issue_comments: 399522595

Ok, I see how you implemented it for pandas's reindex. You essentially inserted an inexact filter within .get_indexer(). And the intersection() and union() uses these methods, so, in theory, one could pipe a tolerance argument through them (as well as for the other set operations). The work needs to be expanded a bit, though, as get_indexer_non_unique() needs the tolerance parameter, too, I think.

For xarray, though, I think we can work around backwards compatibility by having Dataset hold specialized subclasses of Index for floating-point data types that would have the needed changes to the Index class. We can have this specialized class have some default tolerance (say 100*finfo(dtype).resolution?), and it would have its methods use the stored tolerance by default, so it should be completely transparent to the end-user (hopefully). This way, xr.open_mfdataset() would "just work".