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Big Data, Small Data and Pandas

Welp, I finally got this through my thick head, thanks to a hint by Jeff who answered my cry for help on stack overflow, and pointed me to this thread on the pandas issues list.

So here's my use case again: I have small data and big data. Small data is relatively lightweight heterogeneous table-type data. Big data is potentially gigabytes in size, homogenous data. Conditionals on the small data table are used to select out rows which then indicate to us the subset of the big data needed for further processing.

Here's one way to do things: (Things to note: saving in frame_table format, common indexing, use of 'where' to select the big data)
import pandas as pd, numpy

df = pd.DataFrame(data=numpy.random.randint(10,size=(8,4)),columns=['a','b','c','d'])
df.to_hdf('data.h5','small',table=True,data_columns=['a','b'])
df1 = pd.DataFrame(data=numpy.random.randint(10,size=(8,20)),index=df.index)
df1.to_hdf('data.h5','big',table=True)
df2 = pd.Panel(data=numpy.random.randint(10,size=(8,20,5)),items=df.index)
df2.to_hdf('data.h5','big_panel',table=True)
df3 = pd.Panel4D(data=numpy.random.randint(10,size=(8,20,5,5)),labels=df.index)
df3.to_hdf('data.h5','big_panel4',table=True)

store = pd.HDFStore('data.h5')
print store

row = store.select('small',where=['a>2','b<5'],columns=['a','b'])
print 'Small data:'
print row

da = store.select('big',pd.Term(['index',row.index]))
print 'Big data:' 
print da

da = store.select('big_panel',pd.Term(['items',row.index]))
print 'Big data (Panel):'
print da.items

da = store.select('big_panel4',pd.Term(['labels',row.index]))
print 'Big data (Panel4d):'
print da.labels
store.close()
With a sample output of:
<class 'pandas.io.pytables.HDFStore'>
File path: data.h5
/big                   frame_table  (typ->appendable,nrows->8,ncols->20,indexers->[index])                       
/big_panel             wide_table   (typ->appendable,nrows->100,ncols->8,indexers->[major_axis,minor_axis])      
/big_panel4            wide_table   (typ->appendable,nrows->500,ncols->8,indexers->[items,major_axis,minor_axis])
/small                 frame_table  (typ->appendable,nrows->8,ncols->4,indexers->[index],dc->[a,b])              
Small data:
   a  b
3  6  2
5  9  4
Big data:
   0   1   2   3   4   5   6   7   8   9   10  11  12  13  14  15  16  17  18  19
3   9   1   1   4   0   3   2   8   3   4   2   9   9   7   0   4   5   2   5   0
5   0   5   3   5   4   3   4   5   5   9   9   8   6   3   8   0   5   8   8   4
Big data (Panel):
Int64Index([3, 5], dtype=int64)
Big data (Panel4d):
Int64Index([3, 5], dtype=int64)

In the Pandas issue thread there is a very interesting monkey patch that can return arbitrary data based on our small data selection, but I generally tend to shy away from monkey patches as being hard to debug after a few months have passed since the code was written.

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