I am trying to modify a DataFrame df to only contain rows for which the values in the column closing_price are between 99 and 101 and trying to do this with the code below.
However, I get the error
ValueError: The truth value of a Series is ambiguous. Use a.empty, a.bool(), a.item(), a.any() or a.all()
and I am wondering if there is a way to do this without using loops.
df = df[(99 <= df['closing_price'] <= 101)]
Consider also series between:
df = df[df['closing_price'].between(99, 101)]
You should use () to group your boolean vector to remove ambiguity.
df = df[(df['closing_price'] >= 99) & (df['closing_price'] <= 101)]
there is a nicer alternative - use query() method:
In [58]: df = pd.DataFrame({'closing_price': np.random.randint(95, 105, 10)})
In [59]: df
Out[59]:
closing_price
0 104
1 99
2 98
3 95
4 103
5 101
6 101
7 99
8 95
9 96
In [60]: df.query('99 <= closing_price <= 101')
Out[60]:
closing_price
1 99
5 101
6 101
7 99
UPDATE: answering the comment:
I like the syntax here but fell down when trying to combine with
expresison; df.query('(mean + 2 *sd) <= closing_price <=(mean + 2
*sd)')
In [161]: qry = "(closing_price.mean() - 2*closing_price.std())" +\
...: " <= closing_price <= " + \
...: "(closing_price.mean() + 2*closing_price.std())"
...:
In [162]: df.query(qry)
Out[162]:
closing_price
0 97
1 101
2 97
3 95
4 100
5 99
6 100
7 101
8 99
9 95
newdf = df.query('closing_price.mean() <= closing_price <= closing_price.std()')
or
mean = closing_price.mean()
std = closing_price.std()
newdf = df.query('#mean <= closing_price <= #std')
If one has to call pd.Series.between(l,r) repeatedly (for different bounds l and r), a lot of work is repeated unnecessarily. In this case, it's beneficial to sort the frame/series once and then use pd.Series.searchsorted(). I measured a speedup of up to 25x, see below.
def between_indices(x, lower, upper, inclusive=True):
"""
Returns smallest and largest index i for which holds
lower <= x[i] <= upper, under the assumption that x is sorted.
"""
i = x.searchsorted(lower, side="left" if inclusive else "right")
j = x.searchsorted(upper, side="right" if inclusive else "left")
return i, j
# Sort x once before repeated calls of between()
x = x.sort_values().reset_index(drop=True)
# x = x.sort_values(ignore_index=True) # for pandas>=1.0
ret1 = between_indices(x, lower=0.1, upper=0.9)
ret2 = between_indices(x, lower=0.2, upper=0.8)
ret3 = ...
Benchmark
Measure repeated evaluations (n_reps=100) of pd.Series.between() as well as the method based on pd.Series.searchsorted(), for different arguments lower and upper. On my MacBook Pro 2015 with Python v3.8.0 and Pandas v1.0.3, the below code results in the following outpu
# pd.Series.searchsorted()
# 5.87 ms ± 321 µs per loop (mean ± std. dev. of 7 runs, 100 loops each)
# pd.Series.between(lower, upper)
# 155 ms ± 6.08 ms per loop (mean ± std. dev. of 7 runs, 10 loops each)
# Logical expressions: (x>=lower) & (x<=upper)
# 153 ms ± 3.52 ms per loop (mean ± std. dev. of 7 runs, 10 loops each)
import numpy as np
import pandas as pd
def between_indices(x, lower, upper, inclusive=True):
# Assumption: x is sorted.
i = x.searchsorted(lower, side="left" if inclusive else "right")
j = x.searchsorted(upper, side="right" if inclusive else "left")
return i, j
def between_fast(x, lower, upper, inclusive=True):
"""
Equivalent to pd.Series.between() under the assumption that x is sorted.
