DOC: Add scaling to large datasets section (pandas-dev#28577)

* DOC: Add scaling to large datasets section

Closes pandas-dev#28315

Author: TomAugspurger

doc/.gitignore

@@ -0,0 +1,4 @@
+data/
+timeseries.csv
+timeseries.parquet
+timeseries_wide.parquet

doc/source/index.rst.template

@@ -83,6 +83,7 @@ See the :ref:`overview` for more detail about what's in the library.
   * :doc:`user_guide/style`
   * :doc:`user_guide/options`
   * :doc:`user_guide/enhancingperf`
+  * :doc:`user_guide/scale`
   * :doc:`user_guide/sparse`
   * :doc:`user_guide/gotchas`
   * :doc:`user_guide/cookbook`

doc/source/user_guide/index.rst

@@ -38,6 +38,7 @@ Further information on any specific method can be obtained in the
     style
     options
     enhancingperf
+    scale
     sparse
     gotchas
     cookbook

doc/source/user_guide/scale.rst

@@ -0,0 +1,373 @@
+.. _scale:
+
+*************************
+Scaling to large datasets
+*************************
+
+Pandas provides data structures for in-memory analytics, which makes using pandas
+to analyze datasets that are larger than memory datasets somewhat tricky. Even datasets
+that are a sizable fraction of memory become unwieldy, as some pandas operations need
+to make intermediate copies.
+
+This document provides a few recommendations for scaling your analysis to larger datasets.
+It's a complement to :ref:`enhancingperf`, which focuses on speeding up analysis
+for datasets that fit in memory.
+
+But first, it's worth considering *not using pandas*. Pandas isn't the right
+tool for all situations. If you're working with very large datasets and a tool
+like PostgreSQL fits your needs, then you should probably be using that.
+Assuming you want or need the expressiveness and power of pandas, let's carry on.
+
+.. ipython:: python
+
+   import pandas as pd
+   import numpy as np
+
+.. ipython:: python
+   :suppress:
+
+   from pandas.util.testing import _make_timeseries
+
+   # Make a random in-memory dataset
+   ts = _make_timeseries(freq="30S", seed=0)
+   ts.to_csv("timeseries.csv")
+   ts.to_parquet("timeseries.parquet")
+
+
+Load less data
+--------------
+
+.. ipython:: python
+   :suppress:
+
+   # make a similar dataset with many columns
+   timeseries = [
+       _make_timeseries(freq="1T", seed=i).rename(columns=lambda x: f"{x}_{i}")
+       for i in range(10)
+   ]
+   ts_wide = pd.concat(timeseries, axis=1)
+   ts_wide.to_parquet("timeseries_wide.parquet")
+
+Suppose our raw dataset on disk has many columns::
+
+                        id_0    name_0       x_0       y_0  id_1   name_1       x_1  ...  name_8       x_8       y_8  id_9   name_9       x_9       y_9
+   timestamp                                                                         ...
+   2000-01-01 00:00:00  1015   Michael -0.399453  0.095427   994    Frank -0.176842  ...     Dan -0.315310  0.713892  1025   Victor -0.135779  0.346801
+   2000-01-01 00:01:00   969  Patricia  0.650773 -0.874275  1003    Laura  0.459153  ...  Ursula  0.913244 -0.630308  1047    Wendy -0.886285  0.035852
+   2000-01-01 00:02:00  1016    Victor -0.721465 -0.584710  1046  Michael  0.524994  ...     Ray -0.656593  0.692568  1064   Yvonne  0.070426  0.432047
+   2000-01-01 00:03:00   939     Alice -0.746004 -0.908008   996   Ingrid -0.414523  ...   Jerry -0.958994  0.608210   978    Wendy  0.855949 -0.648988
+   2000-01-01 00:04:00  1017       Dan  0.919451 -0.803504  1048    Jerry -0.569235  ...   Frank -0.577022 -0.409088   994      Bob -0.270132  0.335176
+   ...                   ...       ...       ...       ...   ...      ...       ...  ...     ...       ...       ...   ...      ...       ...       ...
+   2000-12-30 23:56:00   999       Tim  0.162578  0.512817   973    Kevin -0.403352  ...     Tim -0.380415  0.008097  1041  Charlie  0.191477 -0.599519
