ENH: correlation function accepts method being a callable #22684

shadiakiki1986 · 2018-09-13T08:44:25Z

other than the listed strings for the method argument, accept a callable for generic correlation calculations
closes #xxxx (no issue opened for PR)
tests added / passed
passes git diff upstream/master -u -- "*.py" | flake8 --diff
whatsnew entry (not sure if I should do this or the person merging this PR)

pep8speaks · 2018-09-13T08:44:33Z

Hello @shadiakiki1986! Thanks for updating the PR.

There are no PEP8 issues in the file pandas/core/frame.py !
There are no PEP8 issues in the file pandas/core/nanops.py !
There are no PEP8 issues in the file pandas/core/series.py !
There are no PEP8 issues in the file pandas/tests/series/test_analytics.py !

Comment last updated on September 26, 2018 at 02:15 Hours UTC

TomAugspurger

I like the idea. Does this close an issue?

We'll need a release note in 0.24.0.txt

TomAugspurger · 2018-09-13T11:45:46Z

ci/requirements-optional-pip.txt

@@ -14,7 +14,7 @@ lxml
 matplotlib
 nbsphinx
 numexpr
-openpyxl=2.5.5
+openpyxl==2.5.5


This file is autogenerated. #22689

ok should I roll this edit back?

Yes, you should.

TomAugspurger · 2018-09-13T11:46:09Z

doc/source/computation.rst

+.. ipython:: python
+
+   # histogram intersection
+   histogram_intersection = lambda a, b: np.minimum( np.true_divide(a, a.sum()), np.true_divide(b, b.sum())).sum()


Make this pep8 compliant

fixed in new commit

TomAugspurger · 2018-09-13T11:46:37Z

pandas/core/frame.py

@@ -6652,10 +6652,12 @@ def corr(self, method='pearson', min_periods=1):

        Parameters
        ----------
-        method : {'pearson', 'kendall', 'spearman'}
+        method : {'pearson', 'kendall', 'spearman', callable}


I think it'll be `}, or callable on the outside of the options

moved it to outside of the options

TomAugspurger · 2018-09-13T11:47:15Z

pandas/core/frame.py

            * pearson : standard correlation coefficient
            * kendall : Kendall Tau correlation coefficient
            * spearman : Spearman rank correlation
+            * callable: callable with input two numpy 1d-array


"callable expecting two 1d ndarrays and returning a float" (does the callable get ndarrays or series?)

TomAugspurger · 2018-09-13T11:51:38Z

pandas/tests/series/test_analytics.py

@@ -789,6 +789,41 @@ def test_corr_invalid_method(self):
        with tm.assert_raises_regex(ValueError, msg):
            s1.corr(s2, method="____")

+    def test_corr_callable_method(self):


Hmm I care less about testing this exact way of computing the correlation, and more about ensure that the method is dispatched to.

Would it be possible to define a very simple "correlation" function that just returns something like the index of the columns? So the correlation of the nth or and mth column would be like (n + m). Not sure if that's possible.

ok will re-write the test tomorrow

The test now includes a simpler correlation function. It is not possible to identify the nth/mth column as in your example because the correlation function itself does not know about the dataframe as a whole but only as each series on its own. The correlation function I chose is a simple 1 if exact equality else 0

shadiakiki1986 · 2018-09-13T15:47:30Z

This doesn't fix any issue, but I added a note in the 0.24.0 release notes

gfyoung · 2018-09-14T04:48:50Z

doc/source/whatsnew/v0.24.0.txt

@@ -17,6 +17,10 @@ New features

 - ``ExcelWriter`` now accepts ``mode`` as a keyword argument, enabling append to existing workbooks when using the ``openpyxl`` engine (:issue:`3441`)

+
+- :meth:`DataFrame.corr` and :meth:`Series.corr` now accept a callable for generic calculation methods of correlation, e.g. histogram intersection


Use your PR as the issue number. Also, no new line above this sentence.

TomAugspurger

cc @jreback if you have a chance.

This provides a nice, generic alternative to #21925.

jreback

small comments.

jreback · 2018-09-18T14:29:18Z

pandas/core/frame.py

            * pearson : standard correlation coefficient
            * kendall : Kendall Tau correlation coefficient
            * spearman : Spearman rank correlation
+            * callable: callable with input two 1d ndarrays


can you add an example in Examples

jreback · 2018-09-18T14:29:24Z

pandas/core/nanops.py

@@ -764,6 +764,9 @@ def nancorr(a, b, method='pearson', min_periods=None):


 def get_corr_func(method):
+    if callable(method):
+        return method
+
    if method in ['kendall', 'spearman']:


jreback · 2018-09-18T14:29:43Z

pandas/core/series.py

            * pearson : standard correlation coefficient
            * kendall : Kendall Tau correlation coefficient
            * spearman : Spearman rank correlation
+            * callable: callable with input two 1d ndarray


I am not sure how to doc-string this signature here

Should I just leave it as is?

Probably fine as is. The type would be Callable[[ndarray, ndarray], float], but I'm not sure how familiar people are with typing yet.

jreback · 2018-09-18T14:30:12Z

@TomAugspurger yep agreed

codecov · 2018-09-20T11:05:58Z

Codecov Report

Merging #22684 into master will increase coverage by <.01%.
The diff coverage is 100%.

