = np.nan
   sts = ts.to_sparse()
   sts

The to_sparse method takes a kind argument (for the sparse index, see below) and a fill_value. So if we had a mostly zero Series, we could convert it to sparse with fill_value=0:

.. ipython:: python

   ts.fillna(0).to_sparse(fill_value=0)

The sparse objects exist for memory efficiency reasons. Suppose you had a large, mostly NA DataFrame:

.. ipython:: python

   df = pd.DataFrame(randn(10000, 4))
   df.iloc[:9998] = np.nan
   sdf = df.to_sparse()
   sdf
   sdf.density

As you can see, the density (% of values that have not been "compressed") is extremely low. This sparse object takes up much less memory on disk (pickled) and in the Python interpreter. Functionally, their behavior should be nearly identical to their dense counterparts.

Any sparse object can be converted back to the standard dense form by calling to_dense:

.. ipython:: python

   sts.to_dense()

SparseArray

SparseArray is the base layer for all of the sparse indexed data structures. It is a 1-dimensional ndarray-like object storing only values distinct from the fill_value:

.. ipython:: python

   arr = np.random.randn(10)
   arr[2:5] = np.nan; arr[7:8] = np.nan
   sparr = pd.SparseArray(arr)
   sparr

Like the indexed objects (SparseSeries, SparseDataFrame), a SparseArray can be converted back to a regular ndarray by calling to_dense:

.. ipython:: python

   sparr.to_dense()


SparseIndex objects

Two kinds of SparseIndex are implemented, block and integer. We recommend using block as it's more memory efficient. The integer format keeps an arrays of all of the locations where the data are not equal to the fill value. The block format tracks only the locations and sizes of blocks of data.

Sparse Dtypes

Sparse data should have the same dtype as its dense representation. Currently, float64, int64 and bool dtypes are supported. Depending on the original dtype, fill_value default changes:

  • float64: np.nan
  • int64: 0
  • bool: False
.. ipython:: python

   s = pd.Series([1, np.nan, np.nan])
   s
   s.to_sparse()

   s = pd.Series([1, 0, 0])
   s
   s.to_sparse()

   s = pd.Series([True, False, True])
   s
   s.to_sparse()

You can change the dtype using .astype(), the result is also sparse. Note that .astype() also affects to the fill_value to keep its dense representation.

.. ipython:: python

   s = pd.Series([1, 0, 0, 0, 0])
   s
   ss = s.to_sparse()
   ss
   ss.astype(np.float64)

It raises if any value cannot be coerced to specified dtype.

In [1]: ss = pd.Series([1, np.nan, np.nan]).to_sparse()
0    1.0
1    NaN
2    NaN
dtype: float64
BlockIndex
Block locations: array([0], dtype=int32)
Block lengths: array([1], dtype=int32)

In [2]: ss.astype(np.int64)
ValueError: unable to coerce current fill_value nan to int64 dtype

Sparse Calculation

You can apply NumPy ufuncs to SparseArray and get a SparseArray as a result.

.. ipython:: python

   arr = pd.SparseArray([1., np.nan, np.nan, -2., np.nan])
   np.abs(arr)


The ufunc is also applied to fill_value. This is needed to get the correct dense result.

.. ipython:: python

   arr = pd.SparseArray([1., -1, -1, -2., -1], fill_value=-1)
   np.abs(arr)
   np.abs(arr).to_dense()

Interaction with scipy.sparse

SparseDataFrame

.. versionadded:: 0.20.0

Pandas supports creating sparse dataframes directly from scipy.sparse matrices.

.. ipython:: python

   from scipy.sparse import csr_matrix

   arr = np.random.random(size=(1000, 5))
   arr[arr < .9] = 0

   sp_arr = csr_matrix(arr)
   sp_arr

   sdf = pd.SparseDataFrame(sp_arr)
   sdf

All sparse formats are supported, but matrices that are not in :mod:`COOrdinate <scipy.sparse>` format will be converted, copying data as needed. To convert a SparseDataFrame back to sparse SciPy matrix in COO format, you can use the :meth:`SparseDataFrame.to_coo` method:

.. ipython:: python

   sdf.to_coo()

SparseSeries

A :meth:`SparseSeries.to_coo` method is implemented for transforming a SparseSeries indexed by a MultiIndex to a scipy.sparse.coo_matrix.

The method requires a MultiIndex with two or more levels.

.. ipython:: python
   :suppress:


.. ipython:: python

   s = pd.Series([3.0, np.nan, 1.0, 3.0, np.nan, np.nan])
   s.index = pd.MultiIndex.from_tuples([(1, 2, 'a', 0),
                                        (1, 2, 'a', 1),
                                        (1, 1, 'b', 0),
                                        (1, 1, 'b', 1),
                                        (2, 1, 'b', 0),
                                        (2, 1, 'b', 1)],
                                        names=['A', 'B', 'C', 'D'])

   s
   # SparseSeries
   ss = s.to_sparse()
   ss

In the example below, we transform the SparseSeries to a sparse representation of a 2-d array by specifying that the first and second MultiIndex levels define labels for the rows and the third and fourth levels define labels for the columns. We also specify that the column and row labels should be sorted in the final sparse representation.

.. ipython:: python

   A, rows, columns = ss.to_coo(row_levels=['A', 'B'],
                                column_levels=['C', 'D'],
                                sort_labels=True)

   A
   A.todense()
   rows
   columns

Specifying different row and column labels (and not sorting them) yields a different sparse matrix:

.. ipython:: python

   A, rows, columns = ss.to_coo(row_levels=['A', 'B', 'C'],
                                column_levels=['D'],
                                sort_labels=False)

   A
   A.todense()
   rows
   columns

A convenience method :meth:`SparseSeries.from_coo` is implemented for creating a SparseSeries from a scipy.sparse.coo_matrix.

.. ipython:: python
   :suppress:

.. ipython:: python

   from scipy import sparse
   A = sparse.coo_matrix(([3.0, 1.0, 2.0], ([1, 0, 0], [0, 2, 3])),
                         shape=(3, 4))
   A
   A.todense()

The default behaviour (with dense_index=False) simply returns a SparseSeries containing only the non-null entries.

.. ipython:: python

   ss = pd.SparseSeries.from_coo(A)
   ss

Specifying dense_index=True will result in an index that is the Cartesian product of the row and columns coordinates of the matrix. Note that this will consume a significant amount of memory (relative to dense_index=False) if the sparse matrix is large (and sparse) enough.

.. ipython:: python

   ss_dense = pd.SparseSeries.from_coo(A, dense_index=True)
   ss_dense