+   2000-12-30 23:57:00   970     Laura -0.433586 -0.600289   958   Oliver -0.966577  ...   Zelda  0.971274  0.402032  1038   Ursula  0.574016 -0.930992
+   2000-12-30 23:58:00  1065     Edith  0.232211 -0.454540   971      Tim  0.158484  ...   Alice -0.222079 -0.919274  1022      Dan  0.031345 -0.657755
+   2000-12-30 23:59:00  1019    Ingrid  0.322208 -0.615974   981   Hannah  0.607517  ...   Sarah -0.424440 -0.117274   990   George -0.375530  0.563312
+   2000-12-31 00:00:00   937    Ursula -0.906523  0.943178  1018    Alice -0.564513  ...   Jerry  0.236837  0.807650   985   Oliver  0.777642  0.783392
+
+   [525601 rows x 40 columns]
+
+
+To load the columns we want, we have two options.
+Option 1 loads in all the data and then filters to what we need.
+
+.. ipython:: python
+
+   columns = ['id_0', 'name_0', 'x_0', 'y_0']
+
+   pd.read_parquet("timeseries_wide.parquet")[columns]
+
+Option 2 only loads the columns we request.
+
+.. ipython:: python
+
+   pd.read_parquet("timeseries_wide.parquet", columns=columns)
+
+If we were to measure the memory usage of the two calls, we'd see that specifying
+``columns`` uses about 1/10th the memory in this case.
+
+With :func:`pandas.read_csv`, you can specify ``usecols`` to limit the columns
+read into memory. Not all file formats that can be read by pandas provide an option
+to read a subset of columns.
+
+Use efficient datatypes
+-----------------------
+
+The default pandas data types are not the most memory efficient. This is
+especially true for high-cardinality text data (columns with relatively few
+unique values). By using more efficient data types you can store larger datasets
+in memory.
+
+.. ipython:: python
+
+   ts = pd.read_parquet("timeseries.parquet")
+   ts
+
+Now, let's inspect the data types and memory usage to see where we should focus our
+attention.
+
+.. ipython:: python
+
+   ts.dtypes
+
+.. ipython:: python
+
+   ts.memory_usage(deep=True)  # memory usage in bytes
+
+
+The ``name`` column is taking up much more memory than any other. It has just a
+few unique values, so it's a good candidate for converting to a
+:class:`Categorical`. With a Categorical, we store each unique name once and use
+space-efficient integers to know which specific name is used in each row.
+
+
+.. ipython:: python
+
+   ts2 = ts.copy()
+   ts2['name'] = ts2['name'].astype('category')
+   ts2.memory_usage(deep=True)
+
+We can go a bit further and downcast the numeric columns to their smallest types
+using :func:`pandas.to_numeric`.
+
+.. ipython:: python
+
+   ts2['id'] = pd.to_numeric(ts2['id'], downcast='unsigned')
+   ts2[['x', 'y']] = ts2[['x', 'y']].apply(pd.to_numeric, downcast='float')
+   ts2.dtypes
+
+.. ipython:: python
+
+   ts2.memory_usage(deep=True)
+
+.. ipython:: python
+
+   reduction = (ts2.memory_usage(deep=True).sum()
+                / ts.memory_usage(deep=True).sum())
+   print(f"{reduction:0.2f}")
+
+In all, we've reduced the in-memory footprint of this dataset to 1/5 of its
+original size.
+
+See :ref:`categorical` for more on ``Categorical`` and :ref:`basics.dtypes`
+for an overview of all of pandas' dtypes.
+
+Use chunking
+------------
+
+Some workloads can be achieved with chunking: splitting a large problem like "convert this
+directory of CSVs to parquet" into a bunch of small problems ("convert this individual CSV
+file into a Parquet file. Now repeat that for each file in this directory."). As long as each chunk
+fits in memory, you can work with datasets that are much larger than memory.
+
+.. note::
+
+   Chunking works well when the operation you're performing requires zero or minimal
+   coordination between chunks. For more complicated workflows, you're better off
+   :ref:`using another library <scale.other_libraries>`.
+
+Suppose we have an even larger "logical dataset" on disk that's a directory of parquet
