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This PR speeds up .groupby() and .set_index() operations involving a PeriodArray by 25-64x:
asv compare upstream/master HEAD -s --sort ratio
Benchmarks that have improved:
before after ratio
[08395af4] [696b40f1]
<period_array_argsort~1> <parse_time_string>
- 4.77±0.1s 191±3ms 0.04 period.DataFramePeriodColumn.time_set_index
- 2.23±0.2s 35.6±2ms 0.02 groupby.Datelike.time_sum('period_range')
The underlying issue was that pd.core.algorithms.factorize() calls argsort() on the input arrays. Calling this resulted in raw Period objects being sorted via equality comparisons that also generated Offset objects. Assuming all elements of the array have the same frequency, we can simply sort the underlying ordinals and achieve the same result far faster.
PerformanceMemory or execution speed performancePeriodPeriod data type
3 participants
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This PR speeds up
.groupby()
and.set_index()
operations involving aPeriodArray
by 25-64x:The underlying issue was that
pd.core.algorithms.factorize()
callsargsort()
on the input arrays. Calling this resulted in rawPeriod
objects being sorted via equality comparisons that also generatedOffset
objects. Assuming all elements of the array have the same frequency, we can simply sort the underlyingordinals
and achieve the same result far faster.git diff upstream/master -u -- "*.py" | flake8 --diff