"""
i, j = between_indices(x, lower, upper, inclusive)
if True:
return x.iloc[i:j]
else:
# Mask creation is slow.
mask = np.zeros_like(x, dtype=bool)
mask[i:j] = True
mask = pd.Series(mask, index=x.index)
return x[mask]
def between(x, lower, upper, inclusive=True):
mask = x.between(lower, upper, inclusive=inclusive)
return x[mask]
def between_expr(x, lower, upper, inclusive=True):
if inclusive:
mask = (x>=lower) & (x<=upper)
else:
mask = (x>lower) & (x<upper)
return x[mask]
def benchmark(func, x, lowers, uppers):
for l,u in zip(lowers, uppers):
func(x,lower=l,upper=u)
n_samples = 1000
n_reps = 100
x = pd.Series(np.random.randn(n_samples))
# Sort the Series.
# For pandas>=1.0:
# x = x.sort_values(ignore_index=True)
x = x.sort_values().reset_index(drop=True)
# Assert equivalence of different methods.
assert(between_fast(x, 0, 1, True ).equals(between(x, 0, 1, True)))
assert(between_expr(x, 0, 1, True ).equals(between(x, 0, 1, True)))
assert(between_fast(x, 0, 1, False).equals(between(x, 0, 1, False)))
assert(between_expr(x, 0, 1, False).equals(between(x, 0, 1, False)))
# Benchmark repeated evaluations of between().
uppers = np.linspace(0, 3, n_reps)
lowers = -uppers
%timeit benchmark(between_fast, x, lowers, uppers)
%timeit benchmark(between, x, lowers, uppers)
%timeit benchmark(between_expr, x, lowers, uppers)
Instead of this
df = df[(99 <= df['closing_price'] <= 101)]
You should use this
df = df[(df['closing_price']>=99 ) & (df['closing_price']<=101)]
We have to use NumPy's bitwise Logic operators |, &, ~, ^ for compounding queries.
Also, the parentheses are important for operator precedence.
For more info, you can visit the link
:Comparisons, Masks, and Boolean Logic
If you're dealing with multiple values and multiple inputs you could also set up an apply function like this. In this case filtering a dataframe for GPS locations that fall withing certain ranges.
def filter_values(lat,lon):
if abs(lat - 33.77) < .01 and abs(lon - -118.16) < .01:
return True
elif abs(lat - 37.79) < .01 and abs(lon - -122.39) < .01:
return True
else:
return False
df = df[df.apply(lambda x: filter_values(x['lat'],x['lon']),axis=1)]
Related
I have a dataframe (df) as following
id date t_slot dayofweek label
1 2021-01-01 2 0 1
1 2021-01-02 3 1 0
2 2021-01-01 4 6 1
.......
The data frame is very large(6 million rows). the t_slot is from 1 to 6 value. dayofweek is from 0-6.
I want to get the rate:
- the each id's rate about the label is 1 rate when the t_slot is 1 to 4, and dayofweek is 0-4 in the past 3 months before the date in each row.
- the each id's rate about the label is 1 rate when the t_slot is 1 to 4, and dayofweek is 0-4 in the past 3 months before the date in each row.
- the each id's rate about the label is 1 rate when the t_slot is 5 to 6, and dayofweek is 5-6 in the past 3 months before the date in each row.
- the each id's rate about the label is 1 rate when the t_slot is 5 to 6, and dayofweek is 5-6 in the past 3 months before the date in each row.
