How do I improve the performance of pandas GroupBy filter operation?

问题

This is my first time asking a question.

I'm working with a large CSV dataset (it contains over 15 million rows and is over 1.5 GB in size).

I'm loading the extracts into Pandas dataframes running in Jupyter Notebooks to derive an algorithm based on the dataset. I group the data by MAC address, which results in 1+ million groups.

Core to my algorithm development is running this operation:

pandas.core.groupby.DataFrameGroupBy.filter

Running this operation takes 3 to 5 minutes, depending on the data set. To develop this algorithm, I must execute this operation hundreds, perhaps thousands of times.

This operation appears to be CPU bound and only uses one of several cores available on my machine. I spent a few hours researching potential solutions online. I've tried to use both numba and dask to accelerate this operation and both attempts resulted in exceptions.

Numba provided a message to the effect of "this should not have happened, thank you for helping improve the product". Dask, it appears, may not implement the DataFrameGroupBy.filter operation. I could not determine how to re-write my code to use pool/map.

I'm looking for suggestions on how to accelerate this operation:

pandas.core.groupby.DataFrameGroupBy.filter

Here is an example of this operation in my code. There are other examples, all of which seem to have about the same execution time.

import pandas as pd

def import_data(_file, _columns):
    df = pd.read_csv(_file, low_memory = False)
    df[_columns] = df[_columns].apply(pd.to_numeric, errors='coerce')
    df = df.sort_values(by=['mac', 'time'])
    # The line below takes ~3 to 5 minutes to run
    df = df.groupby(['mac']).filter(lambda x: x['latency'].count() > 1)
    return df

How can I speed this up?

回答1:

filter is generally known to be slow when used with GroupBy. If you are trying to filter a DataFrame based on a conditional inside a GroupBy, a better alternative is to use transform or map:

df[df.groupby('mac')['latency'].transform('count').gt(1)]

df[df['mac'].map(df.groupby('mac')['latency'].count()).gt(1)]

来源：https://stackoverflow.com/questions/54610459/how-do-i-improve-the-performance-of-pandas-groupby-filter-operation