Pandas pd.Series.isin 性能与集合与数组 [英] Pandas pd.Series.isin performance with set versus array
问题描述
通常在 Python 中,最好通过 set
测试可散列集合的成员资格.我们知道这一点是因为散列的使用为 list
或 np.ndarray
提供了 O(1) 与 O(n) 的查找复杂度.
在 Pandas 中,我经常需要检查非常大的集合中的成员资格.我认为同样适用,即检查系列中的每个项目是否属于 set
比使用 list
或 np.ndarray
更有效>.然而,情况似乎并非如此:
将 numpy 导入为 np将熊猫导入为 pdnp.random.seed(0)x_set = {i for i in range(100000)}x_arr = np.array(list(x_set))x_list = 列表(x_set)arr = np.random.randint(0, 20000, 10000)ser = pd.Series(arr)lst = arr.tolist()%timeit ser.isin(x_set) # 8.9 毫秒%timeit ser.isin(x_arr) # 2.17 毫秒%timeit ser.isin(x_list) # 7.79 毫秒%timeit np.in1d(arr, x_arr) # 5.02 毫秒%timeit [i in x_set for i in lst] # 1.1 ms%timeit [i in x_set for i in ser.values] # 4.61 ms
用于测试的版本:
np.__version__ # '1.14.3'pd.__version__ #'0.23.0'sys.version # '3.6.5'
我们可以看到:对于大 n
s,预处理的线性时间支配了 numpy 版本.从 numpy 到 pure-python 转换的版本(numpy->python
)具有与 pure-python 版本相同的恒定行为,但由于必要的转换而速度较慢 - 这一切都符合我们的分析.
这在图中不能很好地看出:如果 n <;m
numpy 版本变得更快——在这种情况下,khash
-lib 的更快查找起到了最重要的作用,而不是预处理部分.
我从这次分析中得出的结论:
n
: pd.Series.isin
应该被采用,因为O(n)
-预处理不是那么昂贵.n >m
:(可能是cythonized 版本)[i in x_set for i in ser.values]
应该被采用,从而避免O(n)
.p>显然有一个灰色区域,其中
n
和m
大致相等,如果不进行测试,很难判断哪种解决方案最好.如果您可以控制它:最好的办法是将
set
直接构建为 C 整数集 (khash
(khash 比
<小时>numpy->python
快约 20 倍,比纯 python 快约 6 倍(但无论如何纯 python 不是我们想要的),甚至快约 3 倍比 cpp 的版本.列表
1) 使用 valgrind 进行分析:
#isin.py将 numpy 导入为 np将熊猫导入为 pdnp.random.seed(0)x_set = {i for i in range(2*10**6)}x_arr = np.array(list(x_set))arr = np.random.randint(0, 20000, 10000)ser = pd.Series(arr)对于 _ 范围(10):ser.isin(x_arr)
现在:
<预><代码>>>>valgrind --tool=callgrind python isin.py>>>缓存研磨导致以下调用图:
B:生成运行时间的 ipython 代码:
将 numpy 导入为 np将熊猫导入为 pd%matplotlib 内联导入 matplotlib.pyplot 作为 pltnp.random.seed(0)x_set = {i for i in range(10**2)}x_arr = np.array(list(x_set))x_list = 列表(x_set)arr = np.random.randint(0, 20000, 10000)ser = pd.Series(arr)lst = arr.tolist()n=10**3结果=[]而 n<3*10**6:x_set = {i for i in range(n)}x_arr = np.array(list(x_set))x_list = 列表(x_set)t1=%timeit -o ser.isin(x_arr)t2=%timeit -o [i in x_set for i in lst]t3=%timeit -o [i in x_set for i in ser.values]result.append([n, t1.average, t2.average, t3.average])n*=2#绘图结果:for_plot=np.array(结果)plt.plot(for_plot[:,0], for_plot[:,1], label='numpy')plt.plot(for_plot[:,0], for_plot[:,2], label='python')plt.plot(for_plot[:,0], for_plot[:,3], label='numpy->python')plt.xlabel('n')plt.ylabel('运行时间')plt.legend()plt.show()
C: cpp-wrapper:
%%cython --cplus -c=-std=c++11 -a来自 libcpp.unordered_set cimport unordered_setcdef 类 HashSet:cdef unordered_set[long long int] scpdef add(self, long long int z):self.s.insert(z)cpdef bint 包含(self,long long int z):返回 self.s.count(z)>0将 numpy 导入为 npcimport numpy 作为 npcimport cython@cython.boundscheck(假)@cython.wraparound(假)def isin_cpp(np.ndarray[np.int64_t, ndim=1] a, HashSet b):cdef np.ndarray[np.uint8_t,ndim=1, cast=True] res=np.empty(a.shape[0],dtype=np.bool)cdef int i对于我在范围内(a.size):res[i]=b.contains(a[i])返回资源
D:使用不同的 set-wrappers 绘制结果:
