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Interpolation plugin for Polars

Project description

interpolars

interpolars is a small Polars plugin that does N-dimensional linear interpolation from a source “grid” (your DataFrame) onto an explicit target DataFrame.

It supports:

  • 1D/2D/3D/... multilinear interpolation
  • Multiple value columns in one call
  • Target passthrough columns (e.g. labels/metadata)
  • Grouped interpolation over “extra” coordinate dims (e.g. group by time and interpolate over latitude/longitude for each time slice)
  • Non-float coordinate dtypes such as Date and Duration (they are cast internally for interpolation math; group keys preserve dtype in output)

Installation

This repo is built with maturin and managed with uv.

  • As a local editable/dev install (recommended for hacking on it):
cd /path/to/interpolars
uv sync --dev
  • Run tests:
cd /path/to/interpolars
uv run pytest

Notes:

  • Python: >= 3.12 (see pyproject.toml)
  • Polars: pinned to polars==1.37.1

The API: interpolate_nd

The only public function is interpolate_nd, which returns a Polars expression (pl.Expr).

from interpolars import interpolate_nd

expr = interpolate_nd(
    expr_cols_or_exprs=["x", "y"],        # source coordinate columns/exprs
    value_cols_or_exprs=["value_a", "value_b"],  # source value columns/exprs
    interp_target=target_df,              # a *DataFrame* with target coordinates (+ metadata)
)

You typically use it inside LazyFrame.select:

import polars as pl
from interpolars import interpolate_nd

out = (
    source_df.lazy()
    .select(interpolate_nd(["x", "y"], ["value"], target_df))
    .collect()
)

Output shape and how to consume it

interpolate_nd(...) produces a single struct column named "interpolated".

That struct contains, in order:

  • all columns from interp_target (including metadata like label)
  • any “extra/group” coordinate dims from the source (see next section)
  • all interpolated value fields

To “flatten” the result into normal columns, use unnest:

flat = (
    source_df.lazy()
    .select(interpolate_nd(["x", "y"], ["value"], target_df))
    .unnest("interpolated")
    .collect()
)

Or access fields directly:

only_value = (
    source_df.lazy()
    .select(interpolate_nd(["x"], ["value"], target_df).struct.field("value").alias("value"))
    .collect()
)

Grouped interpolation over extra coordinate dims (e.g. time slices)

If the source coordinate columns include fields that do not exist in interp_target, those fields are treated as grouping dimensions.

Example:

  • source coords: ["latitude", "longitude", "time"]
  • target df columns: ["latitude", "longitude", "label"]
  • values: ["2m_temp", "precipitation"]

Then time is a group key:

  1. The source rows are grouped by unique time
  2. Interpolation runs over (latitude, longitude) within each time group
  3. Results are concatenated, producing len(target_df) * n_times rows
import polars as pl
from interpolars import interpolate_nd

target = pl.DataFrame(
    {
        "latitude": [0.25, 0.75],
        "longitude": [0.50, 0.25],
        "label": ["a", "b"],
    }
)

out = (
    source_df.lazy()
    .select(
        interpolate_nd(
            ["latitude", "longitude", "time"],
            ["2m_temp", "precipitation"],
            target,
        )
    )
    .unnest("interpolated")
    .collect()
)

Output order is deterministic:

  • target rows are repeated per group
  • groups are ordered by ascending group key (e.g. ascending time)

Date and Duration coordinates

Coordinate columns can be pl.Date, pl.Datetime, and pl.Duration (and other numeric-like dtypes). The plugin will cast coordinates internally for interpolation computations.

Example (Date as an interpolation axis):

from datetime import date
import polars as pl
from interpolars import interpolate_nd

source = pl.DataFrame(
    {
        "d": pl.Series("d", [date(2020, 1, 1), date(2020, 1, 3)], dtype=pl.Date),
        "value": [0.0, 2.0],
    }
)
target = pl.DataFrame(
    {
        "d": pl.Series("d", [date(2020, 1, 2)], dtype=pl.Date),
        "label": ["mid"],
    }
)

out = (
    source.lazy()
    .select(interpolate_nd(["d"], ["value"], target))
    .unnest("interpolated")
    .collect()
)

Example (Duration as an interpolation axis):

import polars as pl
from interpolars import interpolate_nd

source = pl.DataFrame(
    {
        "dt": pl.Series("dt", [0, 10_000], dtype=pl.Duration("ms")),
        "value": [0.0, 10.0],
    }
)
target = pl.DataFrame(
    {
        "dt": pl.Series("dt", [5_000], dtype=pl.Duration("ms")),
        "label": ["half"],
    }
)

out = (
    source.lazy()
    .select(interpolate_nd(["dt"], ["value"], target))
    .unnest("interpolated")
    .collect()
)

Important constraints / behavior

  • No nulls: coordinate or value inputs containing nulls will error.
  • Source must be a full cartesian grid (per group) for the interpolation dimensions: every “corner” required for multilinear interpolation must exist, otherwise you’ll get an error.
  • Out-of-bounds targets clamp: if a target coordinate is below the min axis value it clamps to the min; above max clamps to the max.
  • Duplicate names: value field names cannot collide with interp_target columns (and group fields cannot collide either); collisions error.

Project layout

  • src/interpolars/__init__.py: Python API wrapper (registers the Polars plugin function)
  • src/expressions.rs: the Polars expression implementation (Rust)
  • tests/: pytest suite with examples (including grouped + Date/Duration coverage)

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