【问题标题】:Python: binned_statistic_2d mean calculation ignoring NaNs in dataPython:binned_statistic_2d 均值计算忽略数据中的 NaN
【发布时间】:2017-12-28 01:05:44
【问题描述】:

我正在使用 scipy.stats.binned_statistic_2d 通过查找每个 bin 内的点的平均值将不规则数据合并到一个统一的网格中。

x,y = np.meshgrid(sort(np.random.uniform(0,1,100)),sort(np.random.uniform(0,1,100)))
z = np.sin(x*y)

statistic, xedges, yedges, binnumber = sp.stats.binned_statistic_2d(x.ravel(), y.ravel(), values=z.ravel(), statistic='mean',bins=[np.arange(0,1.1,.1), np.arange(0,1.1,.1)])

plt.figure(1)
plt.pcolormesh(x,y,z, vmin = 0, vmax = 1)
plt.figure(2)
plt.pcolormesh(xedges,yedges,statistic, vmin = 0, vmax = 1)

按预期生成这些图:

分散数据:

网格数据:

但我想要网格化的数据中有 NaN。这是我添加 NaN 时的结果:

x,y = np.meshgrid(sort(np.random.uniform(0,1,100)),sort(np.random.uniform(0,1,100)))
z = np.sin(x*y)
z[50:55,50:55] = np.nan

statistic, xedges, yedges, binnumber = binned_statistic_2d(x.ravel(), y.ravel(), values=z.ravel(), statistic='mean',bins=[np.arange(0,1.1,.1), np.arange(0,1.1,.1)])

plt.figure(3)
plt.pcolormesh(x,y,z, vmin = 0, vmax = 1)
plt.figure(4)
plt.pcolormesh(xedges,yedges,statistic, vmin = 0, vmax = 1)

分散:

网格化:

显然,如果一个 bin 完全用 NaN 填充,则该 bin 的结果平均值仍应为 NaN。但是,我希望没有完全填充 NaN 的 bin 只产生非 NaN 数字的平均值。

我尝试将sp.stats.binned_statistic_2d 中的“统计”参数替换为np.nanmean。这行得通,但是当我在大型数据集上使用它时,它会变得非常缓慢。我已经尝试深入研究“sp.stats.binned_statistic_2d”的底层代码,但我无法弄清楚它是如何计算平均值的,或者如何让它在计算中忽略 NaN。

有什么想法吗?

【问题讨论】:

    标签: python numpy nan binning


    【解决方案1】:

    我遇到了同样的问题,在 scipy.stats 中更改了 binned_statistic_dd 的定义并保存了一个本地副本,以便在 scipy 更新时不会更改。

    我在 known_stats 列表中添加了“nanmean”,并且

    elif statistic == 'nanmean':
        result.fill(np.nan)
        for i in np.unique(binnumbers):
            for vv in builtins.range(Vdim):
                result[vv, i] = np.nanmean(values[vv, binnumbers == i])
    

    全新定义:

    def binned_statistic_dd(sample, values, statistic='mean',
                        bins=10, range=None, expand_binnumbers=False,
                        binned_statistic_result=None):
    """
    Compute a multidimensional binned statistic for a set of data.
    
    This is a generalization of a histogramdd function.  A histogram divides
    the space into bins, and returns the count of the number of points in
    each bin.  This function allows the computation of the sum, mean, median,
    or other statistic of the values within each bin.
    
    Parameters
    ----------
    sample : array_like
        Data to histogram passed as a sequence of N arrays of length D, or
        as an (N,D) array.
    values : (N,) array_like or list of (N,) array_like
        The data on which the statistic will be computed.  This must be
        the same shape as `sample`, or a list of sequences - each with the
        same shape as `sample`.  If `values` is such a list, the statistic
        will be computed on each independently.
    statistic : string or callable, optional
        The statistic to compute (default is 'mean').
        The following statistics are available:
    
          * 'mean' : compute the mean of values for points within each bin.
            Empty bins will be represented by NaN.
          * 'median' : compute the median of values for points within each
            bin. Empty bins will be represented by NaN.
          * 'count' : compute the count of points within each bin.  This is
            identical to an unweighted histogram.  `values` array is not
            referenced.
          * 'sum' : compute the sum of values for points within each bin.
            This is identical to a weighted histogram.
          * 'std' : compute the standard deviation within each bin. This
            is implicitly calculated with ddof=0. If the number of values
            within a given bin is 0 or 1, the computed standard deviation value
            will be 0 for the bin.
          * 'min' : compute the minimum of values for points within each bin.
            Empty bins will be represented by NaN.
          * 'max' : compute the maximum of values for point within each bin.
            Empty bins will be represented by NaN.
          * function : a user-defined function which takes a 1D array of
            values, and outputs a single numerical statistic. This function
            will be called on the values in each bin.  Empty bins will be
            represented by function([]), or NaN if this returns an error.
    
    bins : sequence or positive int, optional
        The bin specification must be in one of the following forms:
    
