[Numpy-discussion] Does a `mergesorted` function make sense?

Eelco Hoogendoorn hoogendoorn.eelco at gmail.com
Wed Aug 27 15:38:47 EDT 2014


i.e, if the grouped axis is small but the other axes are not, you could
write this, which avoids the python loop over the long axis that
np.vectorize would otherwise perform.

import numpy as np
from grouping import group_by
keys = np.random.randint(0,4,10)
values = np.random.rand(10,2000)
for k,g in zip(*group_by(keys)(values)):
    print k, g.mean(0)




On Wed, Aug 27, 2014 at 9:29 PM, Eelco Hoogendoorn <
hoogendoorn.eelco at gmail.com> wrote:

> f.i., this works as expected as well (100 keys of 1d int arrays and 100
> values of 1d float arrays):
>
> group_by(randint(0,4,(100,2))).mean(rand(100,2))
>
>
> On Wed, Aug 27, 2014 at 9:27 PM, Eelco Hoogendoorn <
> hoogendoorn.eelco at gmail.com> wrote:
>
>> If I understand you correctly, the current implementation supports these
>> operations. All reductions over groups (except for median) are performed
>> through the corresponding ufunc (see GroupBy.reduce). This works on
>> multidimensional arrays as well, although this broadcasting over the
>> non-grouping axes is accomplished using np.vectorize. Actual vectorization
>> only happens over the axis being grouped over, but this is usually a long
>> axis. If it isn't, it is more efficient to perform a reduction by means of
>> splitting the array by its groups first, and then map the iterable of
>> groups over some reduction operation (as noted in the docstring of
>> GroupBy.reduce).
>>
>>
>> On Wed, Aug 27, 2014 at 8:29 PM, Jaime Fernández del Río <
>> jaime.frio at gmail.com> wrote:
>>
>>> Hi Eelco,
>>>
>>> I took a deeper look into your code a couple of weeks back. I don't
>>> think I have fully grasped what it allows completely, but I agree that some
>>> form of what you have there is highly desirable. Along the same lines, for
>>> sometime I have been thinking that the right place for a `groupby` in numpy
>>> is as a method of ufuncs, so that `np.add.groupby(arr, groups)` would do a
>>> multidimensional version of `np.bincount(groups, weights=arr)`. You would
>>> then need a more powerful version of `np.unique` to produce the `groups`,
>>> but that is something that Joe Kington's old PR was very close to
>>> achieving, that should probably be resurrected as well. But yes, there
>>> seems to be material for a NEP here, and some guidance from one of the
>>> numpy devs would be helpful in getting this somewhere.
>>>
>>> Jaime
>>>
>>>
>>> On Wed, Aug 27, 2014 at 10:35 AM, Eelco Hoogendoorn <
>>> hoogendoorn.eelco at gmail.com> wrote:
>>>
>>>> It wouldn't hurt to have this function, but my intuition is that its
>>>> use will be minimal. If you are already working with sorted arrays, you
>>>> already have a flop cost on that order of magnitude, and the optimized
>>>> merge saves you a factor two at the very most. Using numpy means you are
>>>> sacrificing factors of two and beyond relative to pure C left right and
>>>> center anyway, so if this kind of thing matters to you, you probably wont
>>>> be working in numpy in the first place.
>>>>
>>>> That said, I share your interest in overhauling arraysetops. I see many
>>>> opportunities for expanding its functionality. There is a question that
>>>> amounts to 'how do I do group-by in numpy' on stackoverflow almost every
>>>> week. That would have my top priority, but also things like extending
>>>> np.unique to things like graph edges, or other more complex input, is very
>>>> often useful to me.
>>>>
>>>> Ive written up a draft <http://pastebin.com/c5WLWPbp>a while ago which
>>>> accomplishes all of the above and more. It reimplements functions like
>>>> np.unique around a common Index object. This index object encapsulates the
>>>> precomputation (sorting) required for efficient set-ops on different
>>>> datatypes, and provides a common interface to obtain the kind of
>>>> information you are talking about (which is used extensively internally in
>>>> the implementation of group_by, for instance).
>>>>
>>>> ie, this functionality allows you to write neat things like
>>>> group_by(randint(0,9,(100,2))).median(rand(100))
>>>>
>>>> But I have the feeling much more could be done in this direction, and I
>>>> feel this draft could really use a bit of back and forth. If we are going
>>>> to completely rewrite arraysetops, we might as well do it right.
>>>>
>>>>
>>>> On Wed, Aug 27, 2014 at 7:02 PM, Jaime Fernández del Río <
>>>> jaime.frio at gmail.com> wrote:
>>>>
>>>>> A request was open in github to add a `merge` function to numpy that
>>>>> would merge two sorted 1d arrays into a single sorted 1d array. I have been
>>>>> playing around with that idea for a while, and have a branch in my numpy
>>>>> fork that adds a `mergesorted` function to `numpy.lib`:
>>>>>
>>>>>
>>>>> https://github.com/jaimefrio/numpy/commit/ce5d480afecc989a36e5d2bf4ea1d1ba58a83b0a
>>>>>
>>>>> I drew inspiration from C++ STL algorithms, and merged into a single
>>>>> function what merge, set_union, set_intersection, set_difference and
>>>>> set_symmetric_difference do there.
>>>>>
>>>>> My first thought when implementing this was to not make it a public
>>>>> function, but use it under the hood to speed-up some of the functions of
>>>>> `arraysetops.py`, which are now merging two already sorted functions by
>>>>> doing `np.sort(np.concatenate((a, b)))`. I would need to revisit my
>>>>> testing, but the speed-ups weren't that great.
>>>>>
>>>>> One other thing I saw value in for some of the `arraysetops.py`
>>>>> functions, but couldn't fully figure out, was in providing extra output
>>>>> aside from the merged arrays, either in the form of indices, or of boolean
>>>>> masks, indicating which items of the original arrays made it into the
>>>>> merged one, and/or where did they end up in it.
>>>>>
>>>>> Since there is at least one other person out there that likes it, is
>>>>> there any more interest in such a function? If yes, any comments on what
>>>>> the proper interface for extra output should be? Although perhaps the best
>>>>> is to leave that out for starters and see what use people make of it, if
>>>>> any.
>>>>>
>>>>> Jaime
>>>>>
>>>>> --
>>>>> (\__/)
>>>>> ( O.o)
>>>>> ( > <) Este es Conejo. Copia a Conejo en tu firma y ayúdale en sus
>>>>> planes de dominación mundial.
>>>>>
>>>>> _______________________________________________
>>>>> NumPy-Discussion mailing list
>>>>> NumPy-Discussion at scipy.org
>>>>> http://mail.scipy.org/mailman/listinfo/numpy-discussion
>>>>>
>>>>>
>>>>
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>>>
>>>
>>> --
>>> (\__/)
>>> ( O.o)
>>> ( > <) Este es Conejo. Copia a Conejo en tu firma y ayúdale en sus
>>> planes de dominación mundial.
>>>
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>>
>
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