- 一个 Python 的数据分析库
- 关于 Pandas
- 获取 Pandas
- v0.25.0 版本特性(2019年7月18日)
- 安装
- 快速入门
- Pandas 用户指南目录
- IO工具(文本,CSV,HDF5,…)
- 索引和数据选择器
- 多层级索引和高级索引
- Merge, join, and concatenate
- Reshaping and pivot tables
- Pandas 处理文本字符串
- Working with missing data
- Categorical data
- Nullable 整型数据类型
- Visualization
- Computational tools
- Group By: split-apply-combine
- 时间序列与日期用法
- 时间差
- Styling
- Options and settings
- Enhancing performance
- Sparse data structures
- Frequently Asked Questions (FAQ)
- 烹饪指南
- Pandas 生态圈
- API 参考手册
- 开发者文档
- 发布日志
Sparse data structures
Note
SparseSeries
and SparseDataFrame
have been deprecated. Their purpose is served equally well by a Series
open in new window or DataFrame
open in new window with sparse values. See Migrating for tips on migrating.
Pandas provides data structures for efficiently storing sparse data. These are not necessarily sparse in the typical “mostly 0”. Rather, you can view these objects as being “compressed” where any data matching a specific value (NaN
/ missing value, though any value can be chosen, including 0) is omitted. The compressed values are not actually stored in the array.
In [1]: arr = np.random.randn(10)
In [2]: arr[2:-2] = np.nan
In [3]: ts = pd.Series(pd.SparseArray(arr))
In [4]: ts
Out[4]:
0 0.469112
1 -0.282863
2 NaN
3 NaN
4 NaN
5 NaN
6 NaN
7 NaN
8 -0.861849
9 -2.104569
dtype: Sparse[float64, nan]
Notice the dtype, Sparse[float64, nan]
. The nan
means that elements in the array that are nan
aren’t actually stored, only the non-nan
elements are. Those non-nan
elements have a float64
dtype.
The sparse objects exist for memory efficiency reasons. Suppose you had a large, mostly NA DataFrame
:
In [5]: df = pd.DataFrame(np.random.randn(10000, 4))
In [6]: df.iloc[:9998] = np.nan
In [7]: sdf = df.astype(pd.SparseDtype("float", np.nan))
In [8]: sdf.head()
Out[8]:
0 1 2 3
0 NaN NaN NaN NaN
1 NaN NaN NaN NaN
2 NaN NaN NaN NaN
3 NaN NaN NaN NaN
4 NaN NaN NaN NaN
In [9]: sdf.dtypes
Out[9]:
0 Sparse[float64, nan]
1 Sparse[float64, nan]
2 Sparse[float64, nan]
3 Sparse[float64, nan]
dtype: object
In [10]: sdf.sparse.density
Out[10]: 0.0002
As you can see, the density (% of values that have not been “compressed”) is extremely low. This sparse object takes up much less memory on disk (pickled) and in the Python interpreter.
In [11]: 'dense : {:0.2f} bytes'.format(df.memory_usage().sum() / 1e3)
Out[11]: 'dense : 320.13 bytes'
In [12]: 'sparse: {:0.2f} bytes'.format(sdf.memory_usage().sum() / 1e3)
Out[12]: 'sparse: 0.22 bytes'
Functionally, their behavior should be nearly identical to their dense counterparts.
SparseArray
SparseArray
open in new window is a ExtensionArray
open in new window for storing an array of sparse values (see dtypesopen in new window for more on extension arrays). It is a 1-dimensional ndarray-like object storing only values distinct from the fill_value
:
In [13]: arr = np.random.randn(10)
In [14]: arr[2:5] = np.nan
In [15]: arr[7:8] = np.nan
In [16]: sparr = pd.SparseArray(arr)
In [17]: sparr
Out[17]:
[-1.9556635297215477, -1.6588664275960427, nan, nan, nan, 1.1589328886422277, 0.14529711373305043, nan, 0.6060271905134522, 1.3342113401317768]
Fill: nan
IntIndex
Indices: array([0, 1, 5, 6, 8, 9], dtype=int32)
A sparse array can be converted to a regular (dense) ndarray with numpy.asarray()
In [18]: np.asarray(sparr)
Out[18]:
array([-1.9557, -1.6589, nan, nan, nan, 1.1589, 0.1453,
nan, 0.606 , 1.3342])
SparseDtype
The SparseArray.dtype
property stores two pieces of information
- The dtype of the non-sparse values
- The scalar fill value
In [19]: sparr.dtype
Out[19]: Sparse[float64, nan]
A SparseDtype
open in new window may be constructed by passing each of these
In [20]: pd.SparseDtype(np.dtype('datetime64[ns]'))
Out[20]: Sparse[datetime64[ns], NaT]
The default fill value for a given NumPy dtype is the “missing” value for that dtype, though it may be overridden.
