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PERF: Faster SparseArray.__get_item__ for boolean masks (pandas-dev#2…
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bdrum committed Dec 24, 2021
1 parent 7131268 commit f299229
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Showing 6 changed files with 154 additions and 39 deletions.
30 changes: 26 additions & 4 deletions asv_bench/benchmarks/sparse.py
Original file line number Diff line number Diff line change
Expand Up @@ -196,16 +196,38 @@ def time_take(self, indices, allow_fill):


class GetItem:
def setup(self):
def setup(self, fill_value):
N = 1_000_000
arr = make_array(N, 1e-5, np.nan, np.float64)
d = 1e-5
arr = make_array(N, d, np.nan, np.float64)
self.sp_arr = SparseArray(arr)

def time_integer_indexing(self):
def time_integer_indexing(self, fill_value):
self.sp_arr[78]

def time_slice(self):
def time_slice(self, fill_value):
self.sp_arr[1:]


class GetItemMask:

params = [True, False, np.nan]
param_names = ["fill_value"]

def setup(self, fill_value):
N = 1_000_000
d = 1e-5
arr = make_array(N, d, np.nan, np.float64)
self.sp_arr = SparseArray(arr)
b_arr = np.full(shape=N, fill_value=fill_value, dtype=np.bool8)
fv_inds = np.unique(
np.random.randint(low=0, high=N - 1, size=int(N * d), dtype=np.int32)
)
b_arr[fv_inds] = True if pd.isna(fill_value) else not fill_value
self.sp_b_arr = SparseArray(b_arr, dtype=np.bool8, fill_value=fill_value)

def time_mask(self, fill_value):
self.sp_arr[self.sp_b_arr]


from .pandas_vb_common import setup # noqa: F401 isort:skip
2 changes: 2 additions & 0 deletions doc/source/whatsnew/v1.4.0.rst
Original file line number Diff line number Diff line change
Expand Up @@ -602,6 +602,7 @@ Performance improvements
- Performance improvement in :func:`to_csv` when :class:`MultiIndex` contains a lot of unused levels (:issue:`37484`)
- Performance improvement in :func:`read_csv` when ``index_col`` was set with a numeric column (:issue:`44158`)
- Performance improvement in :func:`concat` (:issue:`43354`)
- Performance improvement in :meth:`SparseArray.__getitem__` (:issue:`23122`)
- Performance improvement in constructing a :class:`DataFrame` from array-like objects like a ``Pytorch`` tensor (:issue:`44616`)
-

Expand Down Expand Up @@ -847,6 +848,7 @@ Sparse
- Bug in :meth:`DataFrame.sparse.to_coo` silently converting non-zero fill values to zero (:issue:`24817`)
- Bug in :class:`SparseArray` comparison methods with an array-like operand of mismatched length raising ``AssertionError`` or unclear ``ValueError`` depending on the input (:issue:`43863`)
- Bug in :class:`SparseArray` arithmetic methods ``floordiv`` and ``mod`` behaviors when dividing by zero not matching the non-sparse :class:`Series` behavior (:issue:`38172`)
- Bug in :class:`SparseArray` unary methods as well as :meth:`SparseArray.isna` doesn't recalculate indexes (:pull:`44955`)
-

ExtensionArray
Expand Down
34 changes: 25 additions & 9 deletions pandas/core/arrays/sparse/array.py
Original file line number Diff line number Diff line change
Expand Up @@ -719,7 +719,11 @@ def isna(self):
# If null fill value, we want SparseDtype[bool, true]
# to preserve the same memory usage.
dtype = SparseDtype(bool, self._null_fill_value)
return type(self)._simple_new(isna(self.sp_values), self.sp_index, dtype)
if self._null_fill_value:
return type(self)._simple_new(isna(self.sp_values), self.sp_index, dtype)
mask = np.full(len(self), False, dtype=np.bool8)
mask[self.sp_index.indices] = isna(self.sp_values)
return type(self)(mask, fill_value=False, dtype=dtype)

def fillna(
self: SparseArrayT,
Expand Down Expand Up @@ -963,13 +967,20 @@ def __getitem__(
)

else:
# TODO: I think we can avoid densifying when masking a
# boolean SparseArray with another. Need to look at the
# key's fill_value for True / False, and then do an intersection
# on the indices of the sp_values.
if isinstance(key, SparseArray):
# NOTE: If we guarantee that SparseDType(bool)
# has only fill_value - true, false or nan
# (see GH PR 44955)
# we can apply mask very fast:
if is_bool_dtype(key):
key = key.to_dense()
if isna(key.fill_value):
return self.take(key.sp_index.indices[key.sp_values])
if not key.fill_value:
return self.take(key.sp_index.indices)
n = len(self)
mask = np.full(n, True, dtype=np.bool8)
mask[key.sp_index.indices] = False
return self.take(np.arange(n)[mask])
else:
key = np.asarray(key)

