简洁版本:

之所以不同,是因为在调用平均操作时,pandas会使用瓶颈(如果已安装),而不是仅仅依赖于numpy.据推测,瓶颈似乎比numpy更快(至少在我的机器上),但代价是精确度.它们碰巧匹配64位版本,但32位不同(这是有趣的部分).

长版:

通过检查这些模块的源代码来判断发生了什么是非常困难的(它们非常复杂,即使是像平均值这样的简单计算,也很难说数值计算很难).最好使用调试器来避免大脑编译和那些类型的错误.调试器不会在逻辑上出错,它会告诉你究竟发生了什么.

这是我的一些堆栈跟踪(由于没有RNG的种子,值略有不同):

可以重现(Windows):

>>> import numpy as np; import pandas as pd
>>> x=np.random.normal(-9.,.005,size=900000)
>>> df=pd.DataFrame(x,dtype='float32',columns=['x'])
>>> df['x'].mean()
-9.0
>>> x.mean()
-9.0000037501099754
>>> x.astype(np.float32).mean()
-9.0000029

numpy的版本没什么特别的.这是熊猫版本有点古怪.

让我们来看看df [‘x’].mean():

>>> def test_it_2():
... import pdb; pdb.set_trace()
... df['x'].mean()
>>> test_it_2()
... # Some stepping/poking around that isn't important
(Pdb) l
2307
2308 if we have an ndarray as a value, then simply perform the operation,
2309 otherwise delegate to the object
2310
2311 """
2312 -> delegate = self._values
2313 if isinstance(delegate, np.ndarray):
2314 # Validate that 'axis' is consistent with Series's single axis.
2315 self._get_axis_number(axis)
2316 if numeric_only:
2317 raise NotImplementedError('Series.{0} does not implement '
(Pdb) delegate.dtype
dtype('float32')
(Pdb) l
2315 self._get_axis_number(axis)
2316 if numeric_only:
2317 raise NotImplementedError('Series.{0} does not implement '
2318 'numeric_only.'.format(name))
2319 with np.errstate(all='ignore'):
2320 -> return op(delegate, skipna=skipna, **kwds)
2321
2322 return delegate._reduce(op=op, name=name, axis=axis, skipna=skipna,
2323 numeric_only=numeric_only,
2324 filter_type=filter_type, **kwds)

所以我们找到了麻烦点,但现在事情变得有些奇怪了:

(Pdb) op
(Pdb) op(delegate)
-9.0
(Pdb) delegate_64 = delegate.astype(np.float64)
(Pdb) op(delegate_64)
-9.000003749978807
(Pdb) delegate.mean()
-9.0000029
(Pdb) delegate_64.mean()
-9.0000037499788075
(Pdb) np.nanmean(delegate, dtype=np.float64)
-9.0000037499788075
(Pdb) np.nanmean(delegate, dtype=np.float32)
-9.0000029

请注意,delegate.mean()和np.nanmean输出-9.0000029类型为float32,而不是-9.0作为pandas nanmean.稍微探讨一下,你可以在pandas.core.nanops中找到pandas nanmean的来源.有趣的是,它实际上似乎应该首先匹配numpy.我们来看看pandas nanmean:

(Pdb) import inspect
(Pdb) src = inspect.getsource(op).split("\n")
(Pdb) for line in src: print(line)
@disallow('M8')
@bottleneck_switch()
def nanmean(values, axis=None, skipna=True):
values, mask, dtype, dtype_max = _get_values(values, skipna, 0)
dtype_sum = dtype_max
dtype_count = np.float64
if is_integer_dtype(dtype) or is_timedelta64_dtype(dtype):
dtype_sum = np.float64
elif is_float_dtype(dtype):
dtype_sum = dtype
dtype_count = dtype
count = _get_counts(mask, axis, dtype=dtype_count)
the_sum = _ensure_numeric(values.sum(axis, dtype=dtype_sum))
if axis is not None and getattr(the_sum, 'ndim', False):
the_mean = the_sum / count
ct_mask = count == 0
if ct_mask.any():
the_mean[ct_mask] = np.nan
else:
the_mean = the_sum / count if count > 0 else np.nan
return _wrap_results(the_mean, dtype)

