Skip to content

PERF: Sparse IntIndex.make_union / Numeric ops #13036

New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Closed
wants to merge 1 commit into from
Closed

PERF: Sparse IntIndex.make_union / Numeric ops #13036

Show file tree
Hide file tree
Changes from all commits
Commits
Show all changes
1 commit
Select commit
File filter

Filter by extension

Filter by extension
Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
41 changes: 40 additions & 1 deletion asv_bench/benchmarks/sparse.py
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -52,4 +52,43 @@ def setup(self):
self.ss = self.s.to_sparse()

def time_sparse_series_to_coo(self):
self.ss.to_coo(row_levels=[0, 1], column_levels=[2, 3], sort_labels=True)
self.ss.to_coo(row_levels=[0, 1], column_levels=[2, 3], sort_labels=True)


class sparse_arithmetic(object):
goal_time = 0.2

def setup(self):
np.random.seed(1)
self.a_10percent = self.make_sparse_array(length=1000000, dense_size=100000, fill_value=np.nan)
self.b_10percent = self.make_sparse_array(length=1000000, dense_size=100000, fill_value=np.nan)

self.a_10percent_zero = self.make_sparse_array(length=1000000, dense_size=100000, fill_value=0)
self.b_10percent_zero = self.make_sparse_array(length=1000000, dense_size=100000, fill_value=0)

self.a_1percent = self.make_sparse_array(length=1000000, dense_size=10000, fill_value=np.nan)
self.b_1percent = self.make_sparse_array(length=1000000, dense_size=10000, fill_value=np.nan)

def make_sparse_array(self, length, dense_size, fill_value):
arr = np.array([fill_value] * length, dtype=np.float64)
indexer = np.unique(np.random.randint(0, length, dense_size))
arr[indexer] = np.random.randint(0, 100, len(indexer))
return pd.SparseArray(arr, fill_value=fill_value)

def time_sparse_addition_10percent(self):
self.a_10percent + self.b_10percent

def time_sparse_addition_10percent_zero(self):
self.a_10percent_zero + self.b_10percent_zero

def time_sparse_addition_1percent(self):
self.a_1percent + self.b_1percent

def time_sparse_division_10percent(self):
self.a_10percent / self.b_10percent

def time_sparse_division_10percent_zero(self):
self.a_10percent_zero / self.b_10percent_zero

def time_sparse_division_1percent(self):
self.a_1percent / self.b_1percent
1 change: 1 addition & 0 deletions doc/source/whatsnew/v0.18.1.txt
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -496,6 +496,7 @@ Performance Improvements
- Improved performance of ``Period`` construction and time series plotting (:issue:`12903`, :issue:`11831`).
- Improved performance of ``.str.encode()`` and ``.str.decode()`` methods (:issue:`13008`)
- Improved performance of ``to_numeric`` if input is numeric dtype (:issue:`12777`)
- Improved performance of sparse arithmetic with ``IntIndex`` (:issue:`13036`)



Expand Down
252 changes: 141 additions & 111 deletions pandas/sparse/tests/test_libsparse.py
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -43,117 +43,147 @@ def _check_case_dict(case):
_check_case([], [], [], [], [], [])


def test_index_make_union():
def _check_case(xloc, xlen, yloc, ylen, eloc, elen):
xindex = BlockIndex(TEST_LENGTH, xloc, xlen)
yindex = BlockIndex(TEST_LENGTH, yloc, ylen)
bresult = xindex.make_union(yindex)
assert (isinstance(bresult, BlockIndex))
assert_equal(bresult.blocs, eloc)
assert_equal(bresult.blengths, elen)

ixindex = xindex.to_int_index()
iyindex = yindex.to_int_index()
iresult = ixindex.make_union(iyindex)
assert (isinstance(iresult, IntIndex))
assert_equal(iresult.indices, bresult.to_int_index().indices)

