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pandas

python

import numpy as np np.random.seed(123456) import pandas as pd import pandas.util.testing as tm np.set_printoptions(precision=4, suppress=True) pd.options.display.max_rows = 15

Sparse data structures

Note

The SparsePanel class has been removed in 0.19.0

We have implemented "sparse" versions of Series and DataFrame. These are not 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) is omitted. A special SparseIndex object tracks where data has been "sparsified". This will make much more sense in an example. All of the standard pandas data structures have a to_sparse method:

python

ts = pd.Series(randn(10)) ts[2:-2] = np.nan sts = ts.to_sparse() sts

The to_sparse method takes a kind argument (for the sparse index, see below) and a fill_value. So if we had a mostly zero Series, we could convert it to sparse with fill_value=0:

python

ts.fillna(0).to_sparse(fill_value=0)

The sparse objects exist for memory efficiency reasons. Suppose you had a large, mostly NA DataFrame:

python

df = pd.DataFrame(randn(10000, 4)) df.ix[:9998] = np.nan sdf = df.to_sparse() sdf sdf.density

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. Functionally, their behavior should be nearly identical to their dense counterparts.

Any sparse object can be converted back to the standard dense form by calling to_dense:

python

sts.to_dense()

SparseArray

SparseArray is the base layer for all of the sparse indexed data structures. It is a 1-dimensional ndarray-like object storing only values distinct from the fill_value:

python

arr = np.random.randn(10) arr[2:5] = np.nan; arr[7:8] = np.nan sparr = pd.SparseArray(arr) sparr

Like the indexed objects (SparseSeries, SparseDataFrame), a SparseArray can be converted back to a regular ndarray by calling to_dense:

python

sparr.to_dense()

SparseList

The SparseList class has been deprecated and will be removed in a future version. See the docs of a previous version for documentation on SparseList.

SparseIndex objects

Two kinds of SparseIndex are implemented, block and integer. We recommend using block as it's more memory efficient. The integer format keeps an arrays of all of the locations where the data are not equal to the fill value. The block format tracks only the locations and sizes of blocks of data.

Sparse Dtypes

Sparse data should have the same dtype as its dense representation. Currently, float64, int64 and bool dtypes are supported. Depending on the original dtype, fill_value default changes:

  • float64: np.nan
  • int64: 0
  • bool: False

python

s = pd.Series([1, np.nan, np.nan]) s s.to_sparse()

s = pd.Series([1, 0, 0]) s s.to_sparse()

s = pd.Series([True, False, True]) s s.to_sparse()

You can change the dtype using .astype(), the result is also sparse. Note that .astype() also affects to the fill_value to keep its dense represantation.

python

s = pd.Series([1, 0, 0, 0, 0]) s ss = s.to_sparse() ss ss.astype(np.float64)

It raises if any value cannot be coerced to specified dtype.

In [1]: ss = pd.Series([1, np.nan, np.nan]).to_sparse()
0    1.0
1    NaN
2    NaN
dtype: float64
BlockIndex
Block locations: array([0], dtype=int32)
Block lengths: array([1], dtype=int32)

In [2]: ss.astype(np.int64)
ValueError: unable to coerce current fill_value nan to int64 dtype

Sparse Calculation

You can apply NumPy ufuncs to SparseArray and get a SparseArray as a result.

python

arr = pd.SparseArray([1., np.nan, np.nan, -2., np.nan]) np.abs(arr)

The ufunc is also applied to fill_value. This is needed to get the correct dense result.

python

arr = pd.SparseArray([1., -1, -1, -2., -1], fill_value=-1) np.abs(arr) np.abs(arr).to_dense()

Interaction with scipy.sparse

Experimental api to transform between sparse pandas and scipy.sparse structures.

A SparseSeries.to_coo method is implemented for transforming a SparseSeries indexed by a MultiIndex to a scipy.sparse.coo_matrix.

The method requires a MultiIndex with two or more levels.

python

python

s = pd.Series([3.0, np.nan, 1.0, 3.0, np.nan, np.nan]) 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'])

s # SparseSeries ss = s.to_sparse() ss

In the example below, we transform the SparseSeries 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.

python

A, rows, columns = ss.to_coo(row_levels=['A', 'B'],

column_levels=['C', 'D'], sort_labels=True)

A A.todense() rows columns

Specifying different row and column labels (and not sorting them) yields a different sparse matrix:

python

A, rows, columns = ss.to_coo(row_levels=['A', 'B', 'C'],

column_levels=['D'], sort_labels=False)

A A.todense() rows columns

A convenience method SparseSeries.from_coo is implemented for creating a SparseSeries from a scipy.sparse.coo_matrix.

python

python

from scipy import sparse A = sparse.coo_matrix(([3.0, 1.0, 2.0], ([1, 0, 0], [0, 2, 3])), shape=(3, 4)) A A.todense()

The default behaviour (with dense_index=False) simply returns a SparseSeries containing only the non-null entries.

python

ss = pd.SparseSeries.from_coo(A) ss

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.

python

ss_dense = pd.SparseSeries.from_coo(A, dense_index=True) ss_dense