Storing scipy sparse matrix as HDF5

Question

I want to compress and store a humongous Scipy matrix in HDF5 format. How do I do this? I\'ve tried the below code:

a = csr_matrix((dat, (row, col)), shape=(9479         


        

Answer 1

You can use scipy.sparse.save_npz method

Alternatively consider using Pandas.SparseDataFrame, but be aware that this method is very slow (thanks to @hpaulj for testing and pointing it out)

Demo:

generating sparse matrix and SparseDataFrame

In [55]: import pandas as pd

In [56]: from scipy.sparse import *

In [57]: m = csr_matrix((20, 10), dtype=np.int8)

In [58]: m
Out[58]:
<20x10 sparse matrix of type ''
        with 0 stored elements in Compressed Sparse Row format>

In [59]: sdf = pd.SparseDataFrame([pd.SparseSeries(m[i].toarray().ravel(), fill_value=0)
    ...:                           for i in np.arange(m.shape[0])])
    ...:

In [61]: type(sdf)
Out[61]: pandas.sparse.frame.SparseDataFrame

In [62]: sdf.info()

RangeIndex: 20 entries, 0 to 19
Data columns (total 10 columns):
0    20 non-null int8
1    20 non-null int8
2    20 non-null int8
3    20 non-null int8
4    20 non-null int8
5    20 non-null int8
6    20 non-null int8
7    20 non-null int8
8    20 non-null int8
9    20 non-null int8
dtypes: int8(10)
memory usage: 280.0 bytes

saving SparseDataFrame to HDF file

In [64]: sdf.to_hdf('d:/temp/sparse_df.h5', 'sparse_df')

reading from HDF file

In [65]: store = pd.HDFStore('d:/temp/sparse_df.h5')

In [66]: store
Out[66]:

File path: d:/temp/sparse_df.h5
/sparse_df            sparse_frame

In [67]: x = store['sparse_df']

In [68]: type(x)
Out[68]: pandas.sparse.frame.SparseDataFrame

In [69]: x.info()

Int64Index: 20 entries, 0 to 19
Data columns (total 10 columns):
0    20 non-null int8
1    20 non-null int8
2    20 non-null int8
3    20 non-null int8
4    20 non-null int8
5    20 non-null int8
6    20 non-null int8
7    20 non-null int8
8    20 non-null int8
9    20 non-null int8
dtypes: int8(10)
memory usage: 360.0 bytes