BUG: pandas.cut should disallow overlapping IntervalIndex bins

[jschendel]

Code Sample, a copy-pastable example if possible

In [2]: ii = pd.IntervalIndex.from_tuples([(0, 10), (2, 12), (4, 14)])

In [3]: pd.cut([5, 6], bins=ii)
Out[3]:
[(0, 10], (2, 12], (4, 14], (0, 10], (2, 12], (4, 14]]
Categories (3, interval[int64]): [(0, 10] < (2, 12] < (4, 14]]

Problem description

When an overlapping IntervalIndex is provided for bins, all intervals overlapping a given point will be returned for that point. I don't think this behavior makes sense.

Expected Output

I'd expect a ValueError to be raised, or at the very least for this behavior to be documented if it's intended.

I think this should be straightforward to implement once IntervalIndex.is_overlapping has been completed, which should be soon assuming there aren't any major issues with the PR (xref #23327).

If I'm not mistaken, it should just be just a matter of modifying this block of code:

pandas/pandas/core/reshape/tile.py

Lines 219 to 220 in 30c1290

	elif isinstance(bins, IntervalIndex):
	pass

And make it check if the bins are overlapping:

elif isinstance(bins, IntervalIndex):
    if bins.is_overlapping:
        raise ValueError(...)    

Output of pd.show_versions()

INSTALLED VERSIONS

commit: 30c1290
python: 3.6.1.final.0
python-bits: 64
OS: Windows
OS-release: 10
machine: AMD64
processor: Intel64 Family 6 Model 78 Stepping 3, GenuineIntel
byteorder: little
LC_ALL: None
LANG: None
LOCALE: None.None

pandas: 0.24.0.dev0+1141.g30c129061
pytest: 3.8.2
pip: 9.0.1
setuptools: 39.0.1
Cython: 0.28.2
numpy: 1.13.3
scipy: 1.0.0
pyarrow: 0.6.0
xarray: 0.9.6
IPython: 6.1.0
sphinx: 1.5.6
patsy: 0.4.1
dateutil: 2.6.0
pytz: 2017.2
blosc: None
bottleneck: 1.2.1
tables: 3.4.2
numexpr: 2.6.4
feather: 0.4.0
matplotlib: 2.0.2
openpyxl: 2.4.8
xlrd: 1.1.0
xlwt: 1.3.0
xlsxwriter: 0.9.8
lxml: 3.8.0
bs4: None
html5lib: 0.999
sqlalchemy: 1.1.13
pymysql: None
psycopg2: None
jinja2: 2.9.6
s3fs: None
fastparquet: 0.1.5
pandas_gbq: None
pandas_datareader: None
gcsfs: None

[charlesdong1991]

i would like to pick this up!

[jschendel]

Thanks @charlesdong1991 : the IntervalIndex.is_overlapping PR has been merged, so this should be clear to work on when you have the time.