support for units

[p3trus]

One thing that bother me alot is that pandas lacks good unit support (e.g. quantities, pint, ...)

Is there a chance that xray will support it?

[shoyer]

Eventually, I hope so!

Unfortunately, doing this in a feasible and maintainable way will probably require upstream fixes in NumPy. In particular, better support for duck-array types (numpy/numpy#4164) and/or the ability to write units as a custom NumPy dtypes. Both of these are on the NumPy roadmap, though they don't have a timeframe for when that will happen.

[rabernat]

Astropy has pretty good units support:
http://astropy.readthedocs.org/en/latest/units/
Would it be possible to copy what they do?

[shoyer]

Unfortunately, the astropy approach uses a numpy.ndarray subclass, which means it's mutually exclusive with dask.array. Otherwise, it does look very nice, though.

On Mon, Aug 17, 2015 at 8:38 AM, Ryan Abernathey notifications@github.com
wrote:

Astropy has pretty good units support:
http://astropy.readthedocs.org/en/latest/units/

Would it be possible to copy what they do?

Reply to this email directly or view it on GitHub:
#525 (comment)

[mhvk]

@shoyer - as one who thinks unit support is probably the single best thing astropy has (and is co-maintainer of astropy.units), I thought I'd pipe in: why would it be a problem that astropy's Quantity is an ndarray subclass? I must admit not having used dask arrays, but since they use ndarray internally for the pieces, shouldn't the fact that Quantity has the same interface/methods, make it relatively easy to swap ndarray for Quantity internally? I'd be quite happy to help think about this (surely it cannot be as bad as it is for MaskedArray ;-).

Alternatively, maybe it is easier to tag on the outside rather than the inside. This would also not seem to be that hard, given that astropy's Quantity is really just a wrapper around ndarray that carries a Unit instance. I think the parts that truly wrap might be separated from those that override ndarray methods, and would be willing to implement that if there is a good reason (like making dask quantities possible...). It may be that in this case one would not use Quantity proper, but rather just the parts of units where the real magic happens: in the Unit class (which does the unit conversion) and in quantity_helpers.py (which tells what unit conversion is necessary for a given operation/function).

[shoyer]

@mhvk It would certainly be possible to extend dask.array to handle units, in either of the ways you suggest.

Although you could allow Quantity objects inside dask.arrays, I don't like that approach, because static checks like units really should be done only once when arrays are constructed (akin to dtype checks) rather than at evaluation time, and for every chunk. This suggests that tagging on the outside is the better approach.

So far, so good -- but with the current state of duck array typing in NumPy, it's really hard to be happy with this. Until __numpy_ufunc__ lands, we can't override operations like np.sqrt in a way that is remotely feasible for dask.arrays (we can't afford to load big arrays into memory). Likewise, we need overrides for standard numpy array utility functions like concatenate. But the worst part is that the lack of standard interfaces means that we lose the possibility of composing different arrays backends with your Quantity type -- it will only be able to wrap dask or numpy arrays, not sparse matrices or bolt arrays or some other type yet to be invented.

Once we have all that duck-array stuff, then yes, you certainly could write all a duck-array Quantity type that can wrap generic duck-arrays. But something like Quantity really only needs to override compute operations so that they can propagate dtypes -- there shouldn't be a need to override methods like concatenate. If you had an actual (parametric) dtype for units (e.g., Quantity[float64, 'meters']), then you would get all those dtype agnostic methods for free, which would make your life as an implementer much easier. Hence why I think custom dtypes would really be the ideal solution.

[mhvk]

@shoyer - fair enough, and sad we don't have __numpy_ufunc__ yet... I agree that with Quantity inside, one would end up duplicating work for every chunk, which makes it less than ideal even though it would probably be the easier approach to implement.

For the outside method, from the dask perspective, it would indeed be easiest if units were done as a dtype, since then you can punt all the decisions to helper routines. My guess, though, is that it will be a while before numpy will include what is required to tell, e.g., that if I add something in m to something in cm, the second argument has to be multiplied by 0.01. But astropy does provide something just like that: quantity_helpers exposes a dict keyed by operation, which holds functions that return the required converters given the units. E.g., in the above example, internally what happens is

converters, result_unit = UFUNC_HELPERS[np.add](np.add, *units)
result_unit
# Unit("m")
converters[0]
# None
converters[1]
# <function astropy.units.quantity_helper.get_converter.<locals>.<lambda>>
converters[1](1.)
# 0.01

In dask, you could run the converters on your individual chunks, though obviously I don't know how easy it is to add an extra step like this without slowing down other aspects too much.

[mhvk]

p.s. For concatenate, you need unit conversion as well, so sadly Quantity does need to override that too (and currently cannot, which is rather annoying).

[hgrecco]

I am one of the authors of Pint and I was just pointed here by @arsenovic

Pint does not subclass ndarray, it rathers wrap any numerical type dispatching to the wrapped value any attribute access that does not understand. By defining __array_prepare__ and __array_wraps__ most numpy functions and array attributes work as expected without monkey patching or having a specialized math module. For example:

>>> import numpy as np
>>> import pint
>>> ureg = pint.UnitRegistry()
>>> [1., 4., 9.] * ureg.meter # a list is interpreted as an ndarray
<Quantity([1. 4. 9.], 'meter')>
>>> np.sqrt(_)
<Quantity([ 1.  2.  3.], 'meter ** 0.5')>
>>> _.sum()
<Quantity(6.0, 'meter ** 0.5')>

I think something similar can be done for xarray.

[mhvk]

@hgrecco - for astropy's Quantity, we currently also rely on __array_prepare__ and __array_wrap__. The main annoyances are (1) one cannot change the input before a numpy ufunc is called, and therefore often has no choice but to let a wrong calculation proceed; (2) proper recognition in non-ufunc functions is sparse (e.g., np.dot, etc.; see http://docs.astropy.org/en/latest/known_issues.html#quantity-issues)

Aside: at some point I'd hope to get the various implementations of units to talk together: it would be good to have an API that works such that units are inter-operable.

[shoyer]

@hgrecco Are you suggesting that pint could wrap xarray objects, or that xarray could wrap pint? Either is certainly possible, though I'm a bit pessimistic that we can come up with a complete solution without the numpy fixes we've been discussing.

Also, just to note, xarray contains a Dataset type for representing collections of variables that often have different units (e.g., temperature and pressure). That suggests to me that it could make more sense to put pint and/or astropy.Quantity objects inside xarray arrays rather than the other way around.

[arsenovic]

id just like to chime in and say that this feature would really be sweet. i always find myself doing a lot work to handle/convert different units.
it seems that adding units to labeled axes does a lot to describe a set of data.

[hgrecco]

@shoyer When we prototyped Pint we tried putting Quantity objects inside numpy array. It was was working fine but the performance and memory hit was too large. We were convinced that our current design was right when we wrote the first code using it. The case might be different with xarray. It would be nice to see some code using xarray and units (as if this was an already implemented feature).

@mhvk I do agree with your views. We also mention these limitations in the Pint documentation. Wrapping (instead of subclassing) adds another issue: some Numpy functions do not recognize a Quantity object as an array. Therefore any function that call numpy.asanyarray will erase the information that this is a quantity (See my issue here numpy/numpy#4072).

In any case, as was mentioned before in the thread Custom dtypes and Duck typing will be great for this.

In spite of this limitations, we chose wrapping because we want to support quantities even if NumPy is not installed. It has worked really nice for us, working in most of the common cases even for numpy arrays.

Regarding interoperating, it will be great. It will be even better if we can move into one, blessed, solution under the pydata umbrella (or similar).