将 numpy 导入为 np将熊猫导入为 pd%matplotlib 内联导入 matplotlib.pyplot 作为 plt从 cykash 导入 Int64Setnp.random.seed(0)x_set = {i for i in range(10**2)}x_arr = np.array(list(x_set))x_list = 列表(x_set)arr = np.random.randint(0, 20000, 10000)ser = pd.Series(arr)lst = arr.tolist()n=10**3结果=[]而 n<3*10**6:x_set = {i for i in range(n)}x_arr = np.array(list(x_set))cpp_set=HashSet()khash_set=Int64Set()对于 x_set 中的 i:cpp_set.add(i)khash_set.add(i)断言((ser.isin(x_arr).values==isin_cpp(ser.values, cpp_set)).all())断言((ser.isin(x_arr).values==isin_khash(ser.values, khash_set)).all())t1=%timeit -o isin_khash(ser.values, khash_set)t2=%timeit -o isin_cpp(ser.values, cpp_set)t3=%timeit -o [i in x_set for i in lst]t4=%timeit -o [i in x_set for i in ser.values]result.append([n, t1.average, t2.average, t3.average, t4.average])n*=2#绘图结果:for_plot=np.array(结果)plt.plot(for_plot[:,0], for_plot[:,1], label='khash')plt.plot(for_plot[:,0], for_plot[:,2], label='cpp')plt.plot(for_plot[:,0], for_plot[:,3], label='pure python')plt.plot(for_plot[:,0], for_plot[:,4], label='numpy->python')plt.xlabel('n')plt.ylabel('运行时间')ymin, ymax = plt.ylim()plt.ylim(0,ymax)plt.legend()plt.show()
In Python generally, membership of a hashable collection is best tested via
set
. We know this because the use of hashing gives us O(1) lookup complexity versus O(n) forlist
ornp.ndarray
.In Pandas, I often have to check for membership in very large collections. I presumed that the same would apply, i.e. checking each item of a series for membership in a
set
is more efficient than usinglist
ornp.ndarray
. However, this doesn't seem to be the case:import numpy as np import pandas as pd np.random.seed(0) x_set = {i for i in range(100000)} x_arr = np.array(list(x_set)) x_list = list(x_set) arr = np.random.randint(0, 20000, 10000) ser = pd.Series(arr) lst = arr.tolist() %timeit ser.isin(x_set) # 8.9 ms %timeit ser.isin(x_arr) # 2.17 ms %timeit ser.isin(x_list) # 7.79 ms %timeit np.in1d(arr, x_arr) # 5.02 ms %timeit [i in x_set for i in lst] # 1.1 ms %timeit [i in x_set for i in ser.values] # 4.61 ms
Versions used for testing:
np.__version__ # '1.14.3' pd.__version__ # '0.23.0' sys.version # '3.6.5'
The source code for
pd.Series.isin
, I believe, utilisesnumpy.in1d
, which presumably means a large overhead forset
tonp.ndarray
conversion.Negating the cost of constructing the inputs, the implications for Pandas:
- If you know your elements of
x_list
orx_arr
are unique, don't bother converting tox_set
. This will be costly (both conversion and membership tests) for use with Pandas. - Using list comprehensions are the only way to benefit from O(1) set lookup.
My questions are:
- Is my analysis above correct? This seems like an obvious, yet undocumented, result of how
pd.Series.isin
has been implemented. - Is there a workaround, without using a list comprehension or
pd.Series.apply
, which does utilise O(1) set lookup? Or is this an unavoidable design choice and/or corollary of having NumPy as the backbone of Pandas?