这是bottleneck_switch装饰器的(短)版本:

import bottleneck as bn
...
class bottleneck_switch(object):
def __init__(self, **kwargs):
self.kwargs = kwargs
def __call__(self, alt):
bn_name = alt.__name__
try:
bn_func = getattr(bn, bn_name)
except (AttributeError, NameError): # pragma: no cover
bn_func = None
...
if (_USE_BOTTLENECK and skipna and
_bn_ok_dtype(values.dtype, bn_name)):
result = bn_func(values, axis=axis, **kwds)

用alt作为pandas nanmean函数调用它,所以bn_name是’nanmean’,这是从瓶颈模块中获取的attr:

(Pdb) l
93 result = np.empty(result_shape)
94 result.fill(0)
95 return result
96
97 if (_USE_BOTTLENECK and skipna and
98 -> _bn_ok_dtype(values.dtype, bn_name)):
99 result = bn_func(values, axis=axis, **kwds)
100
101 # prefer to treat inf/-inf as NA, but must compute the fun
102 # twice :(
103 if _has_infs(result):
(Pdb) n
> d:\anaconda3\lib\site-packages\pandas\core\nanops.py(99)f()
-> result = bn_func(values, axis=axis, **kwds)
(Pdb) alt
(Pdb) alt.__name__
'nanmean'
(Pdb) bn_func
(Pdb) bn_name
'nanmean'
(Pdb) bn_func(values, axis=axis, **kwds)
-9.0

假装bottleneck_switch()装饰器暂时不存在.我们实际上可以看到调用手动单步执行此函数(没有瓶颈)将获得与numpy相同的结果:

(Pdb) from pandas.core.nanops import _get_counts
(Pdb) from pandas.core.nanops import _get_values
(Pdb) from pandas.core.nanops import _ensure_numeric
(Pdb) values, mask, dtype, dtype_max = _get_values(delegate, skipna=skipna)
(Pdb) count = _get_counts(mask, axis=None, dtype=dtype)
(Pdb) count
900000.0
(Pdb) values.sum(axis=None, dtype=dtype) / count
-9.0000029

但是,如果你已经安装了瓶颈,那就永远不会被调用.相反,bottleneck_switch()装饰器反而突破了nanmean函数和瓶颈版本.这就是差异所在(有趣的是它在float64的情况下是匹配的):

(Pdb) import bottleneck as bn

(Pdb) bn.nanmean(delegate)

-9.0

(Pdb) bn.nanmean(delegate.astype(np.float64))

-9.000003749978807

据我所知,瓶颈仅用于速度.我假设他们正在使用他们的nanmean函数采用某种类型的快捷方式,但我没有对它进行过多考察(有关此主题的详细信息,请参阅@ ead的答案).您可以看到它的基准测试通常比numpy快一点:https://github.com/kwgoodman/bottleneck.显然,为这个速度付出的代价是精确的.

瓶颈实际上更快吗?

当然看起来像(至少在我的机器上).

In [1]: import numpy as np; import pandas as pd

In [2]: x=np.random.normal(-9.8,.05,size=900000)

In [3]: y_32 = x.astype(np.float32)

In [13]: %timeit np.nanmean(y_32)

100 loops, best of 3: 5.72 ms per loop

In [14]: %timeit bn.nanmean(y_32)

1000 loops, best of 3: 854 ?s per loop

对于pandas来说,在这里引入一个标志可能会很好(一个用于速度,另一个用于更好的精度,默认用于速度,因为那是当前的impl).一些用户更关心计算的准确性而不是它发生的速度.

HTH.