In [21]: pd.SparseDtype(np.dtype('datetime64[ns]'),
....: fill_value=pd.Timestamp('2017-01-01'))
....:
Out[21]: Sparse[datetime64[ns], 2017-01-01 00:00:00]
Finally, the string alias 'Sparse[dtype]'
may be used to specify a sparse dtype in many places
In [22]: pd.array([1, 0, 0, 2], dtype='Sparse[int]')
Out[22]:
[1, 0, 0, 2]
Fill: 0
IntIndex
Indices: array([0, 3], dtype=int32)
Sparse accessor
New in version 0.24.0.
Pandas provides a .sparse
accessor, similar to .str
for string data, .cat
for categorical data, and .dt
for datetime-like data. This namespace provides attributes and methods that are specific to sparse data.
In [23]: s = pd.Series([0, 0, 1, 2], dtype="Sparse[int]")
In [24]: s.sparse.density
Out[24]: 0.5
In [25]: s.sparse.fill_value
Out[25]: 0
This accessor is available only on data with SparseDtype
, and on the Series
open in new window class itself for creating a Series with sparse data from a scipy COO matrix with.
New in version 0.25.0.
A .sparse
accessor has been added for DataFrame
open in new window as well. See Sparse accessoropen in new window for more.
Sparse calculation
You can apply NumPy ufuncsopen in new window to SparseArray
and get a SparseArray
as a result.
In [26]: arr = pd.SparseArray([1., np.nan, np.nan, -2., np.nan])
In [27]: np.abs(arr)
Out[27]:
[1.0, nan, nan, 2.0, nan]
Fill: nan
IntIndex
Indices: array([0, 3], dtype=int32)
The ufunc is also applied to fill_value
. This is needed to get the correct dense result.
In [28]: arr = pd.SparseArray([1., -1, -1, -2., -1], fill_value=-1)
In [29]: np.abs(arr)
Out[29]:
[1.0, 1, 1, 2.0, 1]
Fill: 1
IntIndex
Indices: array([0, 3], dtype=int32)
In [30]: np.abs(arr).to_dense()
Out[30]: array([1., 1., 1., 2., 1.])
Migrating
In older versions of pandas, the SparseSeries
and SparseDataFrame
classes (documented below) were the preferred way to work with sparse data. With the advent of extension arrays, these subclasses are no longer needed. Their purpose is better served by using a regular Series or DataFrame with sparse values instead.
Note
There’s no performance or memory penalty to using a Series or DataFrame with sparse values, rather than a SparseSeries or SparseDataFrame.
This section provides some guidance on migrating your code to the new style. As a reminder, you can use the python warnings module to control warnings. But we recommend modifying your code, rather than ignoring the warning.
Construction
From an array-like, use the regular Series
open in new window or DataFrame
open in new window constructors with SparseArray
open in new window values.