Update: On an older setup (Pandas / NumPy versions) I see
x_set
outperformx_arr
withpd.Series.isin
. So an additional question: has anything fundamentally changed from old to new to cause performance withset
to worsen?%timeit ser.isin(x_set) # 10.5 ms %timeit ser.isin(x_arr) # 15.2 ms %timeit ser.isin(x_list) # 9.61 ms %timeit np.in1d(arr, x_arr) # 4.15 ms %timeit [i in x_set for i in lst] # 1.15 ms %timeit [i in x_set for i in ser.values] # 2.8 ms pd.__version__ # '0.19.2' np.__version__ # '1.11.3' sys.version # '3.6.0'
解决方案This might not be obvious, but
pd.Series.isin
usesO(1)
-look up per element.After an analysis, which proves the above statement, we will use its insights to create a Cython-prototype which can easily beat the fastest out-of-the-box-solution.
Let's assume that the "set" has
n
elements and the "series" hasm
elements. The running time is then:T(n,m)=T_preprocess(n)+m*T_lookup(n)
For the pure-python version, that means:
T_preprocess(n)=0
- no preprocessing neededT_lookup(n)=O(1)
- well known behavior of python's set- results in
T(n,m)=O(m)
What happens for
pd.Series.isin(x_arr)
? Obviously, if we skip the preprocessing and search in linear time we will getO(n*m)
, which is not acceptable.It is easy to see with help of a debugger or a profiler (I used valgrind-callgrind+kcachegrind), what is going on: the working horse is the function
__pyx_pw_6pandas_5_libs_9hashtable_23ismember_int64
. Its definition can be found here:- In a preprocessing step, a hash-map (pandas uses khash from klib) is created out of
n
elements fromx_arr
, i.e. in running timeO(n)
. m
look-ups happen inO(1)
each orO(m)
in total in the constructed hash-map.- results in
T(n,m)=O(m)+O(n)
We must remember - the elements of numpy-array are raw-C-integers and not the Python-objects in the original set - so we cannot use the set as it is.
An alternative to converting the set of Python-objects to a set of C-ints, would be to convert the single C-ints to Python-object and thus be able to use the original set. That is what happens in
[i in x_set for i in ser.values]
-variant:- No preprocessing.
- m look-ups happen in
O(1)
time each orO(m)
in total, but the look-up is slower due to necessary creation of a Python-object. - results in
T(n,m)=O(m)
Clearly, you could speed-up this version a little bit by using Cython.
But enough theory, let's take a look at the running times for different
n
s with fixedm
s:We can see: the linear time of preprocessing dominates the numpy-version for big
n
s. The version with conversion from numpy to pure-python (numpy->python
) has the same constant behavior as the pure-python version but is slower, because of the necessary conversion - this all in accordance with our analysis.That cannot be seen well in the diagram: if
n < m
the numpy version becomes faster - in this case the faster look-up ofkhash
-lib plays the most important role and not the preprocessing-part.My take-aways from this analysis:
n < m
:pd.Series.isin
should be taken becauseO(n)
-preprocessing isn't that costly.n > m
: (probably cythonized version of)[i in x_set for i in ser.values]
should be taken and thusO(n)
avoided.clearly there is a gray zone where
n
andm
are approximately equal and it is hard to tell which solution is best without testing.If you have it under your control: The best thing would be to build the
set
directly as a C-integer-set (khash
(already wrapped in pandas) or maybe even some c++-implementations), thus eliminating the need for preprocessing. I don't know, whether there is something in pandas you could reuse, but it is probably not a big deal to write the function in Cython.
The problem is that the last suggestion doesn't work out of the box, as neither pandas nor numpy have a notion of a set (at least to my limited knowledge) in their interfaces. But having raw-C-set-interfaces would be best of both worlds:
- no preprocessing needed because values are already passed as a set
- no conversion needed because the passed set consists of raw-C-values
I've coded a quick and dirty Cython-wrapper for khash (inspired by the wrapper in pandas), which can be installed via
pip install https://github.com/realead/cykhash/zipball/master
and then used with Cython for a fasterisin
version:%%cython import numpy as np cimport numpy as np from cykhash.khashsets cimport Int64Set def isin_khash(np.ndarray[np.int64_t, ndim=1] a, Int64Set b): cdef np.ndarray[np.uint8_t,ndim=1, cast=True] res=np.empty(a.shape[0],dtype=np.bool) cdef int i for i in range(a.size): res[i]=b.contains(a[i]) return res
As a further possibility the c++'s
unordered_map
can be wrapped (see listing C), which has the disadvantage of needing c++-libraries and (as we will see) is slightly slower.Comparing the approaches (see listing D for creating of timings):
khash is about factor 20 faster than the
numpy->python
, about factor 6 faster than the pure python (but pure-python is not what we want anyway) and even about factor 3 faster than the cpp's-version.
