[英]Why the groupby.diff is so slower?
我想計算每個組的序列差異,如下例所示:
In [24]: rnd_ser = pd.Series(np.random.randn(5000))
...: com_ser = pd.concat([rnd_ser] * 500, keys=np.arange(500), names=['Date', 'ID'])
In [25]: d1 = com_ser.groupby("Date").diff()
In [26]: d2 = com_ser - com_ser.groupby("Date").shift()
In [27]: np.allclose(d1.fillna(0), d2.fillna(0))
Out[27]: True
有兩種方法可以解決此問題,但是,第一種方法的性能很差:
In [30]: %timeit d1 = com_ser.groupby("Date").diff()
616 ms ± 5.62 ms per loop (mean ± std. dev. of 7 runs, 1 loop each)
In [31]: %timeit d2 = com_ser - com_ser.groupby("Date").shift()
95 ms ± 326 µs per loop (mean ± std. dev. of 7 runs, 10 loops each)
這是預期的還是錯誤?
我的環境細節:
In [23]: pd.show_versions()
INSTALLED VERSIONS
------------------
commit: None
python: 3.7.1.final.0
python-bits: 64
OS: Windows
OS-release: 10
machine: AMD64
processor: Intel64 Family 6 Model 158 Stepping 10, GenuineIntel
byteorder: little
LC_ALL: None
LANG: None
LOCALE: None.None
pandas: 0.23.4
pytest: 3.9.3
pip: 18.1
setuptools: 40.5.0
Cython: 0.29
numpy: 1.15.3
scipy: 1.1.0
pyarrow: None
xarray: None
IPython: 7.1.1
sphinx: 1.8.1
patsy: 0.5.1
dateutil: 2.7.5
pytz: 2018.7
blosc: None
bottleneck: 1.2.1
tables: 3.4.4
numexpr: 2.6.8
feather: None
matplotlib: 3.0.1
openpyxl: 2.5.9
xlrd: 1.1.0
xlwt: 1.3.0
xlsxwriter: 1.1.2
lxml: 4.2.5
bs4: 4.6.3
html5lib: 1.0.1
sqlalchemy: 1.2.12
pymysql: None
psycopg2: None
jinja2: 2.10
s3fs: None
fastparquet: None
pandas_gbq: None
pandas_datareader: None
FWIW,我在機器上看到相似的數字
%timeit d1 = com_ser.groupby("Date").diff()
523 ms ± 32.7 ms per loop (mean ± std. dev. of 7 runs, 1 loop each)
%timeit d2 = com_ser - com_ser.groupby("Date").shift()
80.8 ms ± 2.31 ms per loop (mean ± std. dev. of 7 runs, 10 loops each)
使用groupby()
, diff()
Pandas實現似乎很慢
例如,如果我做了一個大系列
big_ser = pd.Series(np.random.randn(int(1e7)))
然后比較位移和與Series.diff()
相減
%timeit big_ser - big_ser.shift()
46.3 ms ± 789 µs per loop (mean ± std. dev. of 7 runs, 10 loops each)
%timeit big_ser.diff()
41.6 ms ± 488 µs per loop (mean ± std. dev. of 7 runs, 10 loops each)
這樣,實現之間的時間是相同的。 接下來,當您查看Series.diff
的內部源代碼時,它在注釋中明確指出
def diff(arr, n, axis=0):
"""
difference of n between self,
analogous to s-s.shift(n)
所以我認為它必須是diff()
特定的groupby
一些開銷
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