          * A sequence of arrays describing the bin edges along each dimension.
          * The number of bins for each dimension (nx, ny, ... = bins).
          * The number of bins for all dimensions (nx = ny = ... = bins).
    range : sequence, optional
        A sequence of lower and upper bin edges to be used if the edges are
        not given explicitly in `bins`. Defaults to the minimum and maximum
        values along each dimension.
    expand_binnumbers : bool, optional
        'False' (default): the returned `binnumber` is a shape (N,) array of
        linearized bin indices.
        'True': the returned `binnumber` is 'unraveled' into a shape (D,N)
        ndarray, where each row gives the bin numbers in the corresponding
        dimension.
        See the `binnumber` returned value, and the `Examples` section of
        `binned_statistic_2d`.
    binned_statistic_result : binnedStatisticddResult
        Result of a previous call to the function in order to reuse bin edges
        and bin numbers with new values and/or a different statistic.
        To reuse bin numbers, `expand_binnumbers` must have been set to False
        (the default)
    
        .. versionadded:: 0.17.0
    
    Returns
    -------
    statistic : ndarray, shape(nx1, nx2, nx3,...)
        The values of the selected statistic in each two-dimensional bin.
    bin_edges : list of ndarrays
        A list of D arrays describing the (nxi + 1) bin edges for each
        dimension.
    binnumber : (N,) array of ints or (D,N) ndarray of ints
        This assigns to each element of `sample` an integer that represents the
        bin in which this observation falls.  The representation depends on the
        `expand_binnumbers` argument.  See `Notes` for details.
    
    
    See Also
    --------
    numpy.digitize, numpy.histogramdd, binned_statistic, binned_statistic_2d
    
    Notes
    -----
    Binedges:
    All but the last (righthand-most) bin is half-open in each dimension.  In
    other words, if `bins` is ``[1, 2, 3, 4]``, then the first bin is
    ``[1, 2)`` (including 1, but excluding 2) and the second ``[2, 3)``.  The
    last bin, however, is ``[3, 4]``, which *includes* 4.
    
    `binnumber`:
    This returned argument assigns to each element of `sample` an integer that
    represents the bin in which it belongs.  The representation depends on the
    `expand_binnumbers` argument. If 'False' (default): The returned
    `binnumber` is a shape (N,) array of linearized indices mapping each
    element of `sample` to its corresponding bin (using row-major ordering).
    If 'True': The returned `binnumber` is a shape (D,N) ndarray where
    each row indicates bin placements for each dimension respectively.  In each
    dimension, a binnumber of `i` means the corresponding value is between
    (bin_edges[D][i-1], bin_edges[D][i]), for each dimension 'D'.
    
    .. versionadded:: 0.11.0
    
    Examples
    --------
    >>> from scipy import stats
    >>> import matplotlib.pyplot as plt
    >>> from mpl_toolkits.mplot3d import Axes3D
    
    Take an array of 600 (x, y) coordinates as an example.
    `binned_statistic_dd` can handle arrays of higher dimension `D`. But a plot
    of dimension `D+1` is required.
    
    >>> mu = np.array([0., 1.])
    >>> sigma = np.array([[1., -0.5],[-0.5, 1.5]])
    >>> multinormal = stats.multivariate_normal(mu, sigma)
    >>> data = multinormal.rvs(size=600, random_state=235412)
    >>> data.shape
    (600, 2)
    
    Create bins and count how many arrays fall in each bin:
    
    >>> N = 60
    >>> x = np.linspace(-3, 3, N)
    >>> y = np.linspace(-3, 4, N)
    >>> ret = stats.binned_statistic_dd(data, np.arange(600), bins=[x, y],
    ...                                 statistic='count')
    >>> bincounts = ret.statistic
    
    Set the volume and the location of bars:
    
    >>> dx = x[1] - x[0]
    >>> dy = y[1] - y[0]
    >>> x, y = np.meshgrid(x[:-1]+dx/2, y[:-1]+dy/2)
    >>> z = 0
    
    >>> bincounts = bincounts.ravel()
    >>> x = x.ravel()
    >>> y = y.ravel()
    
    >>> fig = plt.figure()
    >>> ax = fig.add_subplot(111, projection='3d')
    >>> with np.errstate(divide='ignore'):   # silence random axes3d warning
    ...     ax.bar3d(x, y, z, dx, dy, bincounts)
    
    Reuse bin numbers and bin edges with new values:
    
    >>> ret2 = stats.binned_statistic_dd(data, -np.arange(600),
    ...                                  binned_statistic_result=ret,
    ...                                  statistic='mean')
    """
    known_stats = ['mean', 'median', 'count', 'sum', 'std', 'min', 'max',
                   'nanmean']
    if not callable(statistic) and statistic not in known_stats:
        raise ValueError('invalid statistic %r' % (statistic,))
    
    try:
        bins = index(bins)
    except TypeError:
        # bins is not an integer
        pass
    # If bins was an integer-like object, now it is an actual Python int.
    