I have used loop to compute the rate, but it is very slow, do you have fast way to compute it. My code is copied as following:
def get_time_slot_rate(df):
import numpy as np
if len(df)==0:
return np.nan, np.nan, np.nan, np.nan
else:
work = df.loc[df['dayofweek']<5]
weekend = df.loc[df['dayofweek']>=5]
if len(work)==0:
work_14, work_56 = np.nan, np.nan
else:
work_14 = len(work.loc[(work['time_slot']<5)*(work['label']==1)])/len(work)
work_56 = len(work.loc[(work['time_slot']>5)*(work['label']==1)])/len(work)
if len(weekend)==0:
weekend_14, weekend_56 = np.nan, np.nan
else:
weekend_14 = len(weekend.loc[(weekend['time_slot']<5)*(weekend['label']==1)])/len(weekend)
weekend_56 = len(weekend.loc[(weekend['time_slot']>5)*(weekend['label']==1)])/len(weekend)
return work_14, work_56, weekend_14, weekend_56
import datetime as d_t
lst_id = list(df['id'])
lst_date = list(df['date'])
lst_t14_work = []
lst_t56_work = []
lst_t14_weekend = []
lst_t56_weekend = []
for i in range(len(lst_id)):
if i%100==0:
print(i)
d_date = lst_date[i]
dt = d_t.datetime.strptime(d_date, '%Y-%m-%d')
month_step = relativedelta(months=3)
pre_date = str(dt - month_step).split(' ')[0]
df_s = df.loc[(df['easy_id']==lst_easy[i])
& ((df['delivery_date']>=pre_date)
&(df['delivery_date']< d_date))].reset_index(drop=True)
work_14_rate, work_56_rate, weekend_14_rate, weekend_56_rate = get_time_slot_rate(df_s)
lst_t14_work.append(work_14_rate)
lst_t56_work.append(work_56_rate)
lst_t14_weekend.append(weekend_14_rate)
lst_t56_weekend.append(weekend_56_rate)
I could only fix your function and it's completely untested, but here we go:
Import only once by putting the imports at the top of your .py.
try/except blocks are more efficient than if/else statements.
True and False equals to 1 and 0 respectively in Python.
Don't multiply boolean selectors and use the reverse operator ~
Create the least amount of copies.
import numpy as np
def get_time_slot_rate(df):
# much faster than counting
if df.empty:
return np.nan, np.nan, np.nan, np.nan
# assuming df['label'] is either 0 or 1
df = df.loc[df['label']]
# create boolean selectors to be inverted with '~'
weekdays = df['dayofweek']<=5
slot_selector = df['time_slot']<=5
weekday_count = np.sum(weekdays)
try:
work_14 = len(df.loc[weekdays & slot_selector])/weekday_count
work_56 = len(df.loc[weekdays & ~slot_selector])/weekday_count
except ZeroDivisionError:
work_14 = work_56 = np.nan
weekend_count = np.sum(~weekdays)
try:
weekend_14 = len(df.loc[~weekdays & slot_selector])/weekend_count
weekend_56 = len(df.loc[~weekdays & ~slot_selector])/weekend_count
except ZeroDivisionError:
weekend_14 = weekend_56 = np.nan
return work_14, work_56, weekend_14, weekend_56
The rest of your script doesn't really make sense, see my comments:
for i in range(len(lst_id)):
if i%100==0:
print(i)
d_date = date[i]
# what is d_t ?
dt = d_t.datetime.strptime(d_date, '%Y-%m-%d')
month_step = relativedelta(months=3)
pre_date = str(dt - month_step).split(' ')[0]
df_s = df.loc[(df['easy_id']==lst_easy[i])
& (df['delivery_date']>=pre_date)
&(df['delivery_date']< d_date)].reset_index(drop=True)
# is it df or df_s ?
work_14_rate, work_56_rate, weekend_14_rate, weekend_56_rate = get_time_slot_rate(df)
If your date column is a datetime object than you can compare dates directly (no need for strings).
