It looks like the fastest way to do this is simply a[mask[a]]
. I wrote a quick test which shows the difference in speed of the two methods depending on the coverage of the mask, p (the number of true items / n).
import timeit
import matplotlib.pyplot as plt
import numpy as np
n = 10000
p = 0.25
slow_times = []
fast_times = []
p_space = np.linspace(0, 1, 100)
for p in p_space:
mask = np.random.choice([True, False], n, p=[p, 1 - p])
a = np.arange(n)
np.random.shuffle(a)
y = np.array([x for x in a if mask[x]])
z = a[mask[a]]
n_test = 100
t1 = timeit.timeit(lambda: np.array([x for x in a if mask[x]]), number=n_test)
t2 = timeit.timeit(lambda: a[mask[a]], number=n_test)
slow_times.append(t1)
fast_times.append(t2)
plt.plot(p_space, slow_times, label='slow')
plt.plot(p_space, fast_times, label='fast')
plt.xlabel('p (# true items in mask)')
plt.ylabel('time (ms)')
plt.legend()
plt.title('Speed of method vs. coverage of mask')
plt.show()
Which gave me this plot

So this method is a whole lot faster regardless of the coverage of mask.