# Previous way
>>> pd.SparseDataFrame({"A": [0, 1]})
# New way
In [31]: pd.DataFrame({"A": pd.SparseArray([0, 1])})
Out[31]:
A
0 0
1 1
From a SciPy sparse matrix, use DataFrame.sparse.from_spmatrix()
open in new window,
# Previous way
>>> from scipy import sparse
>>> mat = sparse.eye(3)
>>> df = pd.SparseDataFrame(mat, columns=['A', 'B', 'C'])
# New way
In [32]: from scipy import sparse
In [33]: mat = sparse.eye(3)
In [34]: df = pd.DataFrame.sparse.from_spmatrix(mat, columns=['A', 'B', 'C'])
In [35]: df.dtypes
Out[35]:
A Sparse[float64, 0.0]
B Sparse[float64, 0.0]
C Sparse[float64, 0.0]
dtype: object
Conversion
From sparse to dense, use the .sparse
accessors
In [36]: df.sparse.to_dense()
Out[36]:
A B C
0 1.0 0.0 0.0
1 0.0 1.0 0.0
2 0.0 0.0 1.0
In [37]: df.sparse.to_coo()
Out[37]:
<3x3 sparse matrix of type '<class 'numpy.float64'>'
with 3 stored elements in COOrdinate format>
From dense to sparse, use DataFrame.astype()
open in new window with a SparseDtype
open in new window.
In [38]: dense = pd.DataFrame({"A": [1, 0, 0, 1]})
In [39]: dtype = pd.SparseDtype(int, fill_value=0)
In [40]: dense.astype(dtype)
Out[40]:
A
0 1
1 0
2 0
3 1
Sparse Properties
Sparse-specific properties, like density
, are available on the .sparse
accessor.
In [41]: df.sparse.density
Out[41]: 0.3333333333333333
General differences
In a SparseDataFrame
, all columns were sparse. A DataFrame
open in new window can have a mixture of sparse and dense columns. As a consequence, assigning new columns to a DataFrame
with sparse values will not automatically convert the input to be sparse.
# Previous Way
>>> df = pd.SparseDataFrame({"A": [0, 1]})
>>> df['B'] = [0, 0] # implicitly becomes Sparse
>>> df['B'].dtype
Sparse[int64, nan]
Instead, you’ll need to ensure that the values being assigned are sparse
In [42]: df = pd.DataFrame({"A": pd.SparseArray([0, 1])})
In [43]: df['B'] = [0, 0] # remains dense
In [44]: df['B'].dtype
Out[44]: dtype('int64')
In [45]: df['B'] = pd.SparseArray([0, 0])
In [46]: df['B'].dtype
Out[46]: Sparse[int64, 0]
The SparseDataFrame.default_kind
and SparseDataFrame.default_fill_value
attributes have no replacement.
Interaction with scipy.sparse
Use DataFrame.sparse.from_spmatrix()
open in new window to create a DataFrame
with sparse values from a sparse matrix.
New in version 0.25.0.
In [47]: from scipy.sparse import csr_matrix
In [48]: arr = np.random.random(size=(1000, 5))
In [49]: arr[arr < .9] = 0
In [50]: sp_arr = csr_matrix(arr)
In [51]: sp_arr
Out[51]:
<1000x5 sparse matrix of type '<class 'numpy.float64'>'
with 517 stored elements in Compressed Sparse Row format>
In [52]: sdf = pd.DataFrame.sparse.from_spmatrix(sp_arr)
In [53]: sdf.head()
Out[53]:
0 1 2 3 4
0 0.956380 0.0 0.0 0.000000 0.0
1 0.000000 0.0 0.0 0.000000 0.0
2 0.000000 0.0 0.0 0.000000 0.0
3 0.000000 0.0 0.0 0.000000 0.0
4 0.999552 0.0 0.0 0.956153 0.0
In [54]: sdf.dtypes
Out[54]:
0 Sparse[float64, 0.0]
1 Sparse[float64, 0.0]
2 Sparse[float64, 0.0]
3 Sparse[float64, 0.0]
4 Sparse[float64, 0.0]
dtype: object
All sparse formats are supported, but matrices that are not in COOrdinate
open in new window format will be converted, copying data as needed. To convert back to sparse SciPy matrix in COO format, you can use the DataFrame.sparse.to_coo()
open in new window method:
In [55]: sdf.sparse.to_coo()
Out[55]:
<1000x5 sparse matrix of type '<class 'numpy.float64'>'
with 517 stored elements in COOrdinate format>
meth:Series.sparse.to_coo is implemented for transforming a Series
with sparse values indexed by a MultiIndex
open in new window to a scipy.sparse.coo_matrix
open in new window.
The method requires a MultiIndex
with two or more levels.