I'm trying to get a subset of my data whenever there is consecutive occurrence of an two events in that order. The event is time-stamped. So every time there are continuous 2's and then continuous 3's, I want to subset that to a dataframe and append it to a dictionary. The following code does that but I have to apply this to a very large dataframe of more than 20 mil obs. This is extremely slow using iterrows. How can I make this fast?
df = pd.DataFrame({'Date': [101,102,103,104,105,106,107,108,109,110,111,112,113,114,115,116,117,118,119,120,121,122],
'Event': [1,1,2,2,2,3,3,1,3,2,2,3,1,2,3,2,3,2,2,3,3,3]})
dfb = pd.DataFrame(columns = df.columns)
C = {}
f1 = 0
for index, row in df.iterrows():
if ((row['Event'] == 2) & (3 not in dfb['Event'].values)):
dfb = dfb.append(row)
f1 =1
elif ((row['Event'] == 3) & (f1 == 1)):
dfb = dfb.append(row)
elif 3 in dfb['Event'].values:
f1 = 0
C[str(dfb.iloc[0,0])] = dfb
del dfb
dfb = pd.DataFrame(columns = df.columns)
if row['Event'] == 2:
dfb = dfb.append(row)
f1 =1
else:
f1=0
del dfb
dfb = pd.DataFrame(columns = df.columns)
Edit: The desired output is basically a dictionary of the subsets shown in the imagehttps://i.stack.imgur.com/ClWZs.png
If you want to accerlate, you should vectorize your code. You could try it like this (df is the same with your code):
vec = df.copy()
vec['Event_y'] = vec['Event'].shift(1).fillna(0).astype(int)
vec['Same_Flag'] = float('nan')
vec.Same_Flag.loc[(vec['Event_y'] == vec['Event']) & (vec['Event'] != 1)] = 1
vec.dropna(inplace=True)
vec.loc[:, ('Date', 'Event')]
Output is:
Date Event
3 104 2
4 105 2
6 107 3
10 111 2
18 119 2
20 121 3
21 122 3
I think that's close to what you need. You could improve based on that.
I'm not understand why date 104, 105, 107 are not counted.
I have a function I'm jitting with #jit(nopython=True).
Inside it has a loop that does a bunch of stuff, calculates a correlation and then assigns that to a preallocated output array. Both the target array and the correlation have the same type (np.float32), but for some reason the assignment makes the function take 100X as long.
To make things even more strange, if i instead assign a meaningless float np.float32(i*1.01) instead of my correlation value, the function runs at an appropriate speed.
Given that everything is the same type, they should both run at the same speed no?
corrs = np.zeros(a.shape[0], dtype=np.float32)
for i in range(lb, a.shape[0]):
#a bunch of calculations happens here
correl = np.float32(covar/(a_std*b_std))
testval = np.float32(i*1.01)
#doing this makes the function take FOREVER
#corrs[i] = correl
#but doing this runs very quickly, even though it is also a np.float32
#corrs[i] = testval
here is a runable example. I added an argument called "assign" that if true will assign what I want to assign, and if false will assign my useless test value.
#jit(nopython=True)
def hist_corr_loop(a, b, lb = 1000, assign=True):
flb = np.float32(lb)
a_mu, b_mu = a[0], b[0]
for i in range(1, lb):
a_mu+=a[i]
b_mu+=b[i]
a_mu = a_mu/flb
b_mu = b_mu/flb
a_var, b_var = np.float32(0.0), np.float32(0.0)
for i in range(lb):
a_var += np.square(a[i] - a_mu)
b_var += np.square(b[i] - b_mu)
a_var = a_var/flb
b_var = b_var/flb
corrs = np.zeros(a.shape[0], dtype=np.float32)
for i in range(lb, a.shape[0]):
#calculate new means and stdevs
_a_mu = a_mu
_b_mu = b_mu
a_mu = _a_mu + (a[i] - a[i-lb])/flb
b_mu = _b_mu + (b[i] - b[i-lb])/flb
a_var += (a[i] - a[i-lb])*(a[i] - a_mu + a[i-lb] - _a_mu)/flb
b_var += (b[i] - b[i-lb])*(b[i] - b_mu + b[i-lb] - _b_mu)/flb
a_std = np.sqrt(a_var)#**0.5
b_std = np.sqrt(b_var)#**0.5
covar = np.float32(0.0)
for j in range(i-lb+1,i+1):
covar += (a[j] - a_mu)*(b[j] - b_mu)
covar = covar/flb
correl = np.float32(covar/(a_std*b_std))
testval = np.float32(i*1.01)
if assign:
corrs[i] = correl
else:
corrs[i] = testval
return corrs
to run:
n = 10000000
a = np.random.random(n)
b = np.random.random(n)
%timeit hist_corr_loop(a,b,1000, True)
%timeit hist_corr_loop(a,b, 1000, False)
I get
%timeit hist_corr_loop(a,b,1000, True)
10.5 s ± 52.3 ms per loop (mean ± std. dev. of 7 runs, 1 loop each)
%timeit hist_corr_loop(a,b, 1000, False)
220 ms ± 1.05 ms per loop (mean ± std. dev. of 7 runs, 1 loop each)
10 seconds vs 220 ms.