+files. Each file in the directory represents a different year of the entire dataset.
+
+.. ipython:: python
+   :suppress:
+
+   import pathlib
+
+   N = 12
+   starts = [f'20{i:>02d}-01-01' for i in range(N)]
+   ends = [f'20{i:>02d}-12-13' for i in range(N)]
+
+   pathlib.Path("data/timeseries").mkdir(exist_ok=True)
+
+   for i, (start, end) in enumerate(zip(starts, ends)):
+       ts = _make_timeseries(start=start, end=end, freq='1T', seed=i)
+       ts.to_parquet(f"data/timeseries/ts-{i:0>2d}.parquet")
+
+
+::
+
+   data
+   └── timeseries
+       ├── ts-00.parquet
+       ├── ts-01.parquet
+       ├── ts-02.parquet
+       ├── ts-03.parquet
+       ├── ts-04.parquet
+       ├── ts-05.parquet
+       ├── ts-06.parquet
+       ├── ts-07.parquet
+       ├── ts-08.parquet
+       ├── ts-09.parquet
+       ├── ts-10.parquet
+       └── ts-11.parquet
+
+Now we'll implement an out-of-core ``value_counts``. The peak memory usage of this
+workflow is the single largest chunk, plus a small series storing the unique value
+counts up to this point. As long as each individual file fits in memory, this will
+work for arbitrary-sized datasets.
+
+.. ipython:: python
+
+   %%time
+   files = pathlib.Path("data/timeseries/").glob("ts*.parquet")
+   counts = pd.Series(dtype=int)
+   for path in files:
+       # Only one dataframe is in memory at a time...
+       df = pd.read_parquet(path)
+       # ... plus a small Series `counts`, which is updated.
+       counts = counts.add(df['name'].value_counts(), fill_value=0)
+   counts.astype(int)
+
+Some readers, like :meth:`pandas.read_csv`, offer parameters to control the
+``chunksize`` when reading a single file.
+
+Manually chunking is an OK option for workflows that don't
+require too sophisticated of operations. Some operations, like ``groupby``, are
+much harder to do chunkwise. In these cases, you may be better switching to a
+different library that implements these out-of-core algorithms for you.
+
+.. _scale.other_libraries:
+
+Use other libraries
+-------------------
+
+Pandas is just one library offering a DataFrame API. Because of its popularity,
+pandas' API has become something of a standard that other libraries implement.
+The pandas documentation maintains a list of libraries implementing a DataFrame API
+in :ref:`our ecosystem page <ecosystem.out-of-core>`.
+
+For example, `Dask`_, a parallel computing library, has `dask.dataframe`_, a
+pandas-like API for working with larger than memory datasets in parallel. Dask
+can use multiple threads or processes on a single machine, or a cluster of
+machines to process data in parallel.
+
+
+We'll import ``dask.dataframe`` and notice that the API feels similar to pandas.
+We can use Dask's ``read_parquet`` function, but provide a globstring of files to read in.
+
+.. ipython:: python
+
+   import dask.dataframe as dd
+
+   ddf = dd.read_parquet("data/timeseries/ts*.parquet", engine="pyarrow")
+   ddf
+
+Inspecting the ``ddf`` object, we see a few things
+
+* There are familiar attributes like ``.columns`` and ``.dtypes``
+* There are familiar methods like ``.groupby``, ``.sum``, etc.
+* There are new attributes like ``.npartitions`` and ``.divisions``
+
+The partitions and divisions are how Dask parallizes computation. A **Dask**
+DataFrame is made up of many **Pandas** DataFrames. A single method call on a
+Dask DataFrame ends up making many pandas method calls, and Dask knows how to
+coordinate everything to get the result.
+
+.. ipython:: python
+
+   ddf.columns
+   ddf.dtypes
+   ddf.npartitions
+
+One major difference: the ``dask.dataframe`` API is *lazy*. If you look at the
+repr above, you'll notice that the values aren't actually printed out; just the
+column names and dtypes. That's because Dask hasn't actually read the data yet.
