Performance¶

Wes McKinney, the creator of pandas, is kind of obsessed with performance. From micro-optimizations for element access, to embedding a fast hashtable data structure inside pandas, we benefit from all his hard work.

One thing I'm not really going to touch on is storage formats. There's too many other factors that go into the decision of what format to use for me to spend much time talking exclusively about performance. Just know that pandas can talk to many formats, and the format that strikes the right balance between performance, portability, data-types, metadata handling, etc., is an ongoing topic of discussion.

Constructors¶

It's pretty common to have many similar souces (say a bunch of CSVs) that need to be combined into a single DataFrame. There are two routes to the same end

1. Initialze one DataFrame and append to that
2. Make many smaller DataFrames and concatenate at the end

For pandas, the second option is faster. DataFrame appends are expensive relative to a list append. Depending on the values, you may have to be recast data to a different type. And indexes are immutable, so each time you append pandas has to create an entirely new one.

In the last section we download a bunch of weather files, one per state, writing each to a separate CSV. One could imagine coming back later to read them in, using the following code.

The idiomatic python way

files = glob.glob('weather/*.csv')
columns = ['station', 'date', 'tmpf', 'relh', 'sped', 'mslp',
           'p01i', 'vsby', 'gust_mph', 'skyc1', 'skyc2', 'skyc3']

# init empty DataFrame, like you might for a list
weather = pd.DataFrame(columns=columns)

for fp in files:
    city = pd.read_csv(fp, columns=columns)
    weather.append(df)

This is pretty standard code, quite similar to building up a list of tuples, say. The only nitpick is that you'd probably use a list-comprehension if you were just making a list. But we don't have special syntax for DataFrame-comprehensions (if only), so you'd fall back to the "intitilize empty container, append to said container" pattern.

But, there's a better, pandorable, way

files = glob.glob('weather/*.csv')
weather_dfs = [pd.read_csv(fp, names=columns) for fp in files]
weather = pd.concat(weather_dfs)

Subjectively this is cleaner and more beautiful. There's fewer lines of code. You don't have this extreaneous detail of building an empty DataFrame. And objectively the pandorable way is faster, as we'll test next.

We'll define two functions for building an identical DataFrame. The first append_df, creates an empty dataframe and appends to it. The second, concat_df, creates many DataFrames, and concatenates them at the end. We also write a short decorator that runs the functions a handful of times and records the results.

Avoid object dtypes where possible¶

The pandas type system esentially NumPy's with a few extensions (categorical, datetime64, timedelta64). An advantage of a DataFrame over a 2-dimensional NumPy array is that the DataFrame can have columns of various types within a single table. That said, each column should have a specific dtype; you don't want to be mixing bools with ints with strings within a single column. For one thing, this is slow. It forces the column to be have an object dtype (the fallback container type), which means you don't get any of the type-specific optimizations in pandas. For another, it violates the maxims of tidy data.

When should you have object columns? There are a few places where the NumPy / pandas type system isn't as rich as you might like. There's no integer NA, so if you have any missing values, represented by NaN, your otherwise integer column will be floats. There's also no date dtype (distinct from datetime). Consider the needs of your application: can you treat an integer 1 as 1.0? Can you treat date(2016, 1, 1) as datetime(2016, 1, 1, 0, 0)? In my experience, this is rarely a problem other than when writing to something with a stricter schema like a database. But at that point it's fine to cast to one of the less performant types, since you're just not doing any operations any more.

The last case of object dtype data is text data. Pandas doesn't have any fixed-width string dtypes, so you're stuck with python objects. There is an important exception here, and that's low-cardinality text data, which is great for Categoricals (see below).

Iteration, Apply, And Vectorization¶

We know that "Python is slow" (scare quotes since that statement is too broad to be meaningful). There are various steps that can be taken to improve your code's performance from relatively simple changes, to rewriting your code in a lower-level language or trying to parallelize it. And while you might have many options, there's typically an order you would proceed in.

First (and I know it's cliche to say so, but still) benchmark your code. Make sure you actual need to spend time optimizing it. There are many options for benchmarking and visualizing where things are slow.

Second, consider your algorithm. Make sure you aren't doing more work than you need to. A common one I see is doing a full sort on an array, just to select the N largest or smallest items. Pandas has methods for that.

We follow up the nlargest or nsmallest with a sort (the result of nlargest/smallest is unordered), but it's much easier to sort 5 items that 500,000. The timings bear this out:

Assuming you're at a spot that needs optimizing, and you've got the correct algorithm, and there isn't a readily available optimized version of what you need in pandas/numpy/scipy/scikit-learn/statsmodels/..., then what?

The first place to turn is probably a vectorized NumPy implmentation. Vectorization here means operating on arrays, rather than scalars. This is generally much less work than rewriting it with something like Cython, and you can get pretty good results just by making effective use of NumPy and pandas. Not all operations are amenable to vectorization, but many are.

Let's work through an example calculating the Great-circle distance between airports. Grab the table of airport latitudes and longitudes from the BTS website and extract it to a CSV.

For whatever reason, suppose we're interested in all the pairwise distances (I've limited it to just a sample of 500 airports to make this managable. In the real world you probably don't need all the pairwise distances, and --since you know to pick the right algorithm before optimizing-- would be better off with a tree).

MultiIndexes have an alternative from_product constructor for getting the cartesian product of the arrays you pass in. We'll pass in the coords.index twice and do some index manipulation to get a DataFrame with all the pairwise combinations of latitudes and longitudes. This will be a bit wasteful since the distance from airport A to B is the same as B to A, but we'll ignore that for now.

