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03.12 Performance Eval and Query

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As we've already seen in previous sections, the power of the PyData stack is built upon the ability of NumPy and Pandas to push basic operations into C via an intuitive syntax: examples are vectorized/broadcasted operations in NumPy, and grouping-type operations in Pandas. While these abstractions are efficient and effective for many common use cases, they often rely on the creation of temporary intermediate objects, which can cause undue overhead in computational time and memory use.
As of version 0.13 (released January 2014), Pandas includes some experimental tools that allow you to directly access C-speed operations without costly allocation of intermediate arrays. These are the eval() and query() functions, which rely on the Numexpr package. In this notebook we will walk through their use and give some rules-of-thumb about when you might think about using them.

Motivating query() and eval(): Compound Expressions

We've seen previously that NumPy and Pandas support fast vectorized operations; for example, when adding the elements of two arrays:
python
import numpy as np
rng = np.random.RandomState(42)
x = rng.rand(1000000)
y = rng.rand(1000000)
%timeit x + y
100 loops, best of 3: 3.39 ms per loop
As discussed in Computation on NumPy Arrays: Universal Functions, this is much faster than doing the addition via a Python loop or comprehension:
python
%timeit np.fromiter((xi + yi for xi, yi in zip(x, y)), dtype=x.dtype, count=len(x))
1 loop, best of 3: 266 ms per loop
But this abstraction can become less efficient when computing compound expressions. For example, consider the following expression:
python
mask = (x > 0.5) & (y < 0.5)
Because NumPy evaluates each subexpression, this is roughly equivalent to the following:
python
tmp1 = (x > 0.5)
tmp2 = (y < 0.5)
mask = tmp1 & tmp2
In other words, every intermediate step is explicitly allocated in memory. If the x and y arrays are very large, this can lead to significant memory and computational overhead. The Numexpr library gives you the ability to compute this type of compound expression element by element, without the need to allocate full intermediate arrays. The Numexpr documentation has more details, but for the time being it is sufficient to say that the library accepts a string giving the NumPy-style expression you'd like to compute:
python
import numexpr
mask_numexpr = numexpr.evaluate('(x > 0.5) & (y < 0.5)')
np.allclose(mask, mask_numexpr)
True
The benefit here is that Numexpr evaluates the expression in a way that does not use full-sized temporary arrays, and thus can be much more efficient than NumPy, especially for large arrays. The Pandas eval() and query() tools that we will discuss here are conceptually similar, and depend on the Numexpr package.

pandas.eval() for Efficient Operations

The eval() function in Pandas uses string expressions to efficiently compute operations using DataFrames. For example, consider the following DataFrames:
python
import pandas as pd
nrows, ncols = 100000, 100
rng = np.random.RandomState(42)
df1, df2, df3, df4 = (pd.DataFrame(rng.rand(nrows, ncols))
                      for i in range(4))
To compute the sum of all four DataFrames using the typical Pandas approach, we can just write the sum:
python
%timeit df1 + df2 + df3 + df4
10 loops, best of 3: 87.1 ms per loop
The same result can be computed via pd.eval by constructing the expression as a string:
python
%timeit pd.eval('df1 + df2 + df3 + df4')
10 loops, best of 3: 42.2 ms per loop
The eval() version of this expression is about 50% faster (and uses much less memory), while giving the same result:
python
np.allclose(df1 + df2 + df3 + df4,
            pd.eval('df1 + df2 + df3 + df4'))
True

Operations supported by pd.eval()

As of Pandas v0.16, pd.eval() supports a wide range of operations. To demonstrate these, we'll use the following integer DataFrames:
python
df1, df2, df3, df4, df5 = (pd.DataFrame(rng.randint(0, 1000, (100, 3)))
                           for i in range(5))
Arithmetic operators
pd.eval() supports all arithmetic operators. For example:
python
result1 = -df1 * df2 / (df3 + df4) - df5
result2 = pd.eval('-df1 * df2 / (df3 + df4) - df5')
np.allclose(result1, result2)
True
Comparison operators
pd.eval() supports all comparison operators, including chained expressions:
python
result1 = (df1 < df2) & (df2 <= df3) & (df3 != df4)
result2 = pd.eval('df1 < df2 <= df3 != df4')
np.allclose(result1, result2)
True
Bitwise operators
pd.eval() supports the & and | bitwise operators:
python
result1 = (df1 < 0.5) & (df2 < 0.5) | (df3 < df4)
result2 = pd.eval('(df1 < 0.5) & (df2 < 0.5) | (df3 < df4)')
np.allclose(result1, result2)
True
In addition, it supports the use of the literal and and or in Boolean expressions:
python
result3 = pd.eval('(df1 < 0.5) and (df2 < 0.5) or (df3 < df4)')
np.allclose(result1, result3)
True
Object attributes and indices
pd.eval() supports access to object attributes via the obj.attr syntax, and indexes via the obj[index] syntax:
python
result1 = df2.T[0] + df3.iloc[1]
result2 = pd.eval('df2.T[0] + df3.iloc[1]')
np.allclose(result1, result2)
True
Other operations
Other operations such as function calls, conditional statements, loops, and other more involved constructs are currently not implemented in pd.eval(). If you'd like to execute these more complicated types of expressions, you can use the Numexpr library itself.

