Practical Optimisations for Pandas

Eyal Trabelsi

About Me 🙈

  • Software Engineer at Salesforce ๐Ÿ‘ท
  • Big passion for python, data and performance optimisations ๐Ÿ๐Ÿค–

What's Pandas?🐼

  • Library for data manipulation
  • Dataset on Memory
  • Widely used

Performance?! Why ?🤨

  • Fast is better than slow ๐Ÿ‡
  • Memory efficiency is good ๐Ÿ’พ
  • Hardware will only take you so far ๐Ÿ’ป

When ⏰

  • Program doesn't meet requirements ๐Ÿš”
  • Program execution affects development pace ๐Ÿ‘ท

Dataset 📉

In [9]:
df = load_dataset()
df.head()
Out[9]:
order_id date date_of_meal participants meal_price type_of_meal heroes_adjustment meal_tip
0 839FKFW2LLX4LMBB 2016-05-27 2016-05-31 07:00:00+02:00 ['David Bishop'] 469 Breakfast False 93.8
1 97OX39BGVMHODLJM 2018-09-27 2018-10-01 20:00:00+02:00 ['David Bishop'] 22 Dinner False 4.4
2 041ORQM5OIHTIU6L 2014-08-24 2014-08-23 14:00:00+02:00 ['Karen Stansell'] 314 Lunch False 62.8
3 YT796QI18WNGZ7ZJ 2014-04-12 2014-04-07 21:00:00+02:00 ['Addie Patino'] 438 Dinner False 87.6
4 6YLROQT27B6HRF4E 2015-07-28 2015-07-27 14:00:00+02:00 ['Addie Patino' 'Susan Guerrero'] 690 Lunch False 138.0

How 👀

Use What You Need 🧑

  • Keep needed columns only
  • Keep needed rows only

Dont Reinvent the Wheel 🎡

  • Vast ecosystem
  • Use existing solutions
  • Less bugs
  • Highly optimized

Avoid Loops ♾

Bad Option 😈

In [1]:
def iterrows_original_meal_price(df):
    for i, row in df.iterrows():
        df.loc[i]["original_meal_price"] = row["meal_price_with_tip"] - row["meal_tip"]
    return df
In [5]:
%%timeit -r 1 -n 1
iterrows_original_meal_price(df)
35min 13s ยฑ 0 ns per loop (mean ยฑ std. dev. of 1 run, 1 loop each)

Better Option 🤵

In [4]:
def apply_original_meal_price(df):
    df["original_meal_price"] = df.apply(lambda x: x['meal_price_with_tip'] - x['meal_tip'], axis=1)
    return df
In [5]:
%%timeit 
apply_original_meal_price(df)
22.5 s ยฑ 170 ms per loop (mean ยฑ std. dev. of 7 runs, 1 loop each)

100x Improvement In Execution Time ⌛

Iterrow is evil 😈

Best Option 👼

In [65]:
def vectorized_original_meal_price(df):
    df["original_meal_price"] = df["meal_price_with_tip"] - df["meal_tip"] 
    return df
In [66]:
%%timeit 
vectorized_original_meal_price(df)
2.46 ms ยฑ 18.1 ยตs per loop (mean ยฑ std. dev. of 7 runs, 100 loops each)

Another 8000x Improvement In Execution Time ⌛

Use Vectorized Operations 😇

Picking the Right Type 🌈

Motivation 🏆

In [67]:
ones = np.ones(shape=5000)
ones
Out[67]:
array([1., 1., 1., ..., 1., 1., 1.])
In [84]:
types = ['object', 'complex128', 'float64', 'int64', 'int32', 'int16', 'int8', 'bool']
df = pd.DataFrame(dict([(t, ones.astype(t)) for t in types]))
df.memory_usage(index=False, deep=True)
Out[84]:
object        160000
complex128     80000
float64        40000
int64          40000
int32          20000
int16          10000
int8            5000
bool            5000
dtype: int64

Where We Stand 🌈

Dataframe Size 🏋️

In [70]:
df.memory_usage(deep=True).sum()
Out[70]:
478844140

Columns Sizes 🏋️

In [71]:
df.memory_usage(deep=True)
Out[71]:
Index                 8002720
order_id             73024820
date                 67022780
date_of_meal         82027880
participants         84977580
meal_price           36012240
type_of_meal         63688760
heroes_adjustment    32076480
meal_tip             32010880
dtype: int64

Supported Types 🌈

  • int64
  • float64
  • bool
  • objects
  • datetime64
  • timedelta

Optimizing Types 🌈

  • Loading dataframes with specific types
  • Use to_numeric/to_datetime/to_timedelta functions with downcast parameter
In [11]:
df = df.astype({'order_id': 'category',
                'date': 'category',
                'date_of_meal': 'category',
                'participants': 'category',
                'meal_price': 'int16',
                'type_of_meal': 'category',
                'heroes_adjustment': 'bool',
                'meal_tip': 'float32'})

Optimized Types 🌈

Dataframe Size 🏋️

In [75]:
df.memory_usage(deep=True).sum()
Out[75]:
36999962

Columns Sizes 🏋️

In [76]:
df.memory_usage(deep=True)
Out[76]:
Index                8002720
order_id             8963321
date                 2204942
date_of_meal         3942538
participants         5883450
meal_price           2000680
type_of_meal         1000611
heroes_adjustment    1000340
meal_tip             4001360
dtype: int64

