practical medium data analytics with python (10 things i hate about pandas, pydata nyc 2013)
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PyData NYC 2013
Practical Medium Data Analytics with Python
PyData NYC 2013
Practical Medium Data Analytics with Python
10 Things I Hate About pandas
www.datapad.io
Wes McKinney
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• Former quant and MIT math dude
• Creator of Pandas project for Python
• Author of Python for Data Analysis — O’Reilly
• Founder and CEO of DataPad
@wesmckinn
www.datapad.io
• > 20k copies since Oct 2012• Bringing many new people
to Python and data analysis with code
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www.datapad.io
•http://datapad.io
•Founded in 2013, located in SF
• In private beta, join us!
•Hiring for engineering
Why hate on pandas?
pandas rocks!
www.datapad.io
• Easy-to-use, fast in-memory data wrangling and analytics library
• Enabled loads of complex data work to be done by mere mortals in Python
• Might have kept R from taking over the world (hehe)
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So, pandas
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•170 distinct contributors
•Over 5400 issues and pull requests on GitHub
•Upcoming 0.13 release
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pandas, the project
www.datapad.io
•pandas’s broad applicability also a liability
•Only game in town for lot of things
•pandas being used in some unplanned ways
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But.
www.datapad.io
• No more structured dtype drudgery!
• Easy IO!
• Data alignment!
• Hierarchical indexing!
• Time series analytics!
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Some things to love
www.datapad.io
•Table reshaping
•Missing data handling
•pandas.merge, pandas.concat
•Expressive groupby machinery
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More things to love
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•General data wrangling
•ETL jobs
•Business analytics (incl. BI uses)
•Time series analysis, statistical modeling
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Some pandas use cases
pandas does many things that are tedious, slow, or
difficult to do correctly without it
Unfortunately, pandas is not a database
www.datapad.io
•DataFrame’s internal structure intended to make row-oriented ops fast on numerical data
•Python objects can be used as data, indices (a feature, not a bug)
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#1 Slightly too far from the metal
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• Many analytics ops require a small portion of the data
• Many ways to “materialize” the full data set in memory by accident
• Axis indexes wouldn’t necessarily make sense on out of core data sets
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#2 No support (yet) for memory maps
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•N.B. HDF5/PyTables support is a partial solution
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#2 No support (yet) for memory maps
www.datapad.io
•Makes it difficult to be a serious tool in an ETL toolchain on top of some SQL-ish system
• Inadequacy of pandas/NumPy data type systems
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#3 No tight database integration
www.datapad.io
• Jobs with heavy SQL-reading are slow and use tons of memory
•TODO: integrate pandas with ODBC C API and write out SQL data directly into NumPy arrays
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#3 No tight database integration
www.datapad.io
• Inconsistent representation of missing data
•No Boolean or Integer NA values
•NA needs to be a first class citizen in analytics operations
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#4 Best-efforts NA representation
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• Difficult to understand footprint of pandas object
• Ample data copying throughout library
• Would benefit from being able to compress data in-memory or shuttle data temporarily to disk
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#5 RAM management
www.datapad.io
•Makes pandas not quite a fully-fledged R replacement
•GroupBy and Joins slower than they could be
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#6 Weak support for categorical data
www.datapad.io
•Must write custom functions to pass to .apply(..)
•Easy to run up against DRY problems and general Python syntax limitations
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#7 Complex GroupBy operations get messy
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•DataFrame not intended as a database table
•Makes streaming data use a challenge
•B+ tree tables interesting?
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#8 Appending data slow and tedious
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•Currencies, units
•Time zones
•Geographic data
•Composite data types
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#9 Limited type system, column metadata
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•Filter
•Group
• Join
•Aggregate
•Limit/TopK
•Sorting
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#10 No true query processing layer
WHERE, HAVINGGROUP BYJOINSUM, MEAN, ...LIMITORDER BY
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•Hampered by use of Python data structures / GIL interactions
•Object internals not designed for concurrent use
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#11 “Slow”: no multicore / distributed algos
Oh no what do we do
Stop believing in the “one tool to rule them all”
“Real Artists Ship”- Steve Jobs
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• I am heavily biased by focus on business analytics/BI use cases
•Need production-ready software to ship in relatively short time frame
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Focus on results
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• In internal development at DataPad
•Code named “badger”
•pandas-ish syntax: designed for data processing and analytical queries
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A new project
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•Consistent data type system
•Compressed columnar binary storage
•High perf analytical query processor
•Data preparation/cleaning tools
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Badger in a nutshell
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•Time series analytics
• Immutable array data, little copying
•Analytics kernels: written C with no dependencies
•Caching of useful intermediates
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Badger in a nutshell
www.datapad.io
•Data set: 2012 Election data (FEC)
•5.3 mm records 7 columns
•Tools
•pandas
•badger
•R: data.table
•SQL: PostgreSQL, SQLite
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Some benchmarks
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•Total contributions by candidate
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Query 1
SELECT cand_nm, sum(contb_receipt_amt) AS totalFROM fecGROUP BY cand_nm
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•Total contributions by candidate
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Query 1
badger (in-‐memory) : 19ms (1x)badger (from-‐disk) : 131ms (6.9x)pandas (in-‐memory) : 273ms (14.3x)R data.table 1.8.10: 382ms (20x)PostgreSQL : 4.7s (247x)SQLite : 72s (3800x)
www.datapad.io
•Total contributions by candidate and state
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Query 2
SELECT cand_nm, contbr_st, sum(contb_receipt_amt) AS totalFROM fecGROUP BY cand_nm, contbr_st
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Query 2
badger (in-‐memory) : 269ms (1x)badger (from-‐disk) : 391ms (1.5x)R data.table 1.8.10: 500ms (1.8x)pandas (in-‐memory) : 770ms (2.9x)PostgreSQL : 5.96s (23x)
•Total contributions by candidate and state
www.datapad.io
•Total contributions by candidate and state with 2 filter predicates
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Query 3
SELECT cand_nm, sum(contb_receipt_amt) as totalFROM fecWHERE contb_receipt_dt BETWEEN '2012-‐05-‐01' and '2012-‐11-‐05' AND contb_receipt_amt BETWEEN 0 and 2500GROUP BY cand_nm
www.datapad.io
•Total contributions by candidate and state with 2 filter predicates
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Query 3
badger (in-‐memory) : 96ms (1x)badger (from-‐disk) : 275ms (2.9x)pandas (in-‐memory) : 946ms (9.8x)PostgreSQL : 6.2s (65x)
www.datapad.io
•Distributed in-memory analytics
•Multicore algorithms
•ETL job-building tools
•Open source in some form someday
•Looking for algorithms hackers to help
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Badger, the future
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