I would like to find a pattern in a dataframe in a categorical variable going down rows. I can see how to use Series.shift() to look up / down and using boolean logic to find the pattern, however, I want to do this with a grouping variable and also label all rows that are part of the pattern, not just the starting row.
Code:
import pandas as pd
from numpy.random import choice, randn
import string
# df constructor
n_rows = 1000
df = pd.DataFrame({'date_time': pd.date_range('2/9/2018', periods=n_rows, freq='H'),
'group_var': choice(list(string.ascii_uppercase), n_rows),
'row_pat': choice([0, 1, 2, 3], n_rows),
'values': randn(n_rows)})
# sorting
df.sort_values(by=['group_var', 'date_time'], inplace=True)
df.head(10)
Which returns this:
I can find the start of the pattern (with no grouping though) by this:
# the row ordinal pattern to detect
p0, p1, p2, p3 = 1, 2, 2, 0
# flag the row at the start of the pattern
df['pat_flag'] = \
df['row_pat'].eq(p0) & \
df['row_pat'].shift(-1).eq(p1) & \
df['row_pat'].shift(-2).eq(p2) & \
df['row_pat'].shift(-3).eq(p3)
df.head(10)
What i cant figure out, is how to do this only withing the "group_var", and instead of returning True for the start of the pattern, return true for all rows that are part of the pattern.
Appreciate any tips on how to solve this!
Thanks...
I think you have 2 ways - simplier and slowier solution or faster complicated.
use Rolling.apply and test pattern
replace 0s to NaNs by mask
use bfill with limit (same as fillna with method='bfill') for repeat 1
then fillna NaNs to 0
last cast to bool by astype
pat = np.asarray([1, 2, 2, 0])
N = len(pat)
df['rm0'] = (df['row_pat'].rolling(window=N , min_periods=N)
.apply(lambda x: (x==pat).all())
.mask(lambda x: x == 0)
.bfill(limit=N-1)
.fillna(0)
.astype(bool)
)
If is important performance, use strides, solution from link was modify:
use rolling window approach
compare with pattaern and return Trues for match by all
get indices of first occurencies by np.mgrid and indexing
create all indices with list comprehension
compare by numpy.in1d and create new column
def rolling_window(a, window):
shape = a.shape[:-1] + (a.shape[-1] - window + 1, window)
strides = a.strides + (a.strides[-1],)
c = np.lib.stride_tricks.as_strided(a, shape=shape, strides=strides)
return c
arr = df['row_pat'].values
b = np.all(rolling_window(arr, N) == pat, axis=1)
c = np.mgrid[0:len(b)][b]
d = [i for x in c for i in range(x, x+N)]
df['rm2'] = np.in1d(np.arange(len(arr)), d)
Another solution, thanks #divakar:
arr = df['row_pat'].values
b = np.all(rolling_window(arr, N) == pat, axis=1)
m = (rolling_window(arr, len(pat)) == pat).all(1)
m_ext = np.r_[m,np.zeros(len(arr) - len(m), dtype=bool)]
df['rm1'] = binary_dilation(m_ext, structure=[1]*N, origin=-(N//2))
Timings:
np.random.seed(456)
import pandas as pd
from numpy.random import choice, randn
from scipy.ndimage.morphology import binary_dilation
import string
# df constructor
n_rows = 100000
df = pd.DataFrame({'date_time': pd.date_range('2/9/2018', periods=n_rows, freq='H'),
'group_var': choice(list(string.ascii_uppercase), n_rows),