"""
x: ----
y: ----
r: --------
"""
xloc = [0]
xlen = [5]
yloc = [5]
ylen = [4]
eloc = [0]
elen = [9]
_check_case(xloc, xlen, yloc, ylen, eloc, elen)
"""
x: ----- -----
y: ----- --
"""
xloc = [0, 10]
xlen = [5, 5]
yloc = [2, 17]
ylen = [5, 2]
eloc = [0, 10, 17]
elen = [7, 5, 2]
_check_case(xloc, xlen, yloc, ylen, eloc, elen)
"""
x: ------
y: -------
r: ----------
"""
xloc = [1]
xlen = [5]
yloc = [3]
ylen = [5]
eloc = [1]
elen = [7]
_check_case(xloc, xlen, yloc, ylen, eloc, elen)
"""
x: ------ -----
y: -------
r: -------------
"""
xloc = [2, 10]
xlen = [4, 4]
yloc = [4]
ylen = [8]
eloc = [2]
elen = [12]
_check_case(xloc, xlen, yloc, ylen, eloc, elen)
"""
x: --- -----
y: -------
r: -------------
"""
xloc = [0, 5]
xlen = [3, 5]
yloc = [0]
ylen = [7]
eloc = [0]
elen = [10]
_check_case(xloc, xlen, yloc, ylen, eloc, elen)
"""
x: ------ -----
y: ------- ---
r: -------------
"""
xloc = [2, 10]
xlen = [4, 4]
yloc = [4, 13]
ylen = [8, 4]
eloc = [2]
elen = [15]
_check_case(xloc, xlen, yloc, ylen, eloc, elen)
"""
x: ----------------------
y: ---- ---- ---
r: ----------------------
"""
xloc = [2]
xlen = [15]
yloc = [4, 9, 14]
ylen = [3, 2, 2]
eloc = [2]
elen = [15]
_check_case(xloc, xlen, yloc, ylen, eloc, elen)
"""
x: ---- ---
y: --- ---
"""
xloc = [0, 10]
xlen = [3, 3]
yloc = [5, 15]
ylen = [2, 2]
eloc = [0, 5, 10, 15]
elen = [3, 2, 3, 2]
_check_case(xloc, xlen, yloc, ylen, eloc, elen)

# TODO: different-length index objects
class TestSparseIndexUnion(tm.TestCase):

def test_index_make_union(self):
def _check_case(xloc, xlen, yloc, ylen, eloc, elen):
xindex = BlockIndex(TEST_LENGTH, xloc, xlen)
yindex = BlockIndex(TEST_LENGTH, yloc, ylen)
bresult = xindex.make_union(yindex)
assert (isinstance(bresult, BlockIndex))
assert_equal(bresult.blocs, eloc)
assert_equal(bresult.blengths, elen)

ixindex = xindex.to_int_index()
iyindex = yindex.to_int_index()
iresult = ixindex.make_union(iyindex)
assert (isinstance(iresult, IntIndex))
assert_equal(iresult.indices, bresult.to_int_index().indices)

"""
x: ----
y: ----
r: --------
"""
xloc = [0]
xlen = [5]
yloc = [5]
ylen = [4]
eloc = [0]
elen = [9]
_check_case(xloc, xlen, yloc, ylen, eloc, elen)
"""
x: ----- -----
y: ----- --
"""
xloc = [0, 10]
xlen = [5, 5]
yloc = [2, 17]
ylen = [5, 2]
eloc = [0, 10, 17]
elen = [7, 5, 2]
_check_case(xloc, xlen, yloc, ylen, eloc, elen)
"""
x: ------
y: -------
r: ----------
"""
xloc = [1]
xlen = [5]
yloc = [3]
ylen = [5]
eloc = [1]
elen = [7]
_check_case(xloc, xlen, yloc, ylen, eloc, elen)
"""
x: ------ -----
y: -------
r: -------------
"""
xloc = [2, 10]
xlen = [4, 4]
yloc = [4]
ylen = [8]
eloc = [2]
elen = [12]
_check_case(xloc, xlen, yloc, ylen, eloc, elen)
"""
x: --- -----
y: -------
r: -------------
"""
xloc = [0, 5]
xlen = [3, 5]
yloc = [0]
ylen = [7]
eloc = [0]
elen = [10]
_check_case(xloc, xlen, yloc, ylen, eloc, elen)
"""
x: ------ -----
y: ------- ---
r: -------------
"""
xloc = [2, 10]
xlen = [4, 4]
yloc = [4, 13]
ylen = [8, 4]
eloc = [2]
elen = [15]
_check_case(xloc, xlen, yloc, ylen, eloc, elen)
"""
x: ----------------------
y: ---- ---- ---
r: ----------------------
"""
xloc = [2]
xlen = [15]
yloc = [4, 9, 14]
ylen = [3, 2, 2]
eloc = [2]
elen = [15]
_check_case(xloc, xlen, yloc, ylen, eloc, elen)
"""
x: ---- ---
y: --- ---
"""
xloc = [0, 10]
xlen = [3, 3]
yloc = [5, 15]
ylen = [2, 2]
eloc = [0, 5, 10, 15]
elen = [3, 2, 3, 2]
_check_case(xloc, xlen, yloc, ylen, eloc, elen)

