pydata / pydata/xarray

Rolling operations with numbagg produce invalid values after numpy.inf

Open
#8,811 7 comments 0 reactions 0 assignees View on GitHub

Nobody has claimed this yet.

topic-documentation topic-rolling
Dominant language
Python
Stars
4.2k
Forks
1.4k
Avg merge
2d 15h
Merged PRs (30d)
14

Description

What is your issue?

If an array contains np.inf and a rolling operation is applied, all values after this one are nan if numbagg is used. Take the following example:

import xarray as xr
import numpy as np
xr.set_options(use_numbagg=False)
da=xr.DataArray([1,2,3,np.inf,4,5,6,7,8,9,10], dims=['x'])
da.rolling(x=2).sum()

Output

<xarray.DataArray (x: 11)> Size: 88B
array([nan,  3.,  5., inf, inf,  9., 11., 13., 15., 17., 19.])
Dimensions without coordinates: x

With Numbagg:

xr.set_options(use_numbagg=True)
da=xr.DataArray([1,2,3,np.inf,4,5,6,7,8,9,10], dims=['x'])
print(da.rolling(x=2).sum())

Output

<xarray.DataArray (x: 11)> Size: 88B
array([nan,  3.,  5., inf, inf, nan, nan, nan, nan, nan, nan])
Dimensions without coordinates: x
What did I expect?

I expected no user-visible changes in the output values if numbagg is activated.

Maybe, this is not a bug, but expected behaviour for numbagg. The following warning was raised from the second call:

.../Local/virtual_environments/xarray_performance/lib/python3.10/site-packages/numbagg/decorators.py:247: RuntimeWarning: invalid value encountered in move_sum
  return gufunc(*arr, window, min_count, axis=axis, **kwargs)

If this is expected, I think it would be good to have a page in the documentation which lists the downsides and limitations of the various tool to accelerate xarray. From the current installation docs, I assumed I just need to install numbagg/bottleneck to make xarray faster without any changes in output values.

Environment
xarray==2024.2.0
numbagg==0.8.0
Package Versions ```txt anyio==4.3.0 argon2-cffi==23.1.0 argon2-cffi-bindings==21.2.0 arrow==1.3.0 asttokens==2.4.1 async-lru==2.0.4 attrs==23.2.0 Babel==2.14.0 beautifulsoup4==4.12.3 bleach==6.1.0 certifi==2024.2.2 cffi==1.16.0 charset-normalizer==3.3.2 comm==0.2.1 contourpy==1.2.0 cycler==0.12.1 debugpy==1.8.1 decorator==5.1.1 defusedxml==0.7.1 exceptiongroup==1.2.0 executing==2.0.1 fastjsonschema==2.19.1 fonttools==4.49.0 fqdn==1.5.1 h11==0.14.0 httpcore==1.0.4 httpx==0.27.0 idna==3.6 ipykernel==6.29.3 ipython==8.22.2 ipywidgets==8.1.2 isoduration==20.11.0 jedi==0.19.1 Jinja2==3.1.3 json5==0.9.22 jsonpointer==2.4 jsonschema==4.21.1 jsonschema-specifications==2023.12.1 jupyter==1.0.0 jupyter-console==6.6.3 jupyter-events==0.9.0 jupyter-lsp==2.2.4 jupyter_client==8.6.0 jupyter_core==5.7.1 jupyter_server==2.13.0 jupyter_server_terminals==0.5.2 jupyterlab==4.1.4 jupyterlab_pygments==0.3.0 jupyterlab_server==2.25.3 jupyterlab_widgets==3.0.10 kiwisolver==1.4.5 llvmlite==0.42.0 MarkupSafe==2.1.5 matplotlib==3.8.3 matplotlib-inline==0.1.6 mistune==3.0.2 nbclient==0.9.0 nbconvert==7.16.2 nbformat==5.9.2 nest-asyncio==1.6.0 notebook==7.1.1 notebook_shim==0.2.4 numba==0.59.0 numbagg==0.8.0 numpy==1.26.4 overrides==7.7.0 packaging==23.2 pandas==2.2.1 pandocfilters==1.5.1 parso==0.8.3 pexpect==4.9.0 pillow==10.2.0 platformdirs==4.2.0 prometheus_client==0.20.0 prompt-toolkit==3.0.43 psutil==5.9.8 ptyprocess==0.7.0 pure-eval==0.2.2 pycparser==2.21 Pygments==2.17.2 pyparsing==3.1.2 python-dateutil==2.9.0.post0 python-json-logger==2.0.7 pytz==2024.1 PyYAML==6.0.1 pyzmq==25.1.2 qtconsole==5.5.1 QtPy==2.4.1 referencing==0.33.0 requests==2.31.0 rfc3339-validator==0.1.4 rfc3986-validator==0.1.1 rpds-py==0.18.0 Send2Trash==1.8.2 six==1.16.0 sniffio==1.3.1 soupsieve==2.5 stack-data==0.6.3 terminado==0.18.0 tinycss2==1.2.1 tomli==2.0.1 tornado==6.4 traitlets==5.14.1 types-python-dateutil==2.8.19.20240106 typing_extensions==4.10.0 tzdata==2024.1 uri-template==1.3.0 urllib3==2.2.1 wcwidth==0.2.13 webcolors==1.13 webencodings==0.5.1 websocket-client==1.7.0 widgetsnbextension==4.0.10 xarray==2024.2.0 ```

Contributor guide

Open the contributing guide

First steps

  1. Read the whole issue, then the project's contributing guide.
  2. Comment on the issue to say you are picking it up — it saves two people doing the same work.
  3. Fork the repository and make your change on a branch.
  4. Open a pull request that references the issue number.

Research direction

Start by running the provided DataArray rolling-sum example with use_numbagg enabled and disabled, then trace the rolling path used for the numbagg case. Compare results around np.inf; done means either matching the non-numbagg output or documenting the confirmed limitation and its expected behavior.

Written by the indexing model from the issue text.

Assessment

Tech stack
numpy, python
Domain
data
Issue type
Bug
Difficulty
3/5
Estimated time
1-2 days
Activity status
Stale
Clarity
Mostly clear
Newbie friendliness
45/100

Get new issues in your inbox

A short digest of beginner-friendly GitHub issues.