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@koaning
Created November 1, 2021 20:54
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A benchmark with Polars.
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@koaning
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koaning commented Mar 28, 2023

I'm also not 100% sure if your method calculates the same thing as polars. Just to check, your method:

def add_features(dataf):
    return (dataf
              .assign(session_length=lambda d: d.groupby('session')['char'].count())
              .assign(n_sessions=lambda d: d.groupby('char')['session'].nunique()))

When you call d.groupby('session')['char'].count() you get a series back that has a different length than the original dataframe.

dataf = df.pipe(set_types).pipe(sessionize)
dataf.groupby("session")["char"].count().shape, dataf.shape
# ((5954828,), (10826734, 8))

This is confirmed when looking at the output of the function.

CleanShot 2023-03-28 at 15 25 46

Figured I'd stop here and check for feedback, it might certainly be that I'm skipping over something, and I'll gladly hear it if that is the case.

@dshemetov
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dshemetov commented Mar 28, 2023

Ah you're right, thanks! This is a bit more tricky than I thought.

I overlooked that the pandas.DataFrame.transform returns a DataFrame with the same dimension as the input DataFrame, so your original code avoids having to do a join, while my first revision above misses that.

Here's another revision that uses join instead of assign. This fixes these issues and is about an order magnitude faster than the original! I added a compare method to make sure the new code and the original code have identical outputs!

I'm getting these benchmarks for the full pipeline (set types, sessionize, add features, and remove bots) in Polars and Pandas (after loading both into a df):

polars: 4.23 s
pandas: 23.5 s

So I agree with you that Polars is almost an order of magnitude faster here, but at least it's not two orders! 😄

(Also minor note, not important for the benchmark: the sessionize default thresholds are set differently for Polars vs Pandas.)

import pandas as pd 

%%time
pandas_df = pd.read_csv("wowah_data.csv")
pandas_df.columns = [c.replace(" ", "") for c in pandas_df.columns]
# CPU times: user 5.8 s, sys: 1.21 s, total: 7 s

def set_types(dataf):
    return (dataf
            .assign(timestamp=lambda d: pd.to_datetime(d['timestamp'], format="%m/%d/%y %H:%M:%S"),
                    guild=lambda d: d['guild'] != -1))
            
def sessionize(dataf, threshold=60*10):
    return (dataf
             .sort_values(["char", "timestamp"])
             .assign(ts_diff=lambda d: (d['timestamp'] - d['timestamp'].shift()).dt.seconds > threshold,
                     char_diff=lambda d: (d['char'].diff() != 0),
                     new_session_mark=lambda d: d['ts_diff'] | d['char_diff'],
                     session=lambda d: d['new_session_mark'].fillna(0).cumsum())
             .drop(columns=['char_diff', 'ts_diff', 'new_session_mark']))

def add_features(dataf):
    return (dataf
              .assign(session_length=lambda d: d.groupby('session')['char'].transform(lambda d: d.count()))
              .assign(n_sessions=lambda d: d.groupby('char')['session'].transform(lambda d: d.nunique())))

def remove_bots(dataf, max_session_hours=24):
    n_rows = max_session_hours*6
    return (dataf
            .assign(max_sess_len=lambda d: d.groupby('char')['session_length'].transform(lambda d: d.max()))
            .loc[lambda d: d["max_sess_len"] < n_rows]
            .drop(columns=["max_sess_len"]))

def add_features_fast(dataf):
    return (dataf
             .join(
                dataf.groupby('session')['char'].count().rename("session_length"),
                on="session")
             .join(
                dataf.groupby('char')['session'].nunique().rename("n_sessions"),
                on="char"))

def remove_bots_fast(dataf, max_session_hours=24):
    n_rows = max_session_hours*6
    return (dataf
            .join(
                dataf.groupby('char')['session_length'].max().rename("max_sess_len"),
                on="char")
            .loc[lambda d: d["max_sess_len"] < n_rows]
            .drop(columns=["max_sess_len"]))

%%time 
pandas_slow = pandas_df.pipe(set_types).pipe(sessionize).pipe(add_features).pipe(remove_bots)
# CPU times: user 7min 59s, sys: 10.7 s, total: 8min 9s

%%time
pandas_fast = pandas_df.pipe(set_types).pipe(sessionize).pipe(add_features_fast).pipe(remove_bots_fast)
# CPU times: user 20.7 s, sys: 2.91 s, total: 23.6 s

assert pandas_fast.compare(pandas_slow).empty
assert (pandas_fast == pandas_slow).all().all()

@wgong
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wgong commented Mar 29, 2023

polars (0.16.16)       4.9s
pandas (1.5.3)       28.2s

pandas (2.0.0rc1) throws an error: <class 'numpy.intc'>
my code for comparison is at https://github.com/wgong/py4kids/blob/master/lesson-14.6-polars/polars-cookbook/cookbook/pandas_vs_polars.py#L532

@koaning
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koaning commented Mar 29, 2023

I would not have expected .transform() to be slower than .join()!

But yeah, I'll also poke around some more here, but thanks for the reply!

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