If one has to call pd.Series.between(l,r)
repeatedly (for different bounds l
and r
), a lot of work is repeated unnecessarily. In this case, it's beneficial to sort the frame/series once and then use pd.Series.searchsorted()
. I measured a speedup of up to 25x, see below.
def between_indices(x, lower, upper, inclusive=True):
"""
Returns smallest and largest index i for which holds
lower <= x[i] <= upper, under the assumption that x is sorted.
"""
i = x.searchsorted(lower, side="left" if inclusive else "right")
j = x.searchsorted(upper, side="right" if inclusive else "left")
return i, j
# Sort x once before repeated calls of between()
x = x.sort_values().reset_index(drop=True)
# x = x.sort_values(ignore_index=True) # for pandas>=1.0
ret1 = between_indices(x, lower=0.1, upper=0.9)
ret2 = between_indices(x, lower=0.2, upper=0.8)
ret3 = ...
Benchmark
Measure repeated evaluations (n_reps=100
) of pd.Series.between()
as well as the method based on pd.Series.searchsorted()
, for different arguments lower
and upper
. On my MacBook Pro 2015 with Python v3.8.0 and Pandas v1.0.3, the below code results in the following outpu
# pd.Series.searchsorted()
# 5.87 ms ± 321 µs per loop (mean ± std. dev. of 7 runs, 100 loops each)
# pd.Series.between(lower, upper)
# 155 ms ± 6.08 ms per loop (mean ± std. dev. of 7 runs, 10 loops each)
# Logical expressions: (x>=lower) & (x<=upper)
# 153 ms ± 3.52 ms per loop (mean ± std. dev. of 7 runs, 10 loops each)
import numpy as np
import pandas as pd
def between_indices(x, lower, upper, inclusive=True):
# Assumption: x is sorted.
i = x.searchsorted(lower, side="left" if inclusive else "right")
j = x.searchsorted(upper, side="right" if inclusive else "left")
return i, j
def between_fast(x, lower, upper, inclusive=True):
"""
Equivalent to pd.Series.between() under the assumption that x is sorted.
"""
i, j = between_indices(x, lower, upper, inclusive)
if True:
return x.iloc[i:j]
else:
# Mask creation is slow.
mask = np.zeros_like(x, dtype=bool)
mask[i:j] = True
mask = pd.Series(mask, index=x.index)
return x[mask]
def between(x, lower, upper, inclusive=True):
mask = x.between(lower, upper, inclusive=inclusive)
return x[mask]
def between_expr(x, lower, upper, inclusive=True):
if inclusive:
mask = (x>=lower) & (x<=upper)
else:
mask = (x>lower) & (x<upper)
return x[mask]
def benchmark(func, x, lowers, uppers):
for l,u in zip(lowers, uppers):
func(x,lower=l,upper=u)
n_samples = 1000
n_reps = 100
x = pd.Series(np.random.randn(n_samples))
# Sort the Series.
# For pandas>=1.0:
# x = x.sort_values(ignore_index=True)
x = x.sort_values().reset_index(drop=True)
# Assert equivalence of different methods.
assert(between_fast(x, 0, 1, True ).equals(between(x, 0, 1, True)))
assert(between_expr(x, 0, 1, True ).equals(between(x, 0, 1, True)))
assert(between_fast(x, 0, 1, False).equals(between(x, 0, 1, False)))
assert(between_expr(x, 0, 1, False).equals(between(x, 0, 1, False)))
# Benchmark repeated evaluations of between().
uppers = np.linspace(0, 3, n_reps)
lowers = -uppers
%timeit benchmark(between_fast, x, lowers, uppers)
%timeit benchmark(between, x, lowers, uppers)
%timeit benchmark(between_expr, x, lowers, uppers)