Listings
1) profiling with valgrind:
#isin.py import numpy as np import pandas as pd np.random.seed(0) x_set = {i for i in range(2*10**6)} x_arr = np.array(list(x_set)) arr = np.random.randint(0, 20000, 10000) ser = pd.Series(arr) for _ in range(10): ser.isin(x_arr)
and now:
>>> valgrind --tool=callgrind python isin.py >>> kcachegrind
leads to the following call graph:
B: ipython code for producing the running times:
import numpy as np import pandas as pd %matplotlib inline import matplotlib.pyplot as plt np.random.seed(0) x_set = {i for i in range(10**2)} x_arr = np.array(list(x_set)) x_list = list(x_set) arr = np.random.randint(0, 20000, 10000) ser = pd.Series(arr) lst = arr.tolist() n=10**3 result=[] while n<3*10**6: x_set = {i for i in range(n)} x_arr = np.array(list(x_set)) x_list = list(x_set) t1=%timeit -o ser.isin(x_arr) t2=%timeit -o [i in x_set for i in lst] t3=%timeit -o [i in x_set for i in ser.values] result.append([n, t1.average, t2.average, t3.average]) n*=2 #plotting result: for_plot=np.array(result) plt.plot(for_plot[:,0], for_plot[:,1], label='numpy') plt.plot(for_plot[:,0], for_plot[:,2], label='python') plt.plot(for_plot[:,0], for_plot[:,3], label='numpy->python') plt.xlabel('n') plt.ylabel('running time') plt.legend() plt.show()
C: cpp-wrapper:
%%cython --cplus -c=-std=c++11 -a from libcpp.unordered_set cimport unordered_set cdef class HashSet: cdef unordered_set[long long int] s cpdef add(self, long long int z): self.s.insert(z) cpdef bint contains(self, long long int z): return self.s.count(z)>0 import numpy as np cimport numpy as np cimport cython @cython.boundscheck(False) @cython.wraparound(False) def isin_cpp(np.ndarray[np.int64_t, ndim=1] a, HashSet b): cdef np.ndarray[np.uint8_t,ndim=1, cast=True] res=np.empty(a.shape[0],dtype=np.bool) cdef int i for i in range(a.size): res[i]=b.contains(a[i]) return res
D: plotting results with different set-wrappers:
import numpy as np import pandas as pd %matplotlib inline import matplotlib.pyplot as plt from cykhash import Int64Set np.random.seed(0) x_set = {i for i in range(10**2)} x_arr = np.array(list(x_set)) x_list = list(x_set) arr = np.random.randint(0, 20000, 10000) ser = pd.Series(arr) lst = arr.tolist() n=10**3 result=[] while n<3*10**6: x_set = {i for i in range(n)} x_arr = np.array(list(x_set)) cpp_set=HashSet() khash_set=Int64Set() for i in x_set: cpp_set.add(i) khash_set.add(i) assert((ser.isin(x_arr).values==isin_cpp(ser.values, cpp_set)).all()) assert((ser.isin(x_arr).values==isin_khash(ser.values, khash_set)).all()) t1=%timeit -o isin_khash(ser.values, khash_set) t2=%timeit -o isin_cpp(ser.values, cpp_set) t3=%timeit -o [i in x_set for i in lst] t4=%timeit -o [i in x_set for i in ser.values] result.append([n, t1.average, t2.average, t3.average, t4.average]) n*=2 #ploting result: for_plot=np.array(result) plt.plot(for_plot[:,0], for_plot[:,1], label='khash') plt.plot(for_plot[:,0], for_plot[:,2], label='cpp') plt.plot(for_plot[:,0], for_plot[:,3], label='pure python') plt.plot(for_plot[:,0], for_plot[:,4], label='numpy->python') plt.xlabel('n') plt.ylabel('running time') ymin, ymax = plt.ylim() plt.ylim(0,ymax) plt.legend() plt.show()
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- If you know your elements of