Efficiently create sparse pivot tables in pandas?

Question

I'm working turning a list of records with two columns (A and B) into a matrix representation. I have been using the pivot function within pandas, but the result ends up being fairly large. Does pandas support pivoting into a sparse format? I know I can pivot it and then turn it into some kind of sparse representation, but isn't as elegant as I would like. My end goal is to use it as the input for a predictive model.

Alternatively, is there some kind of sparse pivot capability outside of pandas?

edit: here is an example of a non-sparse pivot

import pandas as pd
frame=pd.DataFrame()
frame['person']=['me','you','him','you','him','me']
frame['thing']=['a','a','b','c','d','d']
frame['count']=[1,1,1,1,1,1]

frame

  person thing  count
0     me     a      1
1    you     a      1
2    him     b      1
3    you     c      1
4    him     d      1
5     me     d      1

frame.pivot('person','thing')

        count            
thing       a   b   c   d
person                   
him       NaN   1 NaN   1
me          1 NaN NaN   1
you         1 NaN   1 NaN

This creates a matrix that could contain all possible combinations of persons and things, but it is not sparse.

http://docs.scipy.org/doc/scipy/reference/sparse.html

Sparse matrices take up less space because they can imply things like NaN or 0. If I have a very large data set, this pivoting function can generate a matrix that should be sparse due to the large number of NaNs or 0s. I was hoping that I could save a lot of space/memory by generating something that was sparse right off the bat rather than creating a dense matrix and then converting it to sparse.

Answer 1

Here is a method that creates a sparse scipy matrix based on data and indices of person and thing. person_u and thing_u are lists representing the unique entries for your rows and columns of pivot you want to create. Note: this assumes that your count column already has the value you want in it.

from scipy.sparse import csr_matrix

person_u = list(sort(frame.person.unique()))
thing_u = list(sort(frame.thing.unique()))

data = frame['count'].tolist()
row = frame.person.astype('category', categories=person_u).cat.codes
col = frame.thing.astype('category', categories=thing_u).cat.codes
sparse_matrix = csr_matrix((data, (row, col)), shape=(len(person_u), len(thing_u)))

>>> sparse_matrix 
<3x4 sparse matrix of type '<type 'numpy.int64'>'
    with 6 stored elements in Compressed Sparse Row format>

>>> sparse_matrix.todense()

matrix([[0, 1, 0, 1],
        [1, 0, 0, 1],
        [1, 0, 1, 0]])

Based on your original question, the scipy sparse matrix should be sufficient for your needs, but should you wish to have a sparse dataframe you can do the following:

dfs=pd.SparseDataFrame([ pd.SparseSeries(sparse_matrix[i].toarray().ravel(), fill_value=0) 
                              for i in np.arange(sparse_matrix.shape[0]) ], index=person_u, columns=thing_u, default_fill_value=0)

>>> dfs
     a  b  c  d
him  0  1  0  1
me   1  0  0  1
you  1  0  1  0

>>> type(dfs)
pandas.sparse.frame.SparseDataFrame