+Rather than executing immediately, doing operations build up a **task graph**.
+
+.. ipython:: python
+
+   ddf
+   ddf['name']
+   ddf['name'].value_counts()
+
+Each of these calls is instant because the result isn't being computed yet.
+We're just building up a list of computation to do when someone needs the
+result. Dask knows that the return type of a ``pandas.Series.value_counts``
+is a pandas Series with a certain dtype and a certain name. So the Dask version
+returns a Dask Series with the same dtype and the same name.
+
+To get the actual result you can call ``.compute()``.
+
+.. ipython:: python
+
+   %time ddf['name'].value_counts().compute()
+
+At that point, you get back the same thing you'd get with pandas, in this case
+a concrete pandas Series with the count of each ``name``.
+
+Calling ``.compute`` causes the full task graph to be executed. This includes
+reading the data, selecting the columns, and doing the ``value_counts``. The
+execution is done *in parallel* where possible, and Dask tries to keep the
+overall memory footprint small. You can work with datasets that are much larger
+than memory, as long as each partition (a regular pandas DataFrame) fits in memory.
+
+By default, ``dask.dataframe`` operations use a threadpool to do operations in
+parallel. We can also connect to a cluster to distribute the work on many
+machines. In this case we'll connect to a local "cluster" made up of several
+processes on this single machine.
+
+.. code-block:: python
+
+   >>> from dask.distributed import Client, LocalCluster
+
+   >>> cluster = LocalCluster()
+   >>> client = Client(cluster)
+   >>> client
+   <Client: 'tcp://127.0.0.1:53349' processes=4 threads=8, memory=17.18 GB>
+
+Once this ``client`` is created, all of Dask's computation will take place on
+the cluster (which is just processes in this case).
+
+Dask implements the most used parts of the pandas API. For example, we can do
+a familiar groupby aggregation.
+
+.. ipython:: python
+
+   %time ddf.groupby('name')[['x', 'y']].mean().compute().head()
+
+The grouping and aggregation is done out-of-core and in parallel.
+
+When Dask knows the ``divisions`` of a dataset, certain optimizations are
+possible. When reading parquet datasets written by dask, the divisions will be
+known automatically. In this case, since we created the parquet files manually,
+we need to supply the divisions manually.
+
+.. ipython:: python
+
+   N = 12
+   starts = [f'20{i:>02d}-01-01' for i in range(N)]
+   ends = [f'20{i:>02d}-12-13' for i in range(N)]
+
+   divisions = tuple(pd.to_datetime(starts)) + (pd.Timestamp(ends[-1]),)
+   ddf.divisions = divisions
+   ddf
+
+Now we can do things like fast random access with ``.loc``.
+
+.. ipython:: python
+
+   ddf.loc['2002-01-01 12:01':'2002-01-01 12:05'].compute()
+
+Dask knows to just look in the 3rd partition for selecting values in `2002`. It
+doesn't need to look at any other data.
+
+Many workflows involve a large amount of data and processing it in a way that
+reduces the size to something that fits in memory. In this case, we'll resample
+to daily frequency and take the mean. Once we've taken the mean, we know the
+results will fit in memory, so we can safely call ``compute`` without running
+out of memory. At that point it's just a regular pandas object.
+
+.. ipython:: python
+
+   @savefig dask_resample.png
+   ddf[['x', 'y']].resample("1D").mean().cumsum().compute().plot()
+
+These Dask examples have all be done using multiple processes on a single
+machine. Dask can be `deployed on a cluster
+<https://docs.dask.org/en/latest/setup.html>`_ to scale up to even larger
+datasets.
+
+You see more dask examples at https://examples.dask.org.
+
+.. _Dask: https://dask.org
+.. _dask.dataframe: https://docs.dask.org/en/latest/dataframe.html