'row_pat': choice([0, 1, 2, 3], n_rows),
'values': randn(n_rows)})
# sorting
df.sort_values(by=['group_var', 'date_time'], inplace=True)
def rolling_window(a, window):
shape = a.shape[:-1] + (a.shape[-1] - window + 1, window)
strides = a.strides + (a.strides[-1],)
c = np.lib.stride_tricks.as_strided(a, shape=shape, strides=strides)
return c
arr = df['row_pat'].values
b = np.all(rolling_window(arr, N) == pat, axis=1)
m = (rolling_window(arr, len(pat)) == pat).all(1)
m_ext = np.r_[m,np.zeros(len(arr) - len(m), dtype=bool)]
df['rm1'] = binary_dilation(m_ext, structure=[1]*N, origin=-(N//2))
arr = df['row_pat'].values
b = np.all(rolling_window(arr, N) == pat, axis=1)
c = np.mgrid[0:len(b)][b]
d = [i for x in c for i in range(x, x+N)]
df['rm2'] = np.in1d(np.arange(len(arr)), d)
print (df.iloc[460:480])
date_time group_var row_pat values rm0 rm1 rm2
12045 2019-06-25 21:00:00 A 3 -0.081152 False False False
12094 2019-06-27 22:00:00 A 1 -0.818167 False False False
12125 2019-06-29 05:00:00 A 0 -0.051088 False False False
12143 2019-06-29 23:00:00 A 0 -0.937589 False False False
12145 2019-06-30 01:00:00 A 3 0.298460 False False False
12158 2019-06-30 14:00:00 A 1 0.647161 False False False
12164 2019-06-30 20:00:00 A 3 -0.735538 False False False
12210 2019-07-02 18:00:00 A 1 -0.881740 False False False
12341 2019-07-08 05:00:00 A 3 0.525652 False False False
12343 2019-07-08 07:00:00 A 1 0.311598 False False False
12358 2019-07-08 22:00:00 A 1 -0.710150 True True True
12360 2019-07-09 00:00:00 A 2 -0.752216 True True True
12400 2019-07-10 16:00:00 A 2 -0.205122 True True True
12404 2019-07-10 20:00:00 A 0 1.342591 True True True
12413 2019-07-11 05:00:00 A 1 1.707748 False False False
12506 2019-07-15 02:00:00 A 2 0.319227 False False False
12527 2019-07-15 23:00:00 A 3 2.130917 False False False
12600 2019-07-19 00:00:00 A 1 -1.314070 False False False
12604 2019-07-19 04:00:00 A 0 0.869059 False False False
12613 2019-07-19 13:00:00 A 2 1.342101 False False False
In [225]: %%timeit
...: df['rm0'] = (df['row_pat'].rolling(window=N , min_periods=N)
...: .apply(lambda x: (x==pat).all())
...: .mask(lambda x: x == 0)
...: .bfill(limit=N-1)
...: .fillna(0)
...: .astype(bool)
...: )
...:
1 loop, best of 3: 356 ms per loop
In [226]: %%timeit
...: arr = df['row_pat'].values
...: b = np.all(rolling_window(arr, N) == pat, axis=1)
...: c = np.mgrid[0:len(b)][b]
...: d = [i for x in c for i in range(x, x+N)]
...: df['rm2'] = np.in1d(np.arange(len(arr)), d)
...:
100 loops, best of 3: 7.63 ms per loop
In [227]: %%timeit
...: arr = df['row_pat'].values
...: b = np.all(rolling_window(arr, N) == pat, axis=1)
...:
...: m = (rolling_window(arr, len(pat)) == pat).all(1)
...: m_ext = np.r_[m,np.zeros(len(arr) - len(m), dtype=bool)]
...: df['rm1'] = binary_dilation(m_ext, structure=[1]*N, origin=-(N//2))
...:
100 loops, best of 3: 7.25 ms per loop
You could make use of the pd.rolling() methods and then simply compare the arrays that it returns with the array that contains the pattern that you are attempting to match on.
