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Sparse data structures

doc/source/user_guide/sparse.rst

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.. _sparse:

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Sparse data structures


pandas provides data structures for efficiently storing sparse data. These are not necessarily sparse in the typical "mostly 0". Rather, you can view these objects as being "compressed" where any data matching a specific value (NaN / missing value, though any value can be chosen, including 0) is omitted. The compressed values are not actually stored in the array.

.. ipython:: python

arr = np.random.randn(10) arr[2:-2] = np.nan ts = pd.Series(pd.arrays.SparseArray(arr)) ts

Notice the dtype, Sparse[float64, nan]. The nan means that elements in the array that are nan aren't actually stored, only the non-nan elements are. Those non-nan elements have a float64 dtype.

The sparse objects exist for memory efficiency reasons. Suppose you had a large, mostly NA :class:DataFrame:

.. ipython:: python

df = pd.DataFrame(np.random.randn(10000, 4)) df.iloc[:9998] = np.nan sdf = df.astype(pd.SparseDtype("float", np.nan)) sdf.head() sdf.dtypes sdf.sparse.density

As you can see, the density (% of values that have not been "compressed") is extremely low. This sparse object takes up much less memory on disk (pickled) and in the Python interpreter.

.. ipython:: python

f'dense: {df.memory_usage().sum()} bytes' f'sparse: {sdf.memory_usage().sum()} bytes'

Functionally, their behavior should be nearly identical to their dense counterparts.

.. _sparse.array:

SparseArray

:class:arrays.SparseArray is a :class:~pandas.api.extensions.ExtensionArray for storing an array of sparse values (see :ref:basics.dtypes for more on extension arrays). It is a 1-dimensional ndarray-like object storing only values distinct from the fill_value:

.. ipython:: python

arr = np.random.randn(10) arr[2:5] = np.nan arr[7:8] = np.nan sparr = pd.arrays.SparseArray(arr) sparr

A sparse array can be converted to a regular (dense) ndarray with :meth:numpy.asarray

.. ipython:: python

np.asarray(sparr)

.. _sparse.dtype:

SparseDtype

The :attr:SparseArray.dtype property stores two pieces of information

  1. The dtype of the non-sparse values
  2. The scalar fill value

.. ipython:: python

sparr.dtype

A :class:SparseDtype may be constructed by passing only a dtype

.. ipython:: python

pd.SparseDtype(np.dtype('datetime64[ns]'))

in which case a default fill value will be used (for NumPy dtypes this is often the "missing" value for that dtype). To override this default an explicit fill value may be passed instead

.. ipython:: python

pd.SparseDtype(np.dtype('datetime64[ns]'), fill_value=pd.Timestamp('2017-01-01'))

Finally, the string alias 'Sparse[dtype]' may be used to specify a sparse dtype in many places

.. ipython:: python

pd.array([1, 0, 0, 2], dtype='Sparse[int]')

.. _sparse.accessor:

Sparse accessor

pandas provides a .sparse accessor, similar to .str for string data, .cat for categorical data, and .dt for datetime-like data. This namespace provides attributes and methods that are specific to sparse data.

.. ipython:: python

s = pd.Series([0, 0, 1, 2], dtype="Sparse[int]") s.sparse.density s.sparse.fill_value

This accessor is available only on data with SparseDtype, and on the :class:Series class itself for creating a Series with sparse data from a scipy COO matrix with.

A .sparse accessor has been added for :class:DataFrame as well. See :ref:api.frame.sparse for more.

.. _sparse.calculation:

Sparse calculation

You can apply NumPy ufuncs <https://numpy.org/doc/stable/reference/ufuncs.html>_ to :class:arrays.SparseArray and get a :class:arrays.SparseArray as a result.

.. ipython:: python

arr = pd.arrays.SparseArray([1., np.nan, np.nan, -2., np.nan]) np.abs(arr)

The ufunc is also applied to fill_value. This is needed to get the correct dense result.

.. ipython:: python

arr = pd.arrays.SparseArray([1., -1, -1, -2., -1], fill_value=-1) np.abs(arr) np.abs(arr).to_dense()

Conversion

To convert data from sparse to dense, use the .sparse accessors

.. ipython:: python

sdf.sparse.to_dense()

From dense to sparse, use :meth:DataFrame.astype with a :class:SparseDtype.

.. ipython:: python

dense = pd.DataFrame({"A": [1, 0, 0, 1]}) dtype = pd.SparseDtype(int, fill_value=0) dense.astype(dtype)

.. _sparse.scipysparse:

Interaction with scipy.sparse

Use :meth:DataFrame.sparse.from_spmatrix to create a :class:DataFrame with sparse values from a sparse matrix.

.. ipython:: python

from scipy.sparse import csr_matrix

arr = np.random.random(size=(1000, 5)) arr[arr < .9] = 0

sp_arr = csr_matrix(arr) sp_arr

sdf = pd.DataFrame.sparse.from_spmatrix(sp_arr) sdf.head() sdf.dtypes

All sparse formats are supported, but matrices that are not in :mod:COOrdinate <scipy.sparse> format will be converted, copying data as needed. To convert back to sparse SciPy matrix in COO format, you can use the :meth:DataFrame.sparse.to_coo method:

.. ipython:: python

sdf.sparse.to_coo()

:meth:Series.sparse.to_coo is implemented for transforming a :class:Series with sparse values indexed by a :class:MultiIndex to a :class:scipy.sparse.coo_matrix.

The method requires a :class:MultiIndex with two or more levels.

.. ipython:: python

s = pd.Series([3.0, np.nan, 1.0, 3.0, np.nan, np.nan]) s.index = pd.MultiIndex.from_tuples( [ (1, 2, "a", 0), (1, 2, "a", 1), (1, 1, "b", 0), (1, 1, "b", 1), (2, 1, "b", 0), (2, 1, "b", 1), ], names=["A", "B", "C", "D"], ) ss = s.astype('Sparse') ss

In the example below, we transform the :class:Series to a sparse representation of a 2-d array by specifying that the first and second MultiIndex levels define labels for the rows and the third and fourth levels define labels for the columns. We also specify that the column and row labels should be sorted in the final sparse representation.

.. ipython:: python

A, rows, columns = ss.sparse.to_coo( row_levels=["A", "B"], column_levels=["C", "D"], sort_labels=True )

A A.todense() rows columns

Specifying different row and column labels (and not sorting them) yields a different sparse matrix:

.. ipython:: python

A, rows, columns = ss.sparse.to_coo( row_levels=["A", "B", "C"], column_levels=["D"], sort_labels=False )

A A.todense() rows columns

A convenience method :meth:Series.sparse.from_coo is implemented for creating a :class:Series with sparse values from a scipy.sparse.coo_matrix.

.. ipython:: python

from scipy import sparse A = sparse.coo_matrix(([3.0, 1.0, 2.0], ([1, 0, 0], [0, 2, 3])), shape=(3, 4)) A A.todense()

The default behaviour (with dense_index=False) simply returns a :class:Series containing only the non-null entries.

.. ipython:: python

ss = pd.Series.sparse.from_coo(A) ss

Specifying dense_index=True will result in an index that is the Cartesian product of the row and columns coordinates of the matrix. Note that this will consume a significant amount of memory (relative to dense_index=False) if the sparse matrix is large (and sparse) enough.

.. ipython:: python

ss_dense = pd.Series.sparse.from_coo(A, dense_index=True) ss_dense