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  • Improve performance of xarray.corr() on big datasets · 4 ✖

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  • CONTRIBUTOR · 4 ✖
id html_url issue_url node_id user created_at updated_at ▲ author_association body reactions performed_via_github_app issue
760114285 https://github.com/pydata/xarray/issues/4804#issuecomment-760114285 https://api.github.com/repos/pydata/xarray/issues/4804 MDEyOklzc3VlQ29tbWVudDc2MDExNDI4NQ== willirath 5700886 2021-01-14T10:44:19Z 2021-01-14T10:44:19Z CONTRIBUTOR

I'd also add that https://github.com/pydata/xarray/blob/master/xarray/core/computation.py#L1320_L1330 which is essentially python ((x - x.mean()) * (y - y.mean())).mean() is inferior to python (x * y).mean() - x.mean() * y.mean() because it leads to Dask holding all chunks of x in memory (see, e.g., https://github.com/dask/dask/issues/6674 for details).

 
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   Improve performance of xarray.corr() on big datasets 785329941
760025539 https://github.com/pydata/xarray/issues/4804#issuecomment-760025539 https://api.github.com/repos/pydata/xarray/issues/4804 MDEyOklzc3VlQ29tbWVudDc2MDAyNTUzOQ== aaronspring 12237157 2021-01-14T08:44:22Z 2021-01-14T08:44:22Z CONTRIBUTOR

Thanks for the suggestion with xr.align.

my speculation is that xs.pearson_r is a bit faster because we first write the whole function in numpy and then pass it through xr.apply_ufunc. I think therefore it only works for xr but not dask.da

 
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   Improve performance of xarray.corr() on big datasets 785329941
759767957 https://github.com/pydata/xarray/issues/4804#issuecomment-759767957 https://api.github.com/repos/pydata/xarray/issues/4804 MDEyOklzc3VlQ29tbWVudDc1OTc2Nzk1Nw== aaronspring 12237157 2021-01-13T22:04:38Z 2021-01-13T22:04:38Z CONTRIBUTOR

Your function from the notebook could also easily implement the builtin weighted function

 
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   Improve performance of xarray.corr() on big datasets 785329941
759766466 https://github.com/pydata/xarray/issues/4804#issuecomment-759766466 https://api.github.com/repos/pydata/xarray/issues/4804 MDEyOklzc3VlQ29tbWVudDc1OTc2NjQ2Ng== aaronspring 12237157 2021-01-13T22:01:49Z 2021-01-13T22:01:49Z CONTRIBUTOR

We implemented xr.corr as xr.pearson_r in https://xskillscore.readthedocs.io/en/stable/api/xskillscore.pearson_r.html#xskillscore.pearson_r and it’s ~30% faster than xr.corr see #4768 

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   Improve performance of xarray.corr() on big datasets 785329941

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