    # NOTE: for _bin_edges(), see e.g. gh-11365
    if isinstance(bins, int) and not np.isfinite(sample).all():
        raise ValueError('%r contains non-finite values.' % (sample,))
    
    # `Ndim` is the number of dimensions (e.g. `2` for `binned_statistic_2d`)
    # `Dlen` is the length of elements along each dimension.
    # This code is based on np.histogramdd
    try:
        # `sample` is an ND-array.
        Dlen, Ndim = sample.shape
    except (AttributeError, ValueError):
        # `sample` is a sequence of 1D arrays.
        sample = np.atleast_2d(sample).T
        Dlen, Ndim = sample.shape
    
    # Store initial shape of `values` to preserve it in the output
    values = np.asarray(values)
    input_shape = list(values.shape)
    # Make sure that `values` is 2D to iterate over rows
    values = np.atleast_2d(values)
    Vdim, Vlen = values.shape
    
    # Make sure `values` match `sample`
    if(statistic != 'count' and Vlen != Dlen):
        raise AttributeError('The number of `values` elements must match the '
                             'length of each `sample` dimension.')
    
    try:
        M = len(bins)
        if M != Ndim:
            raise AttributeError('The dimension of bins must be equal '
                                 'to the dimension of the sample x.')
    except TypeError:
        bins = Ndim * [bins]
    
    if binned_statistic_result is None:
        nbin, edges, dedges = _bin_edges(sample, bins, range)
        binnumbers = _bin_numbers(sample, nbin, edges, dedges)
    else:
        edges = binned_statistic_result.bin_edges
        nbin = np.array([len(edges[i]) + 1 for i in builtins.range(Ndim)])
        # +1 for outlier bins
        dedges = [np.diff(edges[i]) for i in builtins.range(Ndim)]
        binnumbers = binned_statistic_result.binnumber
    
    result = np.empty([Vdim, nbin.prod()], float)
    
    if statistic == 'mean':
        result.fill(np.nan)
        flatcount = np.bincount(binnumbers, None)
        a = flatcount.nonzero()
        for vv in builtins.range(Vdim):
            flatsum = np.bincount(binnumbers, values[vv])
            result[vv, a] = flatsum[a] / flatcount[a]
    elif statistic == 'std':
        result.fill(0)
        flatcount = np.bincount(binnumbers, None)
        a = flatcount.nonzero()
        for vv in builtins.range(Vdim):
            for i in np.unique(binnumbers):
                # NOTE: take std dev by bin, np.std() is 2-pass and stable
                binned_data = values[vv, binnumbers == i]
                # calc std only when binned data is 2 or more for speed up.
                if len(binned_data) >= 2:
                    result[vv, i] = np.std(binned_data)
    elif statistic == 'count':
        result.fill(0)
        flatcount = np.bincount(binnumbers, None)
        a = np.arange(len(flatcount))
        result[:, a] = flatcount[np.newaxis, :]
    elif statistic == 'sum':
        result.fill(0)
        for vv in builtins.range(Vdim):
            flatsum = np.bincount(binnumbers, values[vv])
            a = np.arange(len(flatsum))
            result[vv, a] = flatsum
    elif statistic == 'median':
        result.fill(np.nan)
        for i in np.unique(binnumbers):
            for vv in builtins.range(Vdim):
                result[vv, i] = np.median(values[vv, binnumbers == i])
    elif statistic == 'min':
        result.fill(np.nan)
        for i in np.unique(binnumbers):
            for vv in builtins.range(Vdim):
                result[vv, i] = np.min(values[vv, binnumbers == i])
    elif statistic == 'max':
        result.fill(np.nan)
        for i in np.unique(binnumbers):
            for vv in builtins.range(Vdim):
                result[vv, i] = np.max(values[vv, binnumbers == i])
    elif statistic == 'nanmean':
        result.fill(np.nan)
        for i in np.unique(binnumbers):
            for vv in builtins.range(Vdim):
                result[vv, i] = np.nanmean(values[vv, binnumbers == i])
    elif callable(statistic):
        with np.errstate(invalid='ignore'), suppress_warnings() as sup:
            sup.filter(RuntimeWarning)
            try:
                null = statistic([])
            except Exception:
                null = np.nan
        result.fill(null)
        for i in np.unique(binnumbers):
            for vv in builtins.range(Vdim):
                result[vv, i] = statistic(values[vv, binnumbers == i])
    
    # Shape into a proper matrix
    result = result.reshape(np.append(Vdim, nbin))
    
    # Remove outliers (indices 0 and -1 for each bin-dimension).
    core = tuple([slice(None)] + Ndim * [slice(1, -1)])
    result = result[core]
    
    # Unravel binnumbers into an ndarray, each row the bins for each dimension
    if(expand_binnumbers and Ndim > 1):
        binnumbers = np.asarray(np.unravel_index(binnumbers, nbin))
    
    if np.any(result.shape[1:] != nbin - 2):
        raise RuntimeError('Internal Shape Error')
    
    # Reshape to have output (`result`) match input (`values`) shape
    result = result.reshape(input_shape[:-1] + list(nbin-2))
    
    return BinnedStatisticddResult(result, edges, binnumbers)
    

    【讨论】:

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