Blaze (not) in-depth

 
 

numpy + pandas for datasets larger than memory

 

Blaze in Pictures

IDEAL: pandas-like workflow, BUT not in pandas

  • Spark
  • Impala
  • Other potentially-large-data systems ...

Pandas

select avg(account) from df group by name
df.groupby('name').account.mean()

SQL

SPARK

Different systems express things differently

df.groupBy(df.name).agg({'mean': 'amount'})

LET blaze drive it for you

To the notebook!

into the rabbit hole!

 

Expressions

 

Ask questions about your data

Expressions

Blaze expressions describe our data. They consist of symbols and operations on those symbols

>>> from blaze import symbol
>>> t = symbol('t', '1000000 * {name: string, amount: float64}')

datashape = shape + type info

symbol name

"t is a one million row table with a string column called 'name' and a float64 column called 'amount'"

MOar ExpressioNS!

>>> by(t.name, avg=t.amount.mean(), sum=t.amount.sum())

Split-apply-combine

Join

>>> join(s, t, on_left='name', on_right='alias')

​Many more...

  • Arithmetic (can use numba here)
  • Reductions (nunique, count, etc.)
  • We take requests!
 

Data

 

Bits and Bytes

resources

  • resource
    • Regex dispatcher
    • resource('*.csv') -> CSV object
    • resource('postgresql://...') -> sqlalchemy table
    • resource('foo.bcolz') -> ctable or carray
  • Lets you get to your data quickly
 

we also need to be able to go between different systems

 

Migrations with odo

  • go from a thing of type B -> thing of type A
    • e.g., numpy array to sqlalchemy table
  • get the least cost conversion path from B -> A
    • uses networkx
  • alleviates us having to write every single conversion from A <-> B
    • Difficult to test all conversions

numpy arrays

Dataframes

Generic iterators

 

Performance?

 

Yes, please

 

Currently, we can express simple parallelism by chunking

how does this work?

Chunking

SUPPOSE WE HAVE A LARGE ARRAY OF INTEGERS

x = np.array([5, 3, 1, ... <one trillion numbers>, ... 12, 5, 10])

A trillion numbers

How do we compute the sum?

x.sum()

Define the problem in Blaze

>>> from blaze import symbol
>>> x = symbol('x', '1000000000 * int')
>>> x.sum()

sum by chunking

size = 1000000
chunk = x[size * i:size * (i + 1)]
aggregate[i] = chunk.sum()
aggregate.sum()
>>> from blaze.expr.split import split
>>> split(x, x.sum())
((chunk,     sum(chunk)),
 (aggregate, sum(aggregate)))

Sum of aggregated results

Sum of each chunk

Count by chunking

size = 1000000
chunk = x[size * i:size * (i + 1)]
aggregate[i] = chunk.count()
aggregate.sum()
>>> from blaze.expr.split import split
>>> split(x, x.count())
((chunk,     count(chunk)),
 (aggregate, sum(aggregate)))

Sum of aggregated results

Count of each chunk

mean by chunking

size = 1000000
chunk = x[size * i:size * (i + 1)]
aggregate.total[i] = chunk.sum()
aggregate.n[i] = chunk.count()
aggregate.total.sum() / aggregate.n.sum()
>>> from blaze.expr.split import split
>>> split(x, x.mean())
((chunk,     summary(count=count(chunk), total=sum(chunk))),
 (aggregate, sum(aggregate.total)) / sum(aggregate.count))

Sum the total and count then divide

Sum and count of each chunk

number of occurrences by chunking

size = 1000000
chunk = x[size * i:size * (i + 1)]
by(chunk, freq=chunk.count())
by(aggregate, freq=aggregate.freq.sum())
>>> from blaze.expr.split import split
>>> split(x, by(x, freq=x.count())
((chunk,     by(chunk, freq=count(chunk))),
 (aggregate, by(aggregate.chunk, freq=sum(aggregate.freq))))

Split-apply-combine on concatenation of results

Split-apply-combine on each chunk

n-dimensional reductions

>>> points = symbol('points', '10000 * 10000 * 10000 * {x: int, y: int}')
>>> expr = (points.x + points.y).var(axis=0)
>>> split(points, expr, chunk=chunk)
((chunk,
  summary(n  = count( chunk.x + chunk.y ),
          x  =   sum( chunk.x + chunk.y ),
          x2 =   sum((chunk.x + chunk.y) ** 2))),
 (aggregate,
    (sum(aggregate.x2) / (sum(aggregate.n)))
 - ((sum(aggregate.x)  / (sum(aggregate.n))) ** 2)))

Variance of x + y

Chunk: a cube of a billion elements

Data: a 10000 by 10000 by 10000 array of (x,y) coordinates

>>> chunk = symbol('chunk', '1000 * 1000 * 1000 * {x: int, y: int}')

This works on many things people want to with pandas

...except sort and joins

nyc taxi dataset notebook

 

Thanks!

 

Questions?

Interpreter structure

compute core:

  1. before execution
    • ​optimize
      • expression optimizations
    • pre_compute
      • beginning of the pipeline
  2. execution
    • compute_down
      • operate on the whole expression
    • ​pre_compute
      • something has changed type
    • compute_up
      • Individual node in the expression
  3. After execution
    • post_compute
      • most of the time this doesn't do anything
      • SQL backend is notable

compute core:

  1. pre_compute all leaves
  2. optimize
  3. compute_down if the implementation exists
  4. bottom up traversal of the expression tree until we change data types significantly or we've reached the root node
  5. optimize and pre_compute
  6. go to 3
  7. post_compute
-- manipulate the data before execution
pre_compute :: Expr, Data -> Data

-- manipulate the expression before execution
optimize :: Expr, Data -> Expr

-- do something with the entire expression before calling compute_up
compute_down :: Expr, Data -> Data

-- compute a single node in our expression tree
compute_up :: Expr, Data -> Data

-- do something after we've traversed the tree
post_compute :: Expr, Data -> Data

-- run the interpreter
compute :: Expr, Data -> Data

compute core:

SOME NICE DOCS

pytables backend Example

>>> @dispatch(Selection, tb.Table)    
... def compute_up(expr, data):
...     s = eval_str(expr.predicate)  # Produce string like 'amount < 0'
...     return data.read_where(s)     # Use PyTables read_where method

>>> @dispatch(Head, tb.Table)         
... def compute_up(expr, data):
...     return data[:expr.n]          # PyTables supports standard indexing

>>> @dispatch(Field, tb.Table)       
... def compute_up(expr, data):
...     return data.col(expr._name)  # Use the PyTables .col method

Blaze in-depth

By Phillip Cloud

Blaze in-depth

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