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From Felix Benning <felix.benn...@gmail.com>
Subject Re: Attn: Wes, Re: Masked Arrays
Date Sat, 04 Apr 2020 21:39:00 GMT
Does anyone have an opinion (or links) about Bitpattern vs Masked Arrays 
for NA implementations? There seems to have been a discussion about that 
in the numpy community in 2012 
https://numpy.org/neps/nep-0026-missing-data-summary.html without an 
apparent result.

Summary of the Summary:
- The Bitpattern approach reserves one bitpattern of any type as na, the 
only type not having spare bitpatterns are integers which means this 
decreases their range by one. This approach is taken by R and was 
regarded as more performant in 2012.
- The Mask approach was deemed more flexible, since it would allow 
"degrees of missingness", and also cleaner/easier implementation.

Since bitpattern checks would probably disrupt SIMD, I feel like some 
calculations (e.g. mean) would actually benefit more, from setting na 
values to zero, proceeding as if they were not there, and using the 
number of nas in the metadata to adjust the result. This of course does 
not work if two columns are used (e.g. scalar product), which is 
probably more important.

Was using Bitmasks in Arrow a conscious performance decision? Or was the 
decision only based on the fact, that R and Bitpattern implementations 
in general are a niche, which means that Bitmasks are more compatible 
with other languages?

I am curious about this topic, since the "lack of proper na support" was 
cited as the reason, why Python would never replace R in statistics.

Thanks,

Felix


On 31.03.20 14:52, Joris Van den Bossche wrote:
> Note that pandas is starting to use a notion of "masked arrays" as 
> well, for example for its nullable integer data type, but also not 
> using the np.ma <http://np.ma> masked array, but a custom 
> implementation (for technical reasons in pandas this was easier).
>
> Also, there has been quite some discussion last year in numpy about a 
> possible re-implementation of a MaskedArray, but using numpy's 
> protocols (`__array_ufunc__`, `__array_function__` etc), instead of 
> being a subclass like np.ma <http://np.ma> now is. See eg 
> https://mail.python.org/pipermail/numpy-discussion/2019-June/079681.html.
>
> Joris
>
> On Mon, 30 Mar 2020 at 18:57, Daniel Nugent <nugend@gmail.com 
> <mailto:nugend@gmail.com>> wrote:
>
>     Ok. That actually aligns closely to what I'm familiar with. Good
>     to know.
>
>     Thanks again for taking the time to respond,
>
>     -Dan Nugent
>
>
>     On Mon, Mar 30, 2020 at 12:38 PM Wes McKinney <wesmckinn@gmail.com
>     <mailto:wesmckinn@gmail.com>> wrote:
>
>         Social and technical reasons I guess. Empirically it's just
>         not used much.
>
>         You can see my comments about numpy.ma <http://numpy.ma> in my
>         2010 paper about pandas
>
>         https://conference.scipy.org/proceedings/scipy2010/pdfs/mckinney.pdf
>
>         At least in 2010, there were notable performance problems when
>         using
>         MaskedArray for computations
>
>         "We chose to use NaN as opposed to using NumPy MaskedArrays for
>         performance reasons (which are beyond the scope of this
>         paper), as NaN
>         propagates in floating-point operations in a natural way and
>         can be
>         easily detected in algorithms."
>
>         On Mon, Mar 30, 2020 at 11:20 AM Daniel Nugent
>         <nugend@gmail.com <mailto:nugend@gmail.com>> wrote:
>         >
>         > Thanks! Since I'm just using it to jump to Arrow, I think
>         I'll stick with it.
>         >
>         > Do you have any feelings about why Numpy's masked arrays
>         didn't gain favor when many data representation formats
>         explicitly support nullity (including Arrow)? Is it just that
>         not carrying nulls in computations forward is preferable (that
>         is, early filtering/value filling was easier)?
>         >
>         > -Dan Nugent
>         >
>         >
>         > On Mon, Mar 30, 2020 at 11:40 AM Wes McKinney
>         <wesmckinn@gmail.com <mailto:wesmckinn@gmail.com>> wrote:
>         >>
>         >> On Mon, Mar 30, 2020 at 8:31 AM Daniel Nugent
>         <nugend@gmail.com <mailto:nugend@gmail.com>> wrote:
>         >> >
>         >> > Didn’t want to follow up on this on the Jira issue
>         earlier since it's sort of tangential to that bug and more of
>         a usage question. You said:
>         >> >
>         >> > > I wouldn't recommend building applications based on
>         them nowadays since the level of support / compatibility in
>         other projects is low.
>         >> >
>         >> > In my case, I am using them since it seemed like a
>         straightforward representation of my data that has nulls, the
>         format I’m converting from has zero cost numpy
>         representations, and converting from an internal format into
>         Arrow in memory structures appears zero cost (or close to it)
>         as well. I guess I can just provide the mask as an explicit
>         argument, but my original desire to use it came from being
>         able to exploit numpy.ma.concatenate in a way that saved some
>         complexity in implementation.
>         >> >
>         >> > Since Arrow itself supports masking values with a
>         bitfield, is there something intrinsic to the notion of array
>         masks that is not well supported? Or do you just mean the
>         specific numpy MaskedArray class?
>         >> >
>         >>
>         >> I mean just the numpy.ma <http://numpy.ma> module. Not many
>         Python computing projects
>         >> nowadays treat MaskedArray objects as first class citizens.
>         Depending
>         >> on what you need it may or may not be a problem. pyarrow
>         supports
>         >> ingesting from MaskedArray as a convenience, but it would
>         not be
>         >> common in my experience for a library's APIs to return
>         MaskedArrays.
>         >>
>         >> > If this is too much of a numpy question rather than an
>         arrow question, could you point me to where I can read up on
>         masked array support or maybe what the right place to ask the
>         numpy community about whether what I'm doing is appropriate or
>         not.
>         >> >
>         >> > Thanks,
>         >> >
>         >> >
>         >> > -Dan Nugent
>

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