what is the most efficient way to find the position of the first np.nan value?

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南旧
南旧 2020-12-03 21:46

consider the array a

a = np.array([3, 3, np.nan, 3, 3, np.nan])

I could do

np.isnan(a).argmax()
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  • 2020-12-03 21:49

    Here is a pythonic approach using itertools.takewhile():

    from itertools import takewhile
    sum(1 for _ in takewhile(np.isfinite, a))
    

    Benchmark with generator_expression_within_next approach: 1

    In [118]: a = np.repeat(a, 10000)
    
    In [120]: %timeit next(i for i, j in enumerate(a) if np.isnan(j))
    100 loops, best of 3: 12.4 ms per loop
    
    In [121]: %timeit sum(1 for _ in takewhile(np.isfinite, a))
    100 loops, best of 3: 11.5 ms per loop
    

    But still (by far) slower than numpy approach:

    In [119]: %timeit np.isnan(a).argmax()
    100000 loops, best of 3: 16.8 µs per loop
    

    1. The problem with this approach is using enumerate function. Which returns an enumerate object from the numpy array first (which is an iterator like object) and calling the generator function and next attribute of the iterator will take time.

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  • 2020-12-03 21:53

    When looking for the first match in various scenarios, we could iterate through and look for the first match and exit out on the first match rather than going/processing the entire array. So, we would have an approach using Python's next function , like so -

    next((i for i, val in enumerate(a) if np.isnan(val)))
    

    Sample runs -

    In [192]: a = np.array([3, 3, np.nan, 3, 3, np.nan])
    
    In [193]: next((i for i, val in enumerate(a) if np.isnan(val)))
    Out[193]: 2
    
    In [194]: a[2] = 10
    
    In [195]: next((i for i, val in enumerate(a) if np.isnan(val)))
    Out[195]: 5
    
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  • 2020-12-03 21:58

    It might also be worth to look into numba.jit; without it, the vectorized version will likely beat a straight-forward pure-Python search in most scenarios, but after compiling the code, the ordinary search will take the lead, at least in my testing:

    In [63]: a = np.array([np.nan if i % 10000 == 9999 else 3 for i in range(100000)])
    
    In [70]: %paste
    import numba
    
    def naive(a):
            for i in range(len(a)):
                    if np.isnan(a[i]):
                            return i
    
    def short(a):
            return np.isnan(a).argmax()
    
    @numba.jit
    def naive_jit(a):
            for i in range(len(a)):
                    if np.isnan(a[i]):
                            return i
    
    @numba.jit
    def short_jit(a):
            return np.isnan(a).argmax()
    ## -- End pasted text --
    
    In [71]: %timeit naive(a)
    100 loops, best of 3: 7.22 ms per loop
    
    In [72]: %timeit short(a)
    The slowest run took 4.59 times longer than the fastest. This could mean that an intermediate result is being cached.
    10000 loops, best of 3: 37.7 µs per loop
    
    In [73]: %timeit naive_jit(a)
    The slowest run took 6821.16 times longer than the fastest. This could mean that an intermediate result is being cached.
    100000 loops, best of 3: 6.79 µs per loop
    
    In [74]: %timeit short_jit(a)
    The slowest run took 395.51 times longer than the fastest. This could mean that an intermediate result is being cached.
    10000 loops, best of 3: 144 µs per loop
    

    Edit: As pointed out by @hpaulj in their answer, numpy actually ships with an optimized short-circuited search whose performance is comparable with the JITted search above:

    In [26]: %paste
    def plain(a):
            return a.argmax()
    
    @numba.jit
    def plain_jit(a):
            return a.argmax()
    ## -- End pasted text --
    
    In [35]: %timeit naive(a)
    100 loops, best of 3: 7.13 ms per loop
    
    In [36]: %timeit plain(a)
    The slowest run took 4.37 times longer than the fastest. This could mean that an intermediate result is being cached.
    100000 loops, best of 3: 7.04 µs per loop
    
    In [37]: %timeit naive_jit(a)
    100000 loops, best of 3: 6.91 µs per loop
    
    In [38]: %timeit plain_jit(a)
    10000 loops, best of 3: 125 µs per loop
    
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  • 2020-12-03 21:59

    I'll nominate

    a.argmax()
    

    With @fuglede's test array:

    In [1]: a = np.array([np.nan if i % 10000 == 9999 else 3 for i in range(100000)])
    In [2]: np.isnan(a).argmax()
    Out[2]: 9999
    In [3]: np.argmax(a)
    Out[3]: 9999
    In [4]: a.argmax()
    Out[4]: 9999
    
    In [5]: timeit a.argmax()
    The slowest run took 29.94 ....
    10000 loops, best of 3: 20.3 µs per loop
    
    In [6]: timeit np.isnan(a).argmax()
    The slowest run took 7.82 ...
    1000 loops, best of 3: 462 µs per loop
    

    I don't have numba installed, so can compare that. But my speedup relative to short is greater than @fuglede's 6x.

    I'm testing in Py3, which accepts <np.nan, while Py2 raises a runtime warning. But the code search suggests this isn't dependent on that comparison.

    /numpy/core/src/multiarray/calculation.c PyArray_ArgMax plays with axes (moving the one of interest to the end), and delegates the action to arg_func = PyArray_DESCR(ap)->f->argmax, a function that depends on the dtype.

    In numpy/core/src/multiarray/arraytypes.c.src it looks like BOOL_argmax short circuits, returning as soon as it encounters a True.

    for (; i < n; i++) {
        if (ip[i]) {
            *max_ind = i;
            return 0;
        }
    }
    

    And @fname@_argmax also short circuits on maximal nan. np.nan is 'maximal' in argmin as well.

    #if @isfloat@
        if (@isnan@(mp)) {
            /* nan encountered; it's maximal */
            return 0;
        }
    #endif
    

    Comments from experienced c coders are welcomed, but it appears to me that at least for np.nan, a plain argmax will be as fast you we can get.

    Playing with the 9999 in generating a shows that the a.argmax time depends on that value, consistent with short circuiting.

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