[SciPy-User] [ANN] Bottleneck 0.1

[Keith Goodman]

This is the first release of Bottleneck, a collection of fast, NumPy
array functions written in Cython.

The three categories of Bottleneck functions:

- Faster replacement for NumPy and SciPy functions
- Moving window functions
- Group functions that bin calculations by like-labeled elements

Function signatures (using nanmean as an example):

Functions
    nanmean(arr, axis=None)
Moving window
    move_mean(arr, window, axis=0)
Group by
    group_nanmean(arr, label, order=None, axis=0)

Let's give it a try. Create a NumPy array:

    >>> import numpy as np
    >>> arr = np.array([1, 2, np.nan, 4, 5])

Find the nanmean:

    >>> import bottleneck as bn
    >>> bn.nanmean(arr)
    3.0

Moving window nanmean:

    >>> bn.move_nanmean(arr, window=2)
    array([ nan,  1.5,  2. ,  4. ,  4.5])

Group nanmean:

    >>> label = ['a', 'a', 'b', 'b', 'a']
    >>> bn.group_nanmean(arr, label)
    (array([ 2.66666667,  4.        ]), ['a', 'b'])

Fast
====

Bottleneck is fast:

    >>> arr = np.random.rand(100, 100)
    >>> timeit np.nanmax(arr)
    10000 loops, best of 3: 99.6 us per loop
    >>> timeit bn.nanmax(arr)
    100000 loops, best of 3: 15.3 us per loop

Let's not forget to add some NaNs:

    >>> arr[arr > 0.5] = np.nan
    >>> timeit np.nanmax(arr)
    10000 loops, best of 3: 146 us per loop
    >>> timeit bn.nanmax(arr)
    100000 loops, best of 3: 15.2 us per loop

Bottleneck comes with a benchmark suite that compares the performance
of the bottleneck functions that have a NumPy/SciPy equivalent. To run
the benchmark:

    >>> bn.benchit(verbose=False)
    Bottleneck performance benchmark
        Bottleneck  0.1.0dev
        Numpy       1.5.1
        Scipy       0.8.0
        Speed is numpy (or scipy) time divided by Bottleneck time
        NaN means all NaNs
       Speed   Test                  Shape        dtype    NaN?
       2.4019  median(a, axis=-1)    (500,500)    float64
       2.2668  median(a, axis=-1)    (500,500)    float64  NaN
       4.1235  median(a, axis=-1)    (10000,)     float64
       4.3498  median(a, axis=-1)    (10000,)     float64  NaN
       9.8184  nanmax(a, axis=-1)    (500,500)    float64
       7.9157  nanmax(a, axis=-1)    (500,500)    float64  NaN
       9.2306  nanmax(a, axis=-1)    (10000,)     float64
       8.1635  nanmax(a, axis=-1)    (10000,)     float64  NaN
       6.7218  nanmin(a, axis=-1)    (500,500)    float64
       7.9112  nanmin(a, axis=-1)    (500,500)    float64  NaN
       6.4950  nanmin(a, axis=-1)    (10000,)     float64
       8.0791  nanmin(a, axis=-1)    (10000,)     float64  NaN
      12.3650  nanmean(a, axis=-1)   (500,500)    float64
      42.0738  nanmean(a, axis=-1)   (500,500)    float64  NaN
      12.2769  nanmean(a, axis=-1)   (10000,)     float64
      22.1285  nanmean(a, axis=-1)   (10000,)     float64  NaN
       9.5515  nanstd(a, axis=-1)    (500,500)    float64
      68.9192  nanstd(a, axis=-1)    (500,500)    float64  NaN
       9.2174  nanstd(a, axis=-1)    (10000,)     float64
      26.1753  nanstd(a, axis=-1)    (10000,)     float64  NaN

Faster
======

Under the hood Bottleneck uses a separate Cython function for each
combination of ndim, dtype, and axis. A lot of the overhead in
bn.nanmax(), for example, is in checking that the axis is within
range, converting non-array data to an array, and selecting the
function to use to calculate the maximum.

You can get rid of the overhead by doing all this before you, say,
enter an inner loop:

    >>> arr = np.random.rand(10,10)
    >>> func, a = bn.func.nanmax_selector(arr, axis=0)
    >>> func
    <built-in function nanmax_2d_float64_axis0>

Let's see how much faster than runs:

    >> timeit np.nanmax(arr, axis=0)
    10000 loops, best of 3: 25.7 us per loop
    >> timeit bn.nanmax(arr, axis=0)
    100000 loops, best of 3: 5.25 us per loop
    >> timeit func(a)
    100000 loops, best of 3: 2.5 us per loop

Note that func is faster than Numpy's non-NaN version of max:

    >> timeit arr.max(axis=0)
    100000 loops, best of 3: 3.28 us per loop

So adding NaN protection to your inner loops comes at a negative cost!

Functions
=========

Bottleneck is in the prototype stage.

Bottleneck contains the following functions:

median
nanmean
nanvar
nanstd
nanmin
nanmax
move_nanmean
group_nanmean

Currently only 1d, 2d, and 3d NumPy arrays with dtype int32, int64,
and float64 are supported.

License
=======

Bottleneck is distributed under a Simplified BSD license. Parts of
NumPy, Scipy and numpydoc, all of which have BSD licenses, are
included in Bottleneck. See the LICENSE file, which is distributed
with Bottleneck, for details.

URLs
====

download
    http://pypi.python.org/pypi/Bottleneck
docs
    http://berkeleyanalytics.com/bottleneck
code
    http://github.com/kwgoodman/bottleneck
mailing list
    http://groups.google.com/group/bottle-neck

Install
=======

Requirements:

Bottleneck
    Python, NumPy 1.5.1+, SciPy 0.8.0+
Unit tests
    nose
Compile
    gcc or MinGW

**GNU/Linux, Mac OS X, et al.**

To install Bottleneck:

    $ python setup.py build
    $ sudo python setup.py install

Or, if you wish to specify where Bottleneck is installed, for example
inside /usr/local:

    $ python setup.py build
    $ sudo python setup.py install --prefix=/usr/local

**Windows**

In order to compile the C code in dsna you need a Windows version of
the gcc compiler. MinGW (Minimalist GNU for Windows) contains gcc and
has been used to successfully compile dsna on Windows.

Install MinGW and add it to your system path. Then install dsna with
the commands:

    python setup.py build --compiler=mingw32
    python setup.py install

**Post install**

After you have installed Bottleneck, run the suite of unit tests:

    >>> import bottleneck as bn
    >>> bn.test()
    <snip>
    Ran 10 tests in 13.756s
    OK
    <nose.result.TextTestResult run=10 errors=0 failures=0>