Expand Down Expand Up @@ -1684,9 +1695,14 @@ def _cmp_method(self, other, op) -> SparseArray:

def _unary_method(self, op) -> SparseArray:
fill_value = op(np.array(self.fill_value)).item()
values = op(self.sp_values)
dtype = SparseDtype(values.dtype, fill_value)
return type(self)._simple_new(values, self.sp_index, dtype)
dtype = SparseDtype(self.dtype.subtype, fill_value)
# NOTE: if fill_value doesn't change
# we just have to apply op to sp_values
if isna(self.fill_value) or fill_value == self.fill_value:
values = op(self.sp_values)
return type(self)._simple_new(values, self.sp_index, self.dtype)
# In the other case we have to recalc indexes
return type(self)(op(self.to_dense()), dtype=dtype)

def __pos__(self) -> SparseArray:
return self._unary_method(operator.pos)
Expand Down
21 changes: 19 additions & 2 deletions pandas/core/arrays/sparse/dtype.py
Original file line number Diff line number Diff line change
Expand Up @@ -95,10 +95,9 @@ def __init__(self, dtype: Dtype = np.float64, fill_value: Any = None):
if fill_value is None:
fill_value = na_value_for_dtype(dtype)

if not is_scalar(fill_value):
raise ValueError(f"fill_value must be a scalar. Got {fill_value} instead")
self._dtype = dtype
self._fill_value = fill_value
self._check_fill_value()

def __hash__(self):
# Python3 doesn't inherit __hash__ when a base class overrides
Expand Down Expand Up @@ -149,6 +148,24 @@ def fill_value(self):
"""
return self._fill_value

def _check_fill_value(self):
if not is_scalar(self._fill_value):
raise ValueError(
f"fill_value must be a scalar. Got {self._fill_value} instead"
)
# TODO: Right now we can use Sparse boolean array
# with any fill_value. Here was an attempt
# to allow only 3 value: True, False or nan
# but plenty test has failed.
# see pull 44955
# if self._is_boolean and not (
# is_bool(self._fill_value) or isna(self._fill_value)
# ):
# raise ValueError(
# "fill_value must be True, False or nan "
# f"for boolean type. Got {self._fill_value} instead"
# )

@property
def _is_na_fill_value(self) -> bool:
return isna(self.fill_value)
Expand Down
87 changes: 74 additions & 13 deletions pandas/tests/arrays/sparse/test_array.py
Original file line number Diff line number Diff line change
Expand Up @@ -248,6 +248,24 @@ def test_scalar_with_index_infer_dtype(self, scalar, dtype):
assert arr.dtype == dtype
assert exp.dtype == dtype

# GH 23122
def test_getitem_bool_sparse_array(self):
spar_bool = SparseArray([False, True] * 5, dtype=np.bool8, fill_value=True)
exp = SparseArray([np.nan, 2, np.nan, 5, 6])
tm.assert_sp_array_equal(self.arr[spar_bool], exp)

spar_bool = ~spar_bool
res = self.arr[spar_bool]
exp = SparseArray([np.nan, 1, 3, 4, np.nan])
tm.assert_sp_array_equal(res, exp)

spar_bool = SparseArray(
[False, True, np.nan] * 3, dtype=np.bool8, fill_value=np.nan
)
res = self.arr[spar_bool]
exp = SparseArray([np.nan, 3, 5])
tm.assert_sp_array_equal(res, exp)

def test_get_item(self):

assert np.isnan(self.arr[1])
Expand Down Expand Up @@ -505,7 +523,9 @@ def test_astype(self):
def test_astype_bool(self):
a = SparseArray([1, 0, 0, 1], dtype=SparseDtype(int, 0))
result = a.astype(bool)
expected = SparseArray([True, 0, 0, True], dtype=SparseDtype(bool, 0))
expected = SparseArray(
[True, False, False, True], dtype=SparseDtype(bool, False)
)
tm.assert_sp_array_equal(result, expected)

# update fill value
Expand Down Expand Up @@ -605,10 +625,11 @@ def test_set_fill_value(self):
assert arr.fill_value

# coerces to bool
# msg = "unable to set fill_value 0 to bool dtype"
# XXX: we can construct an sparse array of bool
# type and use as fill_value any value
# msg = "fill_value must be True, False or nan"
# with pytest.raises(ValueError, match=msg):
arr.fill_value = 0
assert arr.fill_value == 0
# arr.fill_value = 0

