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Fixed segfaults and incorrect results in GroupBy.quantile with NA Values in Grouping #29173

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Merged
merged 7 commits into from
Oct 30, 2019
Merged

Fixed segfaults and incorrect results in GroupBy.quantile with NA Values in Grouping #29173

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cd9d872
Tests for NA handling
WillAyd Oct 22, 2019
ff6fe6a
Impl and test fixes
WillAyd Oct 22, 2019
50e7091
Whatsnew
WillAyd Oct 22, 2019
69ca2b4
Black
WillAyd Oct 22, 2019
b9a89cd
Merge remote-tracking branch 'upstream/master' into quantile-segfault
WillAyd Oct 23, 2019
c8b6675
Merge remote-tracking branch 'upstream/master' into quantile-segfault
WillAyd Oct 24, 2019
57889db
Merge remote-tracking branch 'upstream/master' into quantile-segfault
WillAyd Oct 25, 2019
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1 change: 1 addition & 0 deletions doc/source/whatsnew/v1.0.0.rst
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Expand Up @@ -379,6 +379,7 @@ Groupby/resample/rolling
- Bug in :meth:`DataFrame.groupby` not offering selection by column name when ``axis=1`` (:issue:`27614`)
- Bug in :meth:`DataFrameGroupby.agg` not able to use lambda function with named aggregation (:issue:`27519`)
- Bug in :meth:`DataFrame.groupby` losing column name information when grouping by a categorical column (:issue:`28787`)
- Bug in :meth:`DataFrameGroupBy.quantile` where NA values in the grouping could cause segfaults or incorrect results (:issue:`28882`)
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Should have removed this before merging; will clean up after backport


Reshaping
^^^^^^^^^
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3 changes: 3 additions & 0 deletions pandas/_libs/groupby.pyx
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Expand Up @@ -763,6 +763,9 @@ def group_quantile(ndarray[float64_t] out,
with nogil:
for i in range(N):
lab = labels[i]
if lab == -1: # NA group label
continue

counts[lab] += 1
if not mask[i]:
non_na_counts[lab] += 1
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23 changes: 23 additions & 0 deletions pandas/tests/groupby/test_function.py
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Expand Up @@ -1373,6 +1373,29 @@ def test_quantile_out_of_bounds_q_raises():
g.quantile(-1)


def test_quantile_missing_group_values_no_segfaults():
# GH 28662
data = np.array([1.0, np.nan, 1.0])
df = pd.DataFrame(dict(key=data, val=range(3)))

# Random segfaults; would have been guaranteed in loop
grp = df.groupby("key")
for _ in range(100):
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i take it this is doesn't reliably segfault on the first try?

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... or i could just read the comment three lines up. never mind

grp.quantile()


def test_quantile_missing_group_values_correct_results():
# GH 28662
data = np.array([1.0, np.nan, 3.0, np.nan])
df = pd.DataFrame(dict(key=data, val=range(4)))
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any reason not to re-use the setup from the other test? could just assert the result after the loop?

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Different frame shapes. I think segfaults were occurring with oddly sized frames and bad results with evenly sized. Might be some other conflating factor


result = df.groupby("key").quantile()
expected = pd.DataFrame(
[1.0, 3.0], index=pd.Index([1.0, 3.0], name="key"), columns=["val"]
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the expected should be [0, 2], but also on 0.24.2 the columns index name was the q value. not sure if this is important.

>>> pd.__version__
'0.24.2'
>>>
>>> import numpy as np
>>>
>>> data = np.array([1.0, np.nan, 3.0, np.nan])
>>> df = pd.DataFrame(dict(key=data, val=range(4)))
>>>
>>>
>>> df.groupby("key").quantile()
0.5  val
key
1.0  0.0
3.0  2.0

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Keep in mind that this is a groupby and each element belongs to its own group. [1, 3] is essentially the identity of the non-NA groupings and should be correct

w.r.t. the column index name that probably goes back to https://github.com/pandas-dev/pandas/pull/20405/files#r208366338 which was an inconsistency in 0.24.2

)
tm.assert_frame_equal(result, expected)


# pipe
# --------------------------------

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