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⚡️ Speed up function correlation by 26,306% #23

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41 changes: 24 additions & 17 deletions src/numpy_pandas/dataframe_operations.py
Original file line number Diff line number Diff line change
Expand Up @@ -66,14 +66,17 @@ def pivot_table(

def agg_func(values):
return sum(values) / len(values)

elif aggfunc == "sum":

def agg_func(values):
return sum(values)

elif aggfunc == "count":

def agg_func(values):
return len(values)

else:
raise ValueError(f"Unsupported aggregation function: {aggfunc}")
grouped_data = {}
Expand Down Expand Up @@ -204,38 +207,42 @@ def percentile(p):


def correlation(df: pd.DataFrame) -> dict[Tuple[str, str], float]:
# Identify numeric columns
numeric_columns = [
col for col in df.columns if np.issubdtype(df[col].dtype, np.number)
]
n_cols = len(numeric_columns)
result = {}
# Convert numeric columns to numpy arrays once
arrays = {col: df[col].to_numpy() for col in numeric_columns}
# Precompute NaN masks per numeric column
notna_masks = {col: ~np.isnan(arrays[col]) for col in numeric_columns}

for i in range(n_cols):
col_i = numeric_columns[i]
arr_i = arrays[col_i]
mask_i = notna_masks[col_i]
for j in range(n_cols):
col_j = numeric_columns[j]
values_i = []
values_j = []
for k in range(len(df)):
if not pd.isna(df.iloc[k][col_i]) and not pd.isna(df.iloc[k][col_j]):
values_i.append(df.iloc[k][col_i])
values_j.append(df.iloc[k][col_j])
n = len(values_i)
arr_j = arrays[col_j]
mask_j = notna_masks[col_j]
# Use a combined valid data mask
valid_mask = mask_i & mask_j
n = valid_mask.sum()
if n == 0:
result[(col_i, col_j)] = np.nan
continue
mean_i = sum(values_i) / n
mean_j = sum(values_j) / n
var_i = sum((x - mean_i) ** 2 for x in values_i) / n
var_j = sum((x - mean_j) ** 2 for x in values_j) / n
std_i = var_i**0.5
std_j = var_j**0.5
values_i = arr_i[valid_mask]
values_j = arr_j[valid_mask]
# Use NumPy for statistics
mean_i = np.mean(values_i)
mean_j = np.mean(values_j)
std_i = np.std(values_i)
std_j = np.std(values_j)
if std_i == 0 or std_j == 0:
result[(col_i, col_j)] = np.nan
continue
cov = (
sum((values_i[k] - mean_i) * (values_j[k] - mean_j) for k in range(n))
/ n
)
cov = np.mean((values_i - mean_i) * (values_j - mean_j))
corr = cov / (std_i * std_j)
result[(col_i, col_j)] = corr
return result
Expand Down