提高计算匹配熊猫特定条件的随机样本的性能

debugcn 发表于 Dev

乔治·海勒

对于某些数据集，group_1我需要迭代所有行k时间以获得稳健性，并group_2根据表示为数据框列的某些标准找到另一个数据框的匹配随机样本。不幸的是，这相当缓慢。如何提高性能？

瓶颈是apply-ed 函数，即randomMatchingCondition。

import tqdm                                                                                                   
import numpy as np
import pandas as pd
from tqdm import tqdm
tqdm.pandas()

seed = 47
np.random.seed(seed)

###################################################################
# generate dummy data
size = 10000
df = pd.DataFrame({i: np.random.randint(1,100,size=size) for i in ['metric']})
df['label'] =  np.random.randint(0,2, size=size)
df['group_1'] =  pd.Series(np.random.randint(1,12, size=size)).astype(object)
df['group_2'] =  pd.Series(np.random.randint(1,10, size=size)).astype(object)

group_0 = df[df['label'] == 0]
group_0 = group_0.reset_index(drop=True)
group_0 = group_0.rename(index=str, columns={"metric": "metric_group_0"})

join_columns_enrich = ['group_1', 'group_2']
join_real = ['metric_group_0']
join_real.extend(join_columns_enrich)
group_0 = group_0[join_real]
display(group_0.head())
group_1 = df[df['label'] == 1]
group_1 = group_1.reset_index(drop=True)
display(group_1.head())

###################################################################
# naive find random element matching condition
def randomMatchingCondition(original_element, group_0, join_columns, random_state):
    limits_dict = original_element[join_columns_enrich].to_dict()
    query = ' & '.join([f"{k} == {v}" for k, v in limits_dict.items()])
    candidates = group_0.query(query)
    if len(candidates) > 0:
        return candidates.sample(n=1, random_state=random_state)['metric_group_0'].values[0]
    else:
        return np.nan
###################################################################
# iterate over pandas dataframe k times for more robust sampling
k = 3
resulting_df = None
for i in range(1, k+1):
    group_1['metric_group_0'] = group_1.progress_apply(randomMatchingCondition,
                                                                  args=[group_0, join_columns_enrich, None],
                                                                  axis = 1)
    group_1['run'] = i
    if resulting_df is None:
        resulting_df = group_1.copy()
    else:
        resulting_df = pd.concat([resulting_df, group_1])
resulting_df.head()

尝试对数据进行预排序：

group_0 = group_0.sort_values(join_columns_enrich)
group_1 = group_1.sort_values(join_columns_enrich)

没有任何区别。

乔治·海勒

@smiandras，你是对的。摆脱 for 循环很重要。

变体 1：多个样本：

def randomMatchingCondition(original_element, group_0, join_columns, k, random_state):
    limits_dict = original_element[join_columns_enrich].to_dict()
    query = ' & '.join([f"{k} == {v}" for k, v in limits_dict.items()])
    candidates = group_0.query(query)
    if len(candidates) > 0:
        return candidates.sample(n=k, random_state=random_state, replace=True)['metric_group_0'].values
    else:
        return np.nan
###################################################################
# iterate over pandas dataframe k times for more robust sampling
k = 3
resulting_df = None

#######################
# trying to improve performance: sort both dataframes
group_0 = group_0.sort_values(join_columns_enrich)
group_1 = group_1.sort_values(join_columns_enrich)
#######################

group_1['metric_group_0'] = group_1.progress_apply(randomMatchingCondition,
                                                   args=[group_0, join_columns_enrich, k, None],
                                                   axis = 1)
print(group_1.isnull().sum())
group_1 = group_1[~group_1.metric_group_0.isnull()]
display(group_1.head())

s=pd.DataFrame({'metric_group_0':np.concatenate(group_1.metric_group_0.values)},index=group_1.index.repeat(group_1.metric_group_0.str.len()))
s = s.join(group_1.drop('metric_group_0',1),how='left')
s['pos_in_array'] = s.groupby(s.index).cumcount()
s.head()

变体 2：通过本机 JOIN 操作优化的所有可能样本。

警告这有点不安全，因为它可能会生成大量的行：

size = 1000
df = pd.DataFrame({i: np.random.randint(1,100,size=size) for i in ['metric']})
df['label'] =  np.random.randint(0,2, size=size)
df['group_1'] =  pd.Series(np.random.randint(1,12, size=size)).astype(object)
df['group_2'] =  pd.Series(np.random.randint(1,10, size=size)).astype(object)

group_0 = df[df['label'] == 0]
group_0 = group_0.reset_index(drop=True)
join_columns_enrich = ['group_1', 'group_2']
join_real = ['metric']
join_real.extend(join_columns_enrich)
group_0 = group_0[join_real]
display(group_0.head())
group_1 = df[df['label'] == 1]
group_1 = group_1.reset_index(drop=True)
display(group_1.head())
df = group_1.merge(group_0, on=join_columns_enrich)
display(df.head())
print(group_1.shape)
df.shape

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