[Numpy-discussion] Vectorized percentile function in Numpy (PR #2970)

josef.pktd at gmail.com josef.pktd at gmail.com
Tue Apr 23 23:33:29 EDT 2013

On Tue, Apr 23, 2013 at 6:16 PM, Sebastian Berg
<sebastian at sipsolutions.net> wrote:
> On Tue, 2013-04-23 at 12:13 -0500, Jonathan Helmus wrote:
>>      Back in December it was pointed out on the scipy-user list[1] that
>> numpy has a percentile function which has similar functionality to
>> scipy's stats.scoreatpercentile.  I've been trying to harmonize these
>> two functions into a single version which has the features of both.
>>      Scipy PR 374[2] introduced a version which look the parameters from
>> both the scipy and numpy percentile function and was accepted into Scipy
>> with the plan that it would be depreciated when a similar function was
>> introduced into Numpy.  Then I moved to enhancing the Numpy version with
>> Pull Request 2970 [3].  With some input from Sebastian Berg the
>> percentile function was rewritten with further vectorization, but
>> neither of us felt fully comfortable with the final product.  Can
>> someone look at implementation in the PR and suggest what should be done
>> from here?
> Thanks! For me the main question is the vectorized usage when both
> haystack (`a`) and needle (`q`) are vectorized. What I mean is for:
> np.percentile(np.random.randn(n1, n2, N), [25., 50., 75.], axis=-1)
> I would probably expect an output shape of (n1, n2, 3), but currently
> you will get the needle dimensions first, because it is roughly the same
> as
> [np.percentile(np.random.randn(n1, n2, N), q, axis=-1) for q in [25., 50., 75.]]
> so for the (probably rare) vectorization of both `a` and `q`, would it
> be preferable to do some kind of long term behaviour change, or just put
> the dimensions in `q` first, which should be compatible to the current
> list?

I don't have much of a preference either way, but I'm glad this is
going into numpy.
We can work with it either way.

In stats, the most common case will be axis=0, and then the two are
the same, aren't they?

What I like about the second version is unrolling (with 2 or 3
quantiles), which I think will work

u, l = np.random.randn(2,5)
res = np.percentile(...)

The first case will be nicer when there are lots of percentiles, but I
guess I won't need it much except for axis=0.

Actually, I would prefer the second version, because it might be a bit
more cumbersome to get the individual percentiles out if the axis is
somewhere in the middle, however I don't think I have a case like

The first version would be consistent with reduceat, and that would be
more numpythonic. I would go for that in numpy.

my 2.5c


> Regards,
> Sebastian
>>   Cheers,
>>      - Jonathan Helmus
>> [1] http://thread.gmane.org/gmane.comp.python.scientific.user/33331
>> [2] https://github.com/scipy/scipy/pull/374
>> [3] https://github.com/numpy/numpy/pull/2970
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