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Fast, NumPy array functions written in Cython

Project description

Bottleneck is a collection of fast, NumPy array functions written in Cython.

The three categories of Bottleneck functions:

  • Faster, drop-in replacement for NaN functions in NumPy and SciPy
  • Moving window functions
  • Group functions that bin calculations by like-labeled elements

Function signatures (using mean as an example):

NaN functions mean(arr, axis=None)
Moving window move_mean(arr, window, axis=0)
Group by group_mean(arr, label, order=None, axis=0)

Let’s give it a try. Create a NumPy array:

>>> import numpy as np
>>> arr = np.array([1, 2, np.nan, 4, 5])

Find the mean:

>>> import bottleneck as bn
>>> bn.mean(arr)
3.0

Moving window sum:

>>> bn.move_sum(arr, window=2)
array([ nan,   3.,   2.,   4.,   9.])

Group mean:

>>> label = ['a', 'a', 'b', 'b', 'a']
>>> bn.group_mean(arr, label)
(array([ 2.66666667,  4.        ]), ['a', 'b'])

Fast

Bottleneck is fast:

>>> arr = np.random.rand(100, 100)
>>> timeit np.nansum(arr)
10000 loops, best of 3: 68.4 us per loop
>>> timeit bn.sum(arr)
100000 loops, best of 3: 17.7 us per loop

Let’s not forget to add some NaNs:

>>> arr[arr > 0.5] = np.nan
>>> timeit np.nansum(arr)
1000 loops, best of 3: 417 us per loop
>>> timeit bn.sum(arr)
10000 loops, best of 3: 64.8 us per loop

Bottleneck comes with a benchmark suite that compares the performance of the bottleneck functions that have a NumPy/SciPy equivalent. To run the benchmark:

>>> bn.benchit(verbose=False)
Bottleneck performance benchmark
    Bottleneck  0.1.0dev
    Numpy       1.5.1
    Scipy       0.8.0
    Speed is numpy (or scipy) time divided by Bottleneck time
    NaN means all NaNs
   Speed   Test                  Shape        dtype    NaN?
   4.8103  nansum(a, axis=-1)    (500,500)    int64
   5.1392  nansum(a, axis=-1)    (10000,)     float64
   7.1373  nansum(a, axis=-1)    (500,500)    int32
   6.0882  nansum(a, axis=-1)    (500,500)    float64
   7.7081  nansum(a, axis=-1)    (10000,)     int32
   2.1392  nansum(a, axis=-1)    (10000,)     int64
   9.8542  nansum(a, axis=-1)    (500,500)    float64  NaN
   7.9069  nansum(a, axis=-1)    (10000,)     float64  NaN
   5.1859  nanmax(a, axis=-1)    (500,500)    int64
   9.5304  nanmax(a, axis=-1)    (10000,)     float64
   0.1392  nanmax(a, axis=-1)    (500,500)    int32
  10.8645  nanmax(a, axis=-1)    (500,500)    float64
   2.4558  nanmax(a, axis=-1)    (10000,)     int32
   3.2855  nanmax(a, axis=-1)    (10000,)     int64
   9.6748  nanmax(a, axis=-1)    (500,500)    float64  NaN
   8.3101  nanmax(a, axis=-1)    (10000,)     float64  NaN
   5.1828  nanmin(a, axis=-1)    (500,500)    int64
   6.8145  nanmin(a, axis=-1)    (10000,)     float64
   0.1349  nanmin(a, axis=-1)    (500,500)    int32
   7.6657  nanmin(a, axis=-1)    (500,500)    float64
   2.4619  nanmin(a, axis=-1)    (10000,)     int32
   3.2942  nanmin(a, axis=-1)    (10000,)     int64
   9.7377  nanmin(a, axis=-1)    (500,500)    float64  NaN
   8.3564  nanmin(a, axis=-1)    (10000,)     float64  NaN
  20.7414  nanmean(a, axis=-1)   (500,500)    int64
  13.0027  nanmean(a, axis=-1)   (10000,)     float64
  19.1651  nanmean(a, axis=-1)   (500,500)    int32
  13.3462  nanmean(a, axis=-1)   (500,500)    float64
  18.1296  nanmean(a, axis=-1)   (10000,)     int32
  18.9846  nanmean(a, axis=-1)   (10000,)     int64
  53.6566  nanmean(a, axis=-1)   (500,500)    float64  NaN
  23.0624  nanmean(a, axis=-1)   (10000,)     float64  NaN
   6.8075  nanstd(a, axis=-1)    (500,500)    int64
   9.0953  nanstd(a, axis=-1)    (10000,)     float64
   7.2786  nanstd(a, axis=-1)    (500,500)    int32
  11.1632  nanstd(a, axis=-1)    (500,500)    float64
   5.9248  nanstd(a, axis=-1)    (10000,)     int32
   5.2482  nanstd(a, axis=-1)    (10000,)     int64
  89.4077  nanstd(a, axis=-1)    (500,500)    float64  NaN
  27.0319  nanstd(a, axis=-1)    (10000,)     float64  NaN

Faster

Under the hood Bottleneck uses a separate Cython function for each combination of ndim, dtype, and axis. A lot of the overhead in bn.max(), for example, is in checking that the axis is within range, converting non-array data to an array, and selecting the function to use to calculate the maximum.

You can get rid of the overhead by doing all this before you, say, enter an inner loop:

>>> arr = np.random.rand(10,10)
>>> func, a = bn.func.max_selector(arr, axis=0)
>>> func
<built-in function max_2d_float64_axis0>

Let’s see how much faster than runs:

>> timeit np.nanmax(arr, axis=0)
10000 loops, best of 3: 25.7 us per loop
>> timeit bn.max(arr, axis=0)
100000 loops, best of 3: 5.25 us per loop
>> timeit func(a)
100000 loops, best of 3: 2.5 us per loop

Note that func is faster than Numpy’s non-NaN version of max:

>> timeit arr.max(axis=0)
100000 loops, best of 3: 3.28 us per loop

So adding NaN protection to your inner loops comes at a negative cost!

Functions

Bottleneck is in the prototype stage.

Bottleneck contains the following functions:

sum move_sum  
mean   group_mean
var    
std    
min    
max    

Currently only 1d, 2d, and 3d NumPy arrays with dtype int32, int64, and float64 are supported.

License

Bottleneck is distributed under a Simplified BSD license. Parts of NumPy, Scipy and numpydoc, all of which have BSD licenses, are included in Bottleneck. See the LICENSE file, which is distributed with Bottleneck, for details.

Install

GNU/Linux, Mac OS X, et al.

To install Bottleneck:

$ python setup.py build
$ sudo python setup.py install

Or, if you wish to specify where Bottleneck is installed, for example inside /usr/local:

$ python setup.py build
$ sudo python setup.py install --prefix=/usr/local

Windows

In order to compile the C code in dsna you need a Windows version of the gcc compiler. MinGW (Minimalist GNU for Windows) contains gcc and has been used to successfully compile dsna on Windows.

Install MinGW and add it to your system path. Then install dsna with the commands:

python setup.py build --compiler=mingw32
python setup.py install

Post install

After you have installed Bottleneck, run the suite of unit tests:

>>> import bottleneck as bn
>>> bn.test()
<snip>
Ran 10 tests in 13.756s
OK
<nose.result.TextTestResult run=10 errors=0 failures=0>

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