@@            Coverage Diff             @@
##           master   #22684      +/-   ##
==========================================
+ Coverage   92.18%   92.19%   +<.01%     
==========================================
  Files         169      169              
  Lines       50819    50821       +2     
==========================================
+ Hits        46850    46852       +2     
  Misses       3969     3969

Flag	Coverage Δ
#multiple	`90.6% <100%> (ø)`	⬆️
#single	`42.37% <0%> (-0.01%)`	⬇️

Impacted Files	Coverage Δ
pandas/core/nanops.py	`95.14% <100%> (+0.01%)`	⬆️
pandas/core/series.py	`93.74% <100%> (ø)`	⬆️
pandas/core/frame.py	`97.2% <100%> (ø)`	⬆️

Continue to review full report at Codecov.

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TomAugspurger · 2018-09-20T13:56:24Z

pandas/core/frame.py

+
+        >>> df = pd.DataFrame([(1, 2), (0, 3), (2, 0), (1, 1)],
+        ...                   columns=['dogs', 'cats'])
+        >>> df.corr(method = histogram_intersection)


This is failing our doctests. Is there an issue with the output?

Also, pep8: no spaces around the =

TomAugspurger · 2018-09-20T13:57:16Z

pandas/core/series.py

+        >>> s1 = pd.Series([1, 0, 2, 1])
+        >>> s2 = pd.Series([2, 3, 0, 1])
+        >>> s1.corr(s2, method = histogram_intersection)
+        0.416667


Will need to round this, or write it out at full precision.

TomAugspurger · 2018-09-20T13:59:13Z

pandas/core/series.py

            * pearson : standard correlation coefficient
            * kendall : Kendall Tau correlation coefficient
            * spearman : Spearman rank correlation
+            * callable: callable with input two 1d ndarray


Probably fine as is. The type would be Callable[[ndarray, ndarray], float], but I'm not sure how familiar people are with typing yet.

jreback · 2018-09-23T13:15:25Z

pandas/tests/series/test_analytics.py

+        # simple correlation example
+        # returns 1 if exact equality, 0 otherwise
+        my_corr = lambda a, b: 1. if (a == b).all() else 0.
+


can you use result= and expected= here, rather than expected_1 and such. its much easier to follow

- other than the listed strings for the `method` argument, accept a callable for generic correlation calculations

jreback · 2018-09-26T10:20:26Z

thanks @shadiakiki1986 nice change!

…#22684)

TomAugspurger reviewed Sep 13, 2018

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gfyoung added Enhancement Algos Non-arithmetic algos: value_counts, factorize, sorting, isin, clip, shift, diff labels Sep 14, 2018

gfyoung reviewed Sep 14, 2018

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shadiakiki1986 force-pushed the corr-method-callable branch 2 times, most recently from 10dcb68 to 2e22403 Compare September 18, 2018 05:43

TomAugspurger mentioned this pull request Sep 18, 2018

ENH: implement pd.Series.corr(method="distance") #22402

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TomAugspurger approved these changes Sep 18, 2018

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jreback requested changes Sep 18, 2018

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jreback added this to the 0.24.0 milestone Sep 18, 2018

jreback mentioned this pull request Sep 18, 2018

ENH: Enable DataFrame.corrwith to compute rank correlations #22375

Merged

dsaxton mentioned this pull request Sep 19, 2018

DOC: Add cookbook entry using callable method for DataFrame.corr #22761

Merged

shadiakiki1986 force-pushed the corr-method-callable branch from 2e22403 to c75bc10 Compare September 20, 2018 11:05

shadiakiki1986 force-pushed the corr-method-callable branch from c75bc10 to 3ca092a Compare September 20, 2018 11:10

TomAugspurger reviewed Sep 20, 2018

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shadiakiki1986 force-pushed the corr-method-callable branch 2 times, most recently from df06de9 to dc87331 Compare September 22, 2018 07:29

jreback requested changes Sep 23, 2018

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shadiakiki1986 force-pushed the corr-method-callable branch 2 times, most recently from 60b3498 to 4a69a70 Compare September 26, 2018 02:15

ENH: correlation function accepts method being a callable

dbfd95f

- other than the listed strings for the `method` argument, accept a callable for generic correlation calculations

shadiakiki1986 force-pushed the corr-method-callable branch from 4a69a70 to dbfd95f Compare September 26, 2018 02:23

jreback approved these changes Sep 26, 2018

View reviewed changes

jreback merged commit a393675 into pandas-dev:master Sep 26, 2018

Sup3rGeo pushed a commit to Sup3rGeo/pandas that referenced this pull request Oct 1, 2018

ENH: correlation function accepts method being a callable (pandas-dev…

9143599

…#22684)

		@@ -17,6 +17,10 @@ New features

		- ``ExcelWriter`` now accepts ``mode`` as a keyword argument, enabling append to existing workbooks when using the ``openpyxl`` engine (:issue:`3441`)


		- :meth:`DataFrame.corr` and :meth:`Series.corr` now accept a callable for generic calculation methods of correlation, e.g. histogram intersection

ENH: correlation function accepts method being a callable #22684

ENH: correlation function accepts method being a callable #22684

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shadiakiki1986 commented Sep 13, 2018 • edited Loading

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Comment last updated on September 26, 2018 at 02:15 Hours UTC

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jreback commented Sep 18, 2018

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jreback commented Sep 26, 2018

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