Develop Reference

Increasing efficiency for zero shot classification

I am using zero shot classification to label large amounts of data. I have written a simple function to assist me with this and am wondering if there is a better way for this to run. My current logic was to take the highest score and label and append this label into a dataframe.
def labeler(input_df,output_df):
labels = ['Fruit','Vegetable','Meat','Other']
for i in tqdm(range(len(input_df))):
temp = classifier(input_df['description'][i],labels)
output ={'work_order_num':input_df['order_num'][i],
'work_order_desc':input_df['description'][i],
'label':temp['labels'][0],
'score':temp['scores'][0]}
output_df.append(output)
In terms of speed and resources would it be better to shape this function with lambda?

Your problem boils down to iteration over the pandas dataframe input_df. Doing that with a for loop is not the most efficient way (see: How to iterate over rows in a DataFrame in Pandas).
I suggest doing something like this:
output_df['work_order_num', 'work_order_desc'] = input_df['order_num', 'description'] # these columns can be copied as whole.
def classification(df_desc):
temp = classifier(df_desc, labels)
return temp['labels'][0], temp['scores'][0]
output_df['label'], output_df['score'] = zip(*input_df.apply(classification))
classification function returns tuples of values that need to be unpacked so I used the zip trick from this question.
Also, building a dataframe by concatenation is a very slow process too. So with the solution above you omit two potentially prohibitively slow operations: slow for-loop and appending rows to a dataframe.

Pandas dataframe sum of row won't let me use result in equation

Anybody wish to help me understand why below code doesn't work?
start_date = '1990-01-01'
ticker_list = ['SPY', 'QQQ', 'IWM','GLD']
tickers = yf.download(ticker_list, start=start_date)['Close'].dropna()
ticker_vol_share = (tickers.pct_change().rolling(20).std()) \
/ ((tickers.pct_change().rolling(20).std()).sum(axis=1))
Both (tickers.pct_change().rolling(20).std()) and ((tickers.pct_change().rolling(20).std()).sum(axis=1)) runs fine by themselves, but when ran together they form a dataframe with thousands of columns all filled with nan

Try this.
rolling_std = tickers.pct_change().rolling(20).std()
ticker_vol_share = rolling_std.apply(lambda row:row/sum(row),axis = 1)
You will get

Why its not working as expected:
Your tickers object is a DataFrame, as is the tickers.pct_change(), tickers.pct_change().rolling(20) and tickers.pct_change().rolling(20).std(). The tickers.pct_change().rolling(20).std().sum(axis=1) is probably a Series.
You're therefore doing element-wise division of a DataFrame by a Series. This yields a DataFrame.
Without seeing your source data, it's hard to say for sure why the output DF is filled with nan, but that can certainly happen if some of the things you're dividing by are 0. It might also happen if each series is only one element long after taking the rolling average. It might also happen if you're actually evaluating a Series tickers rather than a DataFrame, since Series.sum(axis=1) doesn't make a whole lot of sense. It is also suspicious that your top and bottom portions of the division are probably different shapes, since sum() collapses an axis.
It's not clear to me what your expected output is, so I'll defer to others or wait for an update before answering that part.

Multiply pd DataFrame column with 7-digit scalar

I am trying to modify a pandas dataframe column this way:
Temporary=DF.loc[start:end].copy()
SLICE=Temporary.unstack("time").copy()
SLICE["Var"]["Jan"] = 2678400*SLICE["Var"]["Jan"]
However, this does not work. The resulting column SLICE["Var"]["Jan"] is still the same as before the multiplication.
If I multiply with 2 orders of magnitude less, the multiplication works. Also a subsequent multiplication with 100 to receive the same value that was intended in the first place, works.
SLICE["Var"]["Jan"] = 26784*SLICE["Var"]["Jan"]
SLICE["Var"]["Jan"] = 100*SLICE["Var"]["Jan"]
I seems like the scalar is too large for the multiplication. Is this a python thing or a pandas thing? How can I make sure that the multiplication with the 7-digit number works directly?
I am using Python 3.8, the precision of numbers in the dataframe is float32, they are in a range between 5.0xE-5 and -5.0xE-5 with some numbers having a smaller absolute value than 1xE-11.
EDIT: It might have to do with the 2-level column indexing. When I delete the first level, the calculation works:
Temporary=DF.loc[start:end].copy()
SLICE=Temporary.unstack("time").copy()
SLICE=SLICE.droplevel(0, axis=1)
SLICE["Jan"] = 2678400*SLICE["Jan"]

Your first method might give SettingWithCopyWarning which basically means the changes are not made to the actual dataframe. You can use .loc instead:
SLICE.loc[:,('Var', 'Jan')] = SLICE.loc[:,('Var', 'Jan')]*2678400

How to groupby or resample by a specific number of rows -- using Dask (Python)

I'm trying to downsample Dask dataframes by any x number of rows.
For instance, if I was using datetimes as an index, I could just use:
df = df.resample('1h').ohlc()
But I don't want to resample by datetimes, I want to resample by a fixed number of rows...something like:
df = df.resample(rows=100).ohlc()
I did a bunch of searching and found these three old SO pages:
This one suggests:
df.groupby(np.arange(len(df))//x), where x = the number of rows.
pd.DataFrame(df.values.reshape(-1,2,df.shape[1]).mean(1)), but I have trouble understanding this one.
pd.DataFrame(np.einsum('ijk->ik',df.values.reshape(-1,2,df.shape[1]))/2.0), but I also have trouble understanding this one.
This one suggests df.groupby(np.arange(len(df))//x) again.
This one suggests df_sub = df.rolling(x).mean()[::x], but it says it's wasteful, and doesn't seem optimized for Dask.
The best, fastest option seems to be df.groupby(np.arange(len(df))//x), and it works fine in Pandas. However, when I try it in Dask, I get: ValueError: Grouper and axis must be same length
How do I resample by # of rows using Dask?
I have dataframes with:
A standard index (e.g. 1,2,3,4,5...,n)
Datetime values I could potentially use as an index (although I don't necessarily want to)
Non-standard lengths (i.e. Some of them have an even number of rows, and some have an odd number).

Computation between two large columns in a Pandas Dataframe

I have a dataframe that has 2 columns of zipcodes, I would like to add another column with their distance values, I am able to do this with a fairly low number of rows, but I am now working with a dataframe that has about 500,000 rows for calculations. The code I have works, but on my current dataframe it's been about 30 minutes of running, and still no completion, so I feel what i'm doing is extremely inefficient.
Here is the code
import pgeocode
dist = pgeocode.GeoDistance('us')
def distance_pairing(start,end):
return dist.query_postal_code(start, end)
zips['distance'] = zips.apply(lambda x: distance_pairing(x['zipstart'], x['zipend']), axis=1)
zips
I know looping is out of the question, so is there something else I can do, efficiency wise that would make this better?

Whenever possible, use vectorized operations in pandas and numpy. In this case:
zips['distance'] = dist.query_postal_code(
zips['zipstart'].values,
zips['zipend'].values,
)
This won't always work, but in this case, the underlying pgeocode.haversine function is written (in numpy) to accommodate arrays of x and y coordinates. This should speed up your code by several orders of magnitude for a dataframe of this size.