12x Improvement In Memory ⌛

Custom Types 🦸🏼🦸‍♀️

Pandas Usage 🐼

Chunks 🍰

  • Splitting large data to smaller parts
  • Work with large datasets
In [53]:
def proccess_file(huge_file_path, chunksize = 10 ** 6):
    for chunk in pd.read_csv(path, chunksize=chunksize):
        process(chunk)    

Mean/Sum/Mode/Min/etc optimization 🧮

  • Types matter
In [32]:
%%timeit
df["meal_price_with_tip"].astype(object).mean()
96 ms ยฑ 499 ยตs per loop (mean ยฑ std. dev. of 7 runs, 10 loops each)
In [33]:
%%timeit
df["meal_price_with_tip"].astype(float).mean()
4.27 ms ยฑ 34.9 ยตs per loop (mean ยฑ std. dev. of 7 runs, 100 loops each)

20x Performance Improvement⌛

DataFrame Serialization 🏋

  • Various file formats
  • Loading time
  • Saving time
  • Disk space

Query/Eval 🧬

  • Improve Execution Time ๐Ÿ‘
  • Improve Memory ๐Ÿ‘
  • Not all Operations are supported ๐Ÿ‘Ž

Example

In [28]:
%%timeit
df[df.type_of_meal=="Breakfast"]
103 ms ยฑ 348 ยตs per loop (mean ยฑ std. dev. of 7 runs, 10 loops each)
In [29]:
%%timeit
df.query("type_of_meal=='Breakfast'")
82.4 ms ยฑ 223 ยตs per loop (mean ยฑ std. dev. of 7 runs, 10 loops each)

% 20 Performance Improvement⌛

Use on big datasets 🧞

Concat vs Append ➕

  • Every append creates a new dataframe object
  • Multiple appends are inefficient
  • Use concat

Sorting Optimization 📟

  • Vanilla python
  • Pandas
  • Numpy
  • Pytorch/Tensorflow

GroupBy Optimizations 👩‍👩‍👧

  • Filter early
  • Custom functions are slow

Merge Optimization 🔍

  • Filter/Aggregate early
  • Semi join

Compiled Code ?! Why 🤯

  • Python dynamic nature
  • No compilation optimization
  • Pure Python can be slow
In [17]:
def foo(N):
    accumulator = 0
    for i in range(N):
        accumulator = accumulator + i
    return accumulator
In [18]:
%%timeit
df.meal_price_with_tip.map(foo)
17.9 s ยฑ 25.7 ms per loop (mean ยฑ std. dev. of 7 runs, 1 loop each)

Cython and Numba for the rescue 👨‍🚒

Cython 🤯

  • Up to 50x speedup from pure python ๐Ÿ‘
  • Learning Curve ๐Ÿ‘Ž
  • Separated Compilation Step ๐Ÿ‘Ž ๐Ÿ‘

Example

In [20]:
%%cython
def cython_foo(long N):
    cdef long accumulator
    accumulator = 0

    cdef long i
    for i in range(N):
        accumulator += i

    return accumulator
In [21]:
%%timeit
df.meal_price_with_tip.map(cython_foo)
365 ms ยฑ 2 ms per loop (mean ยฑ std. dev. of 7 runs, 1 loop each)

49x Performance Improvement⌛

Numba 🤯

  • Up to 200x speedup from pure python ๐Ÿ‘
  • Easy ๐Ÿ‘
  • Highly Configurable ๐Ÿ‘
  • Debugging ๐Ÿ‘Ž ๐Ÿ‘
  • Mostly Numeric ๐Ÿ‘Ž

Example

In [22]:
@jit(nopython=True)
def numba_foo(N):
    accumulator = 0
    for i in range(N):
        accumulator = accumulator + i
    return accumulator
In [23]:
%%timeit
df.meal_price_with_tip.map(numba_foo)
414 ms ยฑ 596 ยตs per loop (mean ยฑ std. dev. of 7 runs, 1 loop each)

43x Performance Improvement⌛

1️⃣ Vectorized methods

2️⃣ Numba

3️⃣ Cython

General Python Optimizations 🐍

Caching 🏎

  • Avoid unnecessary work/computation.
  • Faster code

Intermediate Variables👩‍👩‍👧‍👧

  • Intermediate calculations
  • Memory foot print of both objects
  • Smarter variables allocation

Example

In [37]:
def load_data():
    return np.ones((2 ** 30), dtype=np.uint8)
In [50]:
%%memit
def proccess():
    data = load_data()
    return another_foo(foo(data))

proccess()
peak memory: 8106.62 MiB, increment: 3042.64 MiB
In [51]:
%%memit
def proccess():
    data = load_data()
    data = foo(data)
    data = another_foo(data)
    return data

proccess()
peak memory: 7102.64 MiB, increment: 2038.66 MiB

Concurrency And Parallelism 🎸🎺🎻🎷

  • pandas methods use single process
  • CPU bound can benefit parallelism
  • IO bound is very bad without parallesim/concurrency

High Performance Python Book 📖

Pandas Alternatives 🐨🐻

  • Libraries that provide dataframe apis
  • No free lunch ๐Ÿฅข

How 👀

  • Use What You Need ๐Ÿ’พโŒ›
  • Dont Reinvent the Wheel โŒ›๐Ÿ’พ
  • Avoid Loops โŒ›
  • Picking the Right Types ๐Ÿ’พโŒ›
  • Pandas Usage โŒ›๐Ÿ’พ
  • Compiled Code โŒ›
  • General Python Optimizations โŒ›๐Ÿ’พ
  • Pandas Alternatives โŒ›๐Ÿ’พ

Additional Resources 📚