ENH: Use Kahan summation to calculate groupby.sum() #38903
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We dispatch to numpy in case of 32bit systems, which returns the wrong result |
arw2019
reviewed
Jan 2, 2021
doc/source/whatsnew/v1.3.0.rst
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| @@ -51,6 +51,7 @@ Other enhancements | |||
| - :func:`pandas.read_sql_query` now accepts a ``dtype`` argument to cast the columnar data from the SQL database based on user input (:issue:`10285`) | |||
| - Improved integer type mapping from pandas to SQLAlchemy when using :meth:`DataFrame.to_sql` (:issue:`35076`) | |||
| - :func:`to_numeric` now supports downcasting of nullable ``ExtensionDtype`` objects (:issue:`33013`) | |||
| - Improve numerical stability for :meth:`DataFrameGroupBy.sum()` and :meth:`SeriesGroupBy.sum()` through using Kahan summation (:issue:`38778`) | |||
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no brackets after ...GroupBy.sum?
jreback
requested changes
Jan 3, 2021
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comments, ping on green.
note that we have been seeing some recent work on combing the aggregation functions for 1d and groupby, this would be a great case here. (slightly complicated because for 1d we actually dispatch to bottleneck if installed), otherwise we use the np.nan* functions so have to see if this is worth it).
doc/source/whatsnew/v1.3.0.rst
Outdated
| @@ -51,6 +51,7 @@ Other enhancements | |||
| - :func:`pandas.read_sql_query` now accepts a ``dtype`` argument to cast the columnar data from the SQL database based on user input (:issue:`10285`) | |||
| - Improved integer type mapping from pandas to SQLAlchemy when using :meth:`DataFrame.to_sql` (:issue:`35076`) | |||
| - :func:`to_numeric` now supports downcasting of nullable ``ExtensionDtype`` objects (:issue:`33013`) | |||
| - Improve numerical stability for :meth:`DataFrameGroupBy.sum` and :meth:`SeriesGroupBy.sum` through using Kahan summation (:issue:`38778`) | |||
jreback
approved these changes
Jan 3, 2021
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@jreback green |
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thanks @phofl |
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black pandasgit diff upstream/master -u -- "*.py" | flake8 --diffThis simplifies the op example.
I think
is dispatched to numpy? The result is wrong too.
100.0Mean doesn't work either. I will look through the functions to determine which need Kahan summation too and open an issue to track these.