html_url,issue_url,id,node_id,user,created_at,updated_at,author_association,body,reactions,performed_via_github_app,issue
https://github.com/pydata/xarray/issues/4325#issuecomment-1507213204,https://api.github.com/repos/pydata/xarray/issues/4325,1507213204,IC_kwDOAMm_X85Z1j-U,2448579,2023-04-13T15:56:51Z,2023-04-13T15:56:51Z,MEMBER,"Over in https://github.com/pydata/xarray/issues/7344#issuecomment-1336299057 @shoyer

> That said -- we could also switch to smarter NumPy based algorithms to implement most moving window calculations, e.g,. using np.nancumsum for moving window means.

After some digging, this would involve using [""summed area tables""](https://en.wikipedia.org/wiki/Summed-area_table) which have been generalized to nD, and can be used to compute all our built-in reductions (except median). Basically we'd store the summed area table (repeated `np.cumsum`) and then calculate reductions using binary ops (mostly subtraction) on those tables. 

This would be an intermediate level project but we could implement it incrementally (start with `sum` for example). One downside is the potential for floating point inaccuracies because we're taking differences of potentially large numbers.

cc @aulemahal ","{""total_count"": 1, ""+1"": 1, ""-1"": 0, ""laugh"": 0, ""hooray"": 0, ""confused"": 0, ""heart"": 0, ""rocket"": 0, ""eyes"": 0}",,675482176
https://github.com/pydata/xarray/issues/4325#issuecomment-1507201606,https://api.github.com/repos/pydata/xarray/issues/4325,1507201606,IC_kwDOAMm_X85Z1hJG,34276374,2023-04-13T15:48:31Z,2023-04-13T15:48:31Z,NONE,"I think I may have found a way to make the variance/standard deviation calculation more memory efficient, but I don't know enough about writing the sort of code that would be needed for a PR.

I basically wrote out the calculation for variance trying to only use the functions that have already been optimsed. Derived from:

$$ var = \frac{1}{n} \sum_{i=1}^{n} (x_i - \mu)^2 $$

$$ var = \frac{1}{n} \left( (x_1 - \mu)^2 + (x_2 - \mu)^2 + (x_3 - \mu)^2 + ... \right) $$

$$ var = \frac{1}{n} \left(x_1^2 -2x_1\mu + \mu^2 + \\ x_2^2 -2x_2\mu + \mu^2 + \\ x_3^2 -2x_3\mu + \mu^2 + ... \right) $$

$$ var = \frac{1}{n} \left( \sum_{i=1}^{n} x_i^2 - 2\mu\sum_{i=1}^{n} x_i + n\mu^2 \right)$$

I coded this up and demonstrate that it uses approximately 10% of the memory as the current `.var()` implementation:

```python
%load_ext memory_profiler

import numpy as np
import xarray as xr

temp = xr.DataArray(np.random.randint(0, 10, (5000, 500)), dims=(""x"", ""y""))

def new_var(da, x=10, y=20):
    # Defining the re-used parts
    roll = da.rolling(x=x, y=y)
    mean = roll.mean()
    count = roll.count()
    # First term: sum of squared values
    term1 = (da**2).rolling(x=x, y=y).sum()
    # Second term cross term sum
    term2 = -2 * mean * roll.sum()
    # Third term 'sum' of squared means
    term3 = count * mean**2
    # Combining into the variance
    var = (term1 + term2 + term3) / count
    return var

def old_var(da, x=10, y=20):
    roll = da.rolling(x=x, y=y)
    var = roll.var()
    return var

%memit new_var(temp)
%memit old_var(temp)
```

```
peak memory: 429.77 MiB, increment: 134.92 MiB
peak memory: 5064.07 MiB, increment: 4768.45 MiB
```

I wanted to double check that the calculation was working correctly:

```python
print((var_o.where(~np.isnan(var_o), 0) == var_n.where(~np.isnan(var_n), 0)).all().values)
print(np.allclose(var_o, var_n, equal_nan = True))
```

```
False
True
```

I think the difference here is just due to floating point errors, but maybe someone who knows how to check that in more detail could have a look.

