[Numpy-discussion] Consider improving numpy.outer's behavior with zero-dimensional vectors

[josef.pktd at gmail.com]

On Fri, Apr 17, 2015 at 10:07 AM, Sebastian Berg
<sebastian at sipsolutions.net> wrote:
> On Do, 2015-04-16 at 15:28 -0700, Matthew Brett wrote:
>> Hi,
>>
> <snip>
>>
>> So, how about a slight modification of your proposal?
>>
>> 1) Raise deprecation warning for np.outer for non 1D arrays for a few
>> versions, with depraction in favor of np.multiply.outer, then
>> 2) Raise error for np.outer on non 1D arrays
>>
>
> I think that was Neil's proposal a bit earlier, too. +1 for it in any
> case, since at least for the moment I doubt outer is used a lot for non
> 1-d arrays. Possible step 3) make it work on higher dims after a long
> period.

sounds ok to me

Some random comments of what I remember or guess in terms of usage

I think there are at most very few np.outer usages with 2d or higher dimension.
(statsmodels has two models that switch between 2d and 1d
parameterization where we don't use outer but it has similar
characteristics. However, we need to control the ravel order, which
IIRC is Fortran)

The current behavior of 0-D scalars in the initial post might be
useful if a numpy function returns a scalar instead of a 1-D array in
size=1. np.diag which is a common case, doesn't return a scalar (in my
version of numpy).

I don't know any use case where I would ever want to have the 2d
behavior of np.multiply.outer.
I guess we will or would have applications for outer along an axis,
for example if x.shape = (100, 10), then we have
x[:,None, :] * x[:, :, None]     (I guess)
Something like this shows up reasonably often in econometrics as
"Outer Product". However in most cases we can avoid constructing this
matrix and get the final results in a more memory efficient or faster
way.
(example an array of covariance matrices)

Josef




>
> - Sebastian
>
>
>> Best,
>>
>> Matthew
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>
>
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