def test_intindex_make_union(self):
a = IntIndex(5, np.array([0, 3, 4], dtype=np.int32))
b = IntIndex(5, np.array([0, 2], dtype=np.int32))
res = a.make_union(b)
exp = IntIndex(5, np.array([0, 2, 3, 4], np.int32))
self.assertTrue(res.equals(exp))

a = IntIndex(5, np.array([], dtype=np.int32))
b = IntIndex(5, np.array([0, 2], dtype=np.int32))
res = a.make_union(b)
exp = IntIndex(5, np.array([0, 2], np.int32))
self.assertTrue(res.equals(exp))

a = IntIndex(5, np.array([], dtype=np.int32))
b = IntIndex(5, np.array([], dtype=np.int32))
res = a.make_union(b)
exp = IntIndex(5, np.array([], np.int32))
self.assertTrue(res.equals(exp))

a = IntIndex(5, np.array([0, 1, 2, 3, 4], dtype=np.int32))
b = IntIndex(5, np.array([0, 1, 2, 3, 4], dtype=np.int32))
res = a.make_union(b)
exp = IntIndex(5, np.array([0, 1, 2, 3, 4], np.int32))
self.assertTrue(res.equals(exp))

a = IntIndex(5, np.array([0, 1], dtype=np.int32))
b = IntIndex(4, np.array([0, 1], dtype=np.int32))
with tm.assertRaises(ValueError):
a.make_union(b)


class TestSparseIndexCommon(tm.TestCase):
Expand Down
45 changes: 6 additions & 39 deletions pandas/src/sparse.pyx
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -129,52 +129,19 @@ cdef class IntIndex(SparseIndex):
return IntIndex(self.length, new_list)

cpdef IntIndex make_union(self, SparseIndex y_):
cdef:
Py_ssize_t out_length, i, xi, yi
int32_t xind
ndarray[int32_t, ndim=1] xindices, yindices
list new_list = []
IntIndex x, y

x = self
cdef:
ndarray[int32_t, ndim=1] new_indices
IntIndex y

# if is one already, returns self
y = y_.to_int_index()

if self.length != y.length:
raise Exception('Indices must reference same underlying length')

xindices = self.indices
yindices = y.indices

xi = yi = 0
while True:
if xi == x.npoints:
while yi < y.npoints:
new_list.append(yindices[yi])
yi += 1
break
elif yi == y.npoints:
while xi < x.npoints:
new_list.append(xindices[xi])
xi += 1
break

xind = xindices[xi]
yind = yindices[yi]

if xind == yind:
new_list.append(xind)
xi += 1
yi += 1
elif xind < yind:
new_list.append(xind)
xi += 1
else:
new_list.append(yind)
yi += 1
raise ValueError('Indices must reference same underlying length')

return IntIndex(x.length, new_list)
new_indices = np.union1d(self.indices, y.indices)
return IntIndex(self.length, new_indices)

@cython.wraparound(False)
Copy link
Contributor

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

not that I am recommending it, because the numpy code is just so much shorter. But this could have been much faster if the array was pre-allocated (to a max len), then you slice it at the end. Rather than appending using a list.

Copy link
Member Author

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

Yeah will take suggested approach when I fix others using list.append.

cpdef int lookup(self, Py_ssize_t index):
Expand Down