# msg = "unable to set fill_value nan to bool dtype"
# with pytest.raises(ValueError, match=msg):
Expand Down Expand Up @@ -737,6 +758,41 @@ def test_boolean_slice_empty(self):
res = arr[[False, False, False]]
assert res.dtype == arr.dtype

def test_neg_operator(self):
arr = SparseArray([-1, -2, np.nan, 3], fill_value=np.nan, dtype=np.int8)
res = -arr
exp = SparseArray([1, 2, np.nan, -3], fill_value=np.nan, dtype=np.int8)
tm.assert_sp_array_equal(exp, res)

arr = SparseArray([-1, -2, 1, 3], fill_value=-1, dtype=np.int8)
res = -arr
exp = SparseArray([1, 2, -1, -3], fill_value=1, dtype=np.int8)
tm.assert_sp_array_equal(exp, res)

def test_abs_operator(self):
arr = SparseArray([-1, -2, np.nan, 3], fill_value=np.nan, dtype=np.int8)
res = abs(arr)
exp = SparseArray([1, 2, np.nan, 3], fill_value=np.nan, dtype=np.int8)
tm.assert_sp_array_equal(exp, res)

arr = SparseArray([-1, -2, 1, 3], fill_value=-1, dtype=np.int8)
res = abs(arr)
exp = SparseArray([1, 2, 1, 3], fill_value=1, dtype=np.int8)
tm.assert_sp_array_equal(exp, res)

def test_invert_operator(self):
arr = SparseArray([False, True, False, True], fill_value=False, dtype=np.bool8)
res = ~arr
exp = SparseArray(
np.invert([False, True, False, True]), fill_value=True, dtype=np.bool8
)
res = ~arr
tm.assert_sp_array_equal(exp, res)

arr = SparseArray([0, 1, 0, 2, 3, 0], fill_value=0, dtype=np.int32)
res = ~arr
exp = SparseArray([-1, -2, -1, -3, -4, -1], fill_value=-1, dtype=np.int32)

@pytest.mark.parametrize("op", ["add", "sub", "mul", "truediv", "floordiv", "pow"])
def test_binary_operators(self, op):
op = getattr(operator, op)
Expand Down Expand Up @@ -1005,13 +1061,9 @@ def test_sum(self):

@pytest.mark.parametrize(
"arr",
[
np.array([0, 1, np.nan, 1]),
np.array([0, 1, 1]),
np.array([True, True, False]),
],
[np.array([0, 1, np.nan, 1]), np.array([0, 1, 1])],
)
@pytest.mark.parametrize("fill_value", [0, 1, np.nan, True, False])
@pytest.mark.parametrize("fill_value", [0, 1, np.nan])
@pytest.mark.parametrize("min_count, expected", [(3, 2), (4, np.nan)])
def test_sum_min_count(self, arr, fill_value, min_count, expected):
# https://github.com/pandas-dev/pandas/issues/25777
Expand All @@ -1022,6 +1074,15 @@ def test_sum_min_count(self, arr, fill_value, min_count, expected):
else:
assert result == expected

def test_bool_sum_min_count(self):
spar_bool = pd.arrays.SparseArray(
[False, True] * 5, dtype=np.bool8, fill_value=True
)
res = spar_bool.sum(min_count=1)
assert res == 5
res = spar_bool.sum(min_count=11)
assert isna(res)

def test_numpy_sum(self):
data = np.arange(10).astype(float)
out = np.sum(SparseArray(data))
Expand Down Expand Up @@ -1121,9 +1182,9 @@ def test_ufunc(self):
tm.assert_sp_array_equal(np.abs(sparse), result)

sparse = SparseArray([1, -1, 2, -2], fill_value=-1)
result = SparseArray([1, 2, 2], sparse_index=sparse.sp_index, fill_value=1)
tm.assert_sp_array_equal(abs(sparse), result)
tm.assert_sp_array_equal(np.abs(sparse), result)
exp = SparseArray([1, 1, 2, 2], fill_value=1)
tm.assert_sp_array_equal(abs(sparse), exp)
tm.assert_sp_array_equal(np.abs(sparse), exp)

sparse = SparseArray([1, np.nan, 2, np.nan, -2])
result = SparseArray(np.sin([1, np.nan, 2, np.nan, -2]))
Expand Down
19 changes: 8 additions & 11 deletions pandas/tests/extension/test_sparse.py
Original file line number Diff line number Diff line change
Expand Up @@ -193,20 +193,17 @@ def test_reindex(self, data, na_value):

class TestMissing(BaseSparseTests, base.BaseMissingTests):
def test_isna(self, data_missing):
sarr = SparseArray(data_missing)
expected_dtype = SparseDtype(bool, pd.isna(data_missing.dtype.fill_value))
expected = SparseArray([True, False], dtype=expected_dtype)
result = sarr.isna()
tm.assert_sp_array_equal(result, expected)

result = pd.isna(data_missing)
self.assert_equal(result, expected)

result = pd.Series(data_missing).isna()
expected = pd.Series(expected)
self.assert_series_equal(result, expected)

# GH 21189
result = pd.Series(data_missing).drop([0, 1]).isna()
expected = pd.Series([], dtype=expected_dtype)
self.assert_series_equal(result, expected)
# test isna for arr without na
sarr = sarr.fillna(0)
expected_dtype = SparseDtype(bool, pd.isna(data_missing.dtype.fill_value))
expected = SparseArray([False, False], fill_value=False, dtype=expected_dtype)
self.assert_equal(sarr.isna(), expected)

def test_fillna_limit_pad(self, data_missing):
with tm.assert_produces_warning(PerformanceWarning):
Expand Down

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