Breaking that down a bit:

The add_suffix (and add_prefix) is a handy method for quickly renaming the columns.

Alternatively you could use the more general .rename like coord.rename(columns=lambda x: x + '_1').

Next, we have the reindex. Like I mentioned last time, indexes are cruical to pandas. .reindex is all about aligning a Series or DataFrame to a given index. In this case we use .reindex to align our original DataFrame to the new MultiIndex of combinations. By default, the output will have the original value if that index label was already present, and NaN otherwise. If we just called coord.reindex(idx), with no additional arguments, we'd get a DataFrame of all NaNs.

That's because there weren't any values of idx that were in coord.index, which makes sense since coord.index is just a regular one-level Index, while idx is a MultiIndex. We use the level keyword to handle the transition from the original single-level Index, to the two-leveled idx.

level : int or name

Broadcast across a level, matching Index values on the
passed MultiIndex level

If you ever need to do an operation that mixes regular single-level indexes with Multilevel Indexes, look for a level keyword argument. For example, all the math operations have them.

Tangent, I got some... pushback is too strong a word, let's say skepticism on my last piece about the value of indexes. Here's an alternative version for the skeptics

It's also readable (it's Python after all), though a bit slower.

With that diversion out of the way, let's turn back to our great-circle distance calculation.

Our first implementation is pure python. The algorithm itself isn't too important, all that matters is that we're doing math operations on scalars.

The second implementation uses NumPy. Note that aside from numpy having a builtin deg2rad convenience function (which is probably a bit slower than multiplying by a constant $\pi/180$ ), basically all we've done is swap the math prefix for np. Thanks to NumPy's broadcasting, we can write code that works on scalars or arrays of conformable shape.

To use the python version on our DataFrame, we can either iterate...

Or use DataFrame.apply.

But as you can see, you don't want to use apply, especially with axis=1 (calling the function on each row). It's doing a lot more work handling dtypes in the background, and trying to infer the correct output shape that are pure overhead in this case. On top of that, it has to essentially use a for loop internally.

You rarely want to use DataFrame.apply and almost never should use it with axis=1. Better to write functions that take arrays, and pass those in directly. Like we did with the vectorized version

So about 30x faster, and more readable. I'll take it.

I try not to use the word "easy" when teaching, but that optimization was easy right? The key was knowing about broadcasting, and seeing where to apply it (which is more difficult). I have seen uses of .apply(..., axis=1) in my code and other's, even when the vectorized version is availble.

For example, the README for lifetimes (by Cam Davidson Pilon, also author of Bayesian Methods for Hackers, lifelines, and Data Origami) used to have an example of passing this method into a DataFrame.apply.

data.apply(lambda r: bgf.conditional_expected_number_of_purchases_up_to_time(
    t, r['frequency'], r['recency'], r['T']), axis=1
)

If you look at the function I linked to, it's doing a fairly complicated computation involving a negative log likelihood and the Gamma function from scipy.special. But crucially, it was already vectorized. We were able to change the example to just pass the arrays (Series in this case) into the function, rather than applying the function to each row. This got us another 30x speedup on the example dataset.

bgf.conditional_expected_number_of_purchases_up_to_time(
    t, data['frequency'], data['recency'], data['T']
)

I bring this up because it's very natural to have to translate an equation to code and think, "Ok now I need to apply this function to each row", so you reach for DataFrame.apply. See if you can just pass in the NumPy array or Series itself instead.

Not all operations this easy to vectorize. Some operations are iterative by nature, and rely on the results of surrounding computations to procede. In cases like this you can hope that one of the scientific python libraries has implemented it efficiently for you, or write your own solution using Numba / C / Cython / Fortran.

Other examples take a bit more thought to vectorize. Let's look at this example, taken from Jeff Reback's PyData London talk, that groupwise normalizes a dataset by subtracting the mean and dividing by the standard deviation for each group.

Pandas GroupBy objects intercept calls for common functions like mean, sum, etc. and substitutes them with optimized Cython versions. So the unwrapped .transform(np.mean) and .transform(np.std) are fast, while the x.mean and x.std in the .apply(lambda x: x - x.mean()/x.std()) aren't.

Groupby.apply is always going to be around, beacuse it offers maximum flexibility. If you need to fit a model on each group and create additional columns in the process, it can handle that. It just might not be the fastest (which may be OK sometimes).

Categoricals¶

Thanks to some great work by Jan Schulz, Jeff Reback, and others, pandas 0.15 gained a new Categorical data type. Categoricals are nice for many reasons beyond just efficiency, but we'll focus on that here.

Categoricals are an efficient way of representing data (typically strings) that have a low cardinality, i.e. relatively few distinct values relative to the size of the array. Internally, a Categorical stores the categories once, and an array of codes, which are just integers that indicate which category belongs there. Since it's cheaper to store a code than a category, we save on memory (shown next).

Beyond saving memory, having codes and a fixed set of categories offers up a bunch of algorithmic optimizations that pandas and others can take advantage of.

Matthew Rocklin has a very nice post on using categoricals, and optimizing code in general.

Going Further¶

The pandas documentation has a section on enhancing performance, focusing on using Cython or numba to speed up a computation. I've focused more on the lower-hanging fruit of picking the right algorithm, vectorizing your code, and using pandas or numpy more effetively. There are further optimizations availble if these aren't enough.

Summary¶

Jeff Tratner gave a talk on pandas' internals at PyData Seattle 2015. It went into more detail on how pandas makes things go fast.