In [56]: s = pd.Series([3.0, np.nan, 1.0, 3.0, np.nan, np.nan])
In [57]: s.index = pd.MultiIndex.from_tuples([(1, 2, 'a', 0),
....: (1, 2, 'a', 1),
....: (1, 1, 'b', 0),
....: (1, 1, 'b', 1),
....: (2, 1, 'b', 0),
....: (2, 1, 'b', 1)],
....: names=['A', 'B', 'C', 'D'])
....:
In [58]: s
Out[58]:
A B C D
1 2 a 0 3.0
1 NaN
1 b 0 1.0
1 3.0
2 1 b 0 NaN
1 NaN
dtype: float64
In [59]: ss = s.astype('Sparse')
In [60]: ss
Out[60]:
A B C D
1 2 a 0 3.0
1 NaN
1 b 0 1.0
1 3.0
2 1 b 0 NaN
1 NaN
dtype: Sparse[float64, nan]
In the example below, we transform the Series
to a sparse representation of a 2-d array by specifying that the first and second MultiIndex
levels define labels for the rows and the third and fourth levels define labels for the columns. We also specify that the column and row labels should be sorted in the final sparse representation.
In [61]: A, rows, columns = ss.sparse.to_coo(row_levels=['A', 'B'],
....: column_levels=['C', 'D'],
....: sort_labels=True)
....:
In [62]: A
Out[62]:
<3x4 sparse matrix of type '<class 'numpy.float64'>'
with 3 stored elements in COOrdinate format>
In [63]: A.todense()
Out[63]:
matrix([[0., 0., 1., 3.],
[3., 0., 0., 0.],
[0., 0., 0., 0.]])
In [64]: rows
Out[64]: [(1, 1), (1, 2), (2, 1)]
In [65]: columns
Out[65]: [('a', 0), ('a', 1), ('b', 0), ('b', 1)]
Specifying different row and column labels (and not sorting them) yields a different sparse matrix:
In [66]: A, rows, columns = ss.sparse.to_coo(row_levels=['A', 'B', 'C'],
....: column_levels=['D'],
....: sort_labels=False)
....:
In [67]: A
Out[67]:
<3x2 sparse matrix of type '<class 'numpy.float64'>'
with 3 stored elements in COOrdinate format>
In [68]: A.todense()
Out[68]:
matrix([[3., 0.],
[1., 3.],
[0., 0.]])
In [69]: rows
Out[69]: [(1, 2, 'a'), (1, 1, 'b'), (2, 1, 'b')]
In [70]: columns
Out[70]: [0, 1]
A convenience method Series.sparse.from_coo()
open in new window is implemented for creating a Series
with sparse values from a scipy.sparse.coo_matrix
.
In [71]: from scipy import sparse
In [72]: A = sparse.coo_matrix(([3.0, 1.0, 2.0], ([1, 0, 0], [0, 2, 3])),
....: shape=(3, 4))
....:
In [73]: A
Out[73]:
<3x4 sparse matrix of type '<class 'numpy.float64'>'
with 3 stored elements in COOrdinate format>
In [74]: A.todense()
Out[74]:
matrix([[0., 0., 1., 2.],
[3., 0., 0., 0.],
[0., 0., 0., 0.]])
The default behaviour (with dense_index=False
) simply returns a Series
containing only the non-null entries.
In [75]: ss = pd.Series.sparse.from_coo(A)
In [76]: ss
Out[76]:
0 2 1.0
3 2.0
1 0 3.0
dtype: Sparse[float64, nan]
Specifying dense_index=True
will result in an index that is the Cartesian product of the row and columns coordinates of the matrix. Note that this will consume a significant amount of memory (relative to dense_index=False
) if the sparse matrix is large (and sparse) enough.
In [77]: ss_dense = pd.Series.sparse.from_coo(A, dense_index=True)
In [78]: ss_dense
Out[78]:
0 0 NaN
1 NaN
2 1.0
3 2.0
1 0 3.0
1 NaN
2 NaN
3 NaN
2 0 NaN
1 NaN
2 NaN
3 NaN
dtype: Sparse[float64, nan]
Sparse subclasses
The SparseSeries
and SparseDataFrame
classes are deprecated. Visit their API pages for usage.
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