pattern = np.asarray([1.0, 2.0, 2.0, 0.0])
n_obs = len(pattern)
df['rolling_match'] = (df['row_pat']
.rolling(window=n_obs , min_periods=n_obs)
.apply(lambda x: (x==pattern).all())
.astype(bool) # All as bools
.shift(-1 * (n_obs - 1)) # Shift back
.fillna(False) # convert NaNs to False
)
It is important to specify the min periods here in order to ensure that you only find exact matches (and so the equality check won't fail when the shapes are misaligned). The apply function is doing a pairwise check between the two arrays, and then we use the .all() to ensure all match. We convert to a bool, and then call shift on the function to move it to being a 'forward looking' indicator instead of only occurring after the fact.
Help on the rolling functionality available here -
https://pandas.pydata.org/pandas-docs/stable/generated/pandas.DataFrame.rolling.html
This works.
It works like this:
a) For every group, it takes a window of size 4 and scans through the column until it finds the combination (1,2,2,0) in exact sequence. As soon as it finds the sequence, it populates the corresponding index values of new column 'pat_flag' with 1.
b) If it doesn't find the combination, it populates the column with 0.
pattern = [1,2,2,0]
def get_pattern(df):
df = df.reset_index(drop=True)
df['pat_flag'] = 0
get_indexes = []
temp = []
for index, row in df.iterrows():
mindex = index +1
# get the next 4 values
for j in range(mindex, mindex+4):
if j == df.shape[0]:
break
else:
get_indexes.append(j)
temp.append(df.loc[j,'row_pat'])
# check if sequence is matched
if temp == pattern:
df.loc[get_indexes,'pat_flag'] = 1
else:
# reset if the pattern is not found in given window
temp = []
get_indexes = []
return df
# apply function to the groups
df = df.groupby('group_var').apply(get_pattern)
## snippet of output
date_time group_var row_pat values pat_flag
41 2018-03-13 21:00:00 C 3 0.731114 0
42 2018-03-14 05:00:00 C 0 1.350164 0
43 2018-03-14 11:00:00 C 1 -0.429754 1
44 2018-03-14 12:00:00 C 2 1.238879 1
45 2018-03-15 17:00:00 C 2 -0.739192 1
46 2018-03-18 06:00:00 C 0 0.806509 1
47 2018-03-20 06:00:00 C 1 0.065105 0
48 2018-03-20 08:00:00 C 1 0.004336 0
Expanding on Emmet02's answer: using the rolling function for all groups and setting match-column to 1 for all matching pattern indices:
pattern = np.asarray([1,2,2,0])
# Create a match column in the main dataframe
df.assign(match=False, inplace=True)
for group_var, group in df.groupby("group_var"):
# Per group do rolling window matching, the last
# values of matching patterns in array 'match'
# will be True
match = (
group['row_pat']
.rolling(window=len(pattern), min_periods=len(pattern))
.apply(lambda x: (x==pattern).all())
)
# Get indices of matches in current group
idx = np.arange(len(group))[match == True]
# Include all indices of matching pattern,
# counting back from last index in pattern
idx = idx.repeat(len(pattern)) - np.tile(np.arange(len(pattern)), len(idx))
# Update matches
match.values[idx] = True
df.loc[group.index, 'match'] = match
df[df.match==True]
edit: Without a for loop
# Do rolling matching in group clause
match = (
df.groupby("group_var")
.rolling(len(pattern))
.row_pat.apply(lambda x: (x==pattern).all())
)
# Convert NaNs
match = (~match.isnull() & match)
# Get indices of matches in current group
idx = np.arange(len(df))[match]
# Include all indices of matching pattern
idx = idx.repeat(len(pattern)) - np.tile(np.arange(len(pattern)), len(idx))
# Mark all indices that are selected by "idx" in match-column
df = df.assign(match=df.index.isin(df.index[idx]))
You can do this by defining a custom aggregate function, then using it in group_by statement, finally merge it back to the original dataframe. Something like this:
Aggregate function:
def pattern_detect(column):
# define any other pattern to detect here
p0, p1, p2, p3 = 1, 2, 2, 0
column.eq(p0) & \
column.shift(-1).eq(p1) & \
column.shift(-2).eq(p2) & \
column.shift(-3).eq(p3)
return column.any()
Use group by function next:
grp = df.group_by('group_var').agg([patter_detect])['row_pat']
Now merge it back to the original dataframe:
df = df.merge(grp, left_on='group_var',right_index=True, how='left')
I have two arrays A (4000,4000) of which only the diagonal is filled with data, and B (4000,5), filled with data. Is there a way to multiply (dot) these arrays that is faster than the numpy.dot(a,b) function?