The standard deviation can be trivially implemented from this if the approach works.","{""total_count"": 0, ""+1"": 0, ""-1"": 0, ""laugh"": 0, ""hooray"": 0, ""confused"": 0, ""heart"": 0, ""rocket"": 0, ""eyes"": 0}",,675482176
https://github.com/pydata/xarray/issues/4325#issuecomment-716399575,https://api.github.com/repos/pydata/xarray/issues/4325,716399575,MDEyOklzc3VlQ29tbWVudDcxNjM5OTU3NQ==,10194086,2020-10-26T08:40:51Z,2021-02-18T15:39:40Z,MEMBER,"This is already done for `counts`, correct? Here:

https://github.com/pydata/xarray/blob/1597e3a91eaf96626725987d23bbda2a80d2bae7/xarray/core/rolling.py#L370-L382

This should work for most of the reductions (and is a bit similar to what is done in `weighted` for `mean` and `sum`):

- [x] `count`: `isnull()` -> `rolling` -> `sum`
- [x] `argmax`: `fillna(-inf)` -> `rolling` -> `argmax`
- [x] `argmin`: `fillna(inf)` -> `rolling` -> `argmin`
- [x] `max`: `fillna(-inf)` -> `rolling` -> `max` (not sure about this one, need to be careful with the dtype)
- [x] `min`: `fillna(inf)` -> `rolling` -> `min` (dito)
- [x] `mean`: `fillna(0)` -> `rolling` -> `sum / count` (ensure nan if `count == 0`)
- [x] `prod`: `fillna(1)` -> `rolling` -> `prod`
- [x] `sum`: `fillna(0)` -> `rolling` -> `sum`
- [ ] `var`: `fillna(0)` -> `rolling` -> possible (?) but a bit more involved
- [ ] `std`: `sqrt(var)`
- [ ] `median`: probably not possible

I think this should not be too difficult, the thing is that rolling itself is already quite complicated









","{""total_count"": 2, ""+1"": 0, ""-1"": 0, ""laugh"": 0, ""hooray"": 0, ""confused"": 0, ""heart"": 2, ""rocket"": 0, ""eyes"": 0}",,675482176
https://github.com/pydata/xarray/issues/4325#issuecomment-741734592,https://api.github.com/repos/pydata/xarray/issues/4325,741734592,MDEyOklzc3VlQ29tbWVudDc0MTczNDU5Mg==,10194086,2020-12-09T12:17:15Z,2020-12-09T12:17:15Z,MEMBER,"I just saw that numpy 1.20 introduces `stride_tricks.sliding_window_view`. I have not looked at this yet. Just leaving this here for reference.

https://numpy.org/devdocs/reference/generated/numpy.lib.stride_tricks.sliding_window_view.html#numpy.lib.stride_tricks.sliding_window_view

https://numpy.org/devdocs/release/1.20.0-notes.html#sliding-window-view-provides-a-sliding-window-view-for-numpy-arrays

https://github.com/numpy/numpy/pull/17394","{""total_count"": 1, ""+1"": 1, ""-1"": 0, ""laugh"": 0, ""hooray"": 0, ""confused"": 0, ""heart"": 0, ""rocket"": 0, ""eyes"": 0}",,675482176
https://github.com/pydata/xarray/issues/4325#issuecomment-717572036,https://api.github.com/repos/pydata/xarray/issues/4325,717572036,MDEyOklzc3VlQ29tbWVudDcxNzU3MjAzNg==,6815844,2020-10-27T22:14:41Z,2020-10-27T22:14:41Z,MEMBER,"@mathause 
Oh, I missed this issue.
Yes, this is implemented only for count.

> the thing is that rolling itself is already quite complicated

Agreed. 
We need to clean this up.

One possible option would be to drop support of bottleneck.
This does not work for nd-rolling and if we implement the nd-nanreduce, the speed should be comparable with bottleneck.","{""total_count"": 0, ""+1"": 0, ""-1"": 0, ""laugh"": 0, ""hooray"": 0, ""confused"": 0, ""heart"": 0, ""rocket"": 0, ""eyes"": 0}",,675482176