DataFrame.eval() for Column-Wise Operations

Just as Pandas has a top-level pd.eval() function, DataFrames have an eval() method that works in similar ways. The benefit of the eval() method is that columns can be referred to by name. We'll use this labeled array as an example:
python
df = pd.DataFrame(rng.rand(1000, 3), columns=['A', 'B', 'C'])
df.head()
Using pd.eval() as above, we can compute expressions with the three columns like this:
python
result1 = (df['A'] + df['B']) / (df['C'] - 1)
result2 = pd.eval("(df.A + df.B) / (df.C - 1)")
np.allclose(result1, result2)
True
The DataFrame.eval() method allows much more succinct evaluation of expressions with the columns:
python
result3 = df.eval('(A + B) / (C - 1)')
np.allclose(result1, result3)
True
Notice here that we treat column names as variables within the evaluated expression, and the result is what we would wish.

Assignment in DataFrame.eval()

In addition to the options just discussed, DataFrame.eval() also allows assignment to any column. Let's use the DataFrame from before, which has columns 'A', 'B', and 'C':
python
df.head()
We can use df.eval() to create a new column 'D' and assign to it a value computed from the other columns:
python
df.eval('D = (A + B) / C', inplace=True)
df.head()
In the same way, any existing column can be modified:
python
df.eval('D = (A - B) / C', inplace=True)
df.head()

Local variables in DataFrame.eval()

The DataFrame.eval() method supports an additional syntax that lets it work with local Python variables. Consider the following:
python
column_mean = df.mean(1)
result1 = df['A'] + column_mean
result2 = df.eval('A + @column_mean')
np.allclose(result1, result2)
True
The @ character here marks a variable name rather than a column name, and lets you efficiently evaluate expressions involving the two "namespaces": the namespace of columns, and the namespace of Python objects. Notice that this @ character is only supported by the DataFrame.eval() method, not by the pandas.eval() function, because the pandas.eval() function only has access to the one (Python) namespace.

DataFrame.query() Method

The DataFrame has another method based on evaluated strings, called the query() method. Consider the following:
python
result1 = df[(df.A < 0.5) & (df.B < 0.5)]
result2 = pd.eval('df[(df.A < 0.5) & (df.B < 0.5)]')
np.allclose(result1, result2)
True
As with the example used in our discussion of DataFrame.eval(), this is an expression involving columns of the DataFrame. It cannot be expressed using the DataFrame.eval() syntax, however! Instead, for this type of filtering operation, you can use the query() method:
python
result2 = df.query('A < 0.5 and B < 0.5')
np.allclose(result1, result2)
True
In addition to being a more efficient computation, compared to the masking expression this is much easier to read and understand. Note that the query() method also accepts the @ flag to mark local variables:
python
Cmean = df['C'].mean()
result1 = df[(df.A < Cmean) & (df.B < Cmean)]
result2 = df.query('A < @Cmean and B < @Cmean')
np.allclose(result1, result2)
True

Performance: When to Use These Functions

When considering whether to use these functions, there are two considerations: computation time and memory use. Memory use is the most predictable aspect. As already mentioned, every compound expression involving NumPy arrays or Pandas DataFrames will result in implicit creation of temporary arrays: For example, this:
python
x = df[(df.A < 0.5) & (df.B < 0.5)]
Is roughly equivalent to this:
python
tmp1 = df.A < 0.5
tmp2 = df.B < 0.5
tmp3 = tmp1 & tmp2
x = df[tmp3]
If the size of the temporary DataFrames is significant compared to your available system memory (typically several gigabytes) then it's a good idea to use an eval() or query() expression. You can check the approximate size of your array in bytes using this:
python
df.values.nbytes

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