So far I found that (A * B.T).T should be faster (where A is one dimensional (4000,), filled with the diagonal elements), but it turned out to be roughly twice as slow.
is there a faster way to calculate B.dot(A) in the case where A is a diagnal array?
You could simply extract the diagonal elements and then perform broadcasted elementwise multiplication.
Thus, a replacement for B*A would be -
np.multiply(np.diag(B)[:,None], A)
and for A.T*B -
np.multiply(A.T,np.diag(B))
Runtime test -
In [273]: # Setup
...: M,N = 4000,5
...: A = np.random.randint(0,9,(M,N)).astype(float)
...: B = np.zeros((M,M),dtype=float)
...: np.fill_diagonal(B, np.random.randint(11,99,(M)))
...: A = np.matrix(A)
...: B = np.matrix(B)
...:
In [274]: np.allclose(B*A, np.multiply(np.diag(B)[:,None], A))
Out[274]: True
In [275]: %timeit B*A
10 loops, best of 3: 32.1 ms per loop
In [276]: %timeit np.multiply(np.diag(B)[:,None], A)
10000 loops, best of 3: 33 µs per loop
In [282]: np.allclose(A.T*B, np.multiply(A.T,np.diag(B)))
Out[282]: True
In [283]: %timeit A.T*B
10 loops, best of 3: 24.1 ms per loop
In [284]: %timeit np.multiply(A.T,np.diag(B))
10000 loops, best of 3: 36.2 µs per loop
Appears that my initial claim of (A * B.T).T being slower is incorrect.
from timeit import default_timer as timer
import numpy as np
##### Case 1
a = np.zeros((4000,4000))
np.fill_diagonal(a, 10)
b = np.ones((4000,5))
dot_list = []
def time_dot(a,b):
start = timer()
c = np.dot(a,b)
end = timer()
return end - start
for i in range(100):
dot_list.append(time_dot(a,b))
print np.mean(np.asarray(dot_list))
##### Case 2
a = np.ones((4000,))
a = a * 10
b = np.ones((4000,5))
shortcut_list = []
def time_quicker(a,b):
start = timer()
c = (a*b.T).T
end = timer()
return end - start
for i in range(100):
shortcut_list.append(time_quicker(a,b))
print np.mean(np.asarray(shortcut_list))
##### Case 3
a = np.zeros((4000,4000)) #diagonal matrix
np.fill_diagonal(a, 10)
b = np.ones((4000,5))
case3_list = []
def function(a,b):
start = timer()
np.multiply(b.T,np.diag(a))
end = timer()
return end - start
for i in range(100):
case3_list.append(function(a,b))
print np.mean(np.asarray(case3_list))
results in :
0.119120892431
0.00010633951868
0.00214490709662
so the second method is fastest