我如何使用 NumPy 广播来加速这种相关性计算？

Question

我如何使用 NumPy 广播来加速这种相关性计算？

O.r*_*rka 3 python arrays optimization numpy array-broadcasting

我正在尝试利用NumPy 广播和后端数组计算来显着加快此功能。不幸的是，它不能很好地扩展，所以我希望大大提高它的性能。现在代码没有正确利用广播进行计算。

我使用WGCNA 的 bicor 函数作为黄金标准，因为这是我目前所知道的最快的实现。Python 版本输出与 R 函数相同的结果。

# ==============================================================================
# Imports
# ==============================================================================
# Built-ins
import os, sys, time, multiprocessing
# 3rd party
import numpy as np
import pandas as pd
# ==============================================================================
# R Imports
# ==============================================================================
from rpy2 import robjects, rinterface
from rpy2.robjects.packages import importr
from rpy2.robjects import pandas2ri
pandas2ri.activate()
R = robjects.r
NULL = robjects.rinterface.NULL
rinterface.set_writeconsole_regular(None)
WGCNA = importr("WGCNA")

# Python
def _biweight_midcorrelation(a, b):
    a_median = np.median(a)
    b_median = np.median(b)

    # Median absolute deviation
    a_mad = np.median(np.abs(a - a_median))
    b_mad = np.median(np.abs(b - b_median))

    u = (a - a_median) / (9 * a_mad)
    v = (b - b_median) / (9 * b_mad)

    w_a = np.square(1 - np.square(u)) * ((1 - np.abs(u)) > 0)
    w_b = np.square(1 - np.square(v)) * ((1 - np.abs(v)) > 0)

    a_item = (a - a_median) * w_a
    b_item = (b - b_median) * w_b

    return (a_item * b_item).sum() / (
        np.sqrt(np.square(a_item).sum()) *
        np.sqrt(np.square(b_item).sum()))

def biweight_midcorrelation(X):
    return X.corr(method=_biweight_midcorrelation)
# # OLD IMPLEMENTATION
# def biweight_midcorrelation(X):
#     median = X.median()
#     mad = (X - median).abs().median()
#     U = (X - median) / (9 * mad)
#     adjacency = np.square(1 - np.square(U)) * ((1 - U.abs()) > 0)
#     estimator = (X - median) * adjacency

#     bicor_matrix = np.empty((X.shape[1], X.shape[1]), dtype=float)

#     for i, ac in enumerate(estimator):
#         for j, bc in enumerate(estimator):
#             a = estimator[ac]
#             b = estimator[bc]

#             c = (a * b).sum() / (
#                 np.sqrt(np.square(a).sum()) * np.sqrt(np.square(b).sum()))
#             bicor_matrix[i, j] = c
#             bicor_matrix[j, i] = c
#     return pd.DataFrame(bicor_matrix, index=X.columns, columns=X.columns)

# R
def biweight_midcorrelation_r_wrapper(X, n_jobs=-1, r_package=None):
    """
    WGCNA: bicor
        function (x, y = NULL, robustX = TRUE, robustY = TRUE, use = "all.obs",
                   maxPOutliers = 1, qu <...> dian absolute deviation, or zero variance."))
    """
    if r_package is None:
        r_package = importr("WGCNA")
    if n_jobs == -1:
        n_jobs = multiprocessing.cpu_count()
    labels = X.columns
    r_df_sim = r_package.bicor(pandas2ri.py2ri(X), nThreads=n_jobs)
    df_bicor = pd.DataFrame(pandas2ri.ri2py(r_df_sim), index=labels, columns=labels)
    return df_bicor

# X.shape = (150,4)
X = pd.DataFrame({'sepal_length': {'iris_0': 5.1, 'iris_1': 4.9, 'iris_2': 4.7, 'iris_3': 4.6, 'iris_4': 5.0, 'iris_5': 5.4, 'iris_6': 4.6, 'iris_7': 5.0, 'iris_8': 4.4, 'iris_9': 4.9, 'iris_10': 5.4, 'iris_11': 4.8, 'iris_12': 4.8, 'iris_13': 4.3, 'iris_14': 5.8, 'iris_15': 5.7, 'iris_16': 5.4, 'iris_17': 5.1, 'iris_18': 5.7, 'iris_19': 5.1, 'iris_20': 5.4, 'iris_21': 5.1, 'iris_22': 4.6, 'iris_23': 5.1, 'iris_24': 4.8, 'iris_25': 5.0, 'iris_26': 5.0, 'iris_27': 5.2, 'iris_28': 5.2, 'iris_29': 4.7, 'iris_30': 4.8, 'iris_31': 5.4, 'iris_32': 5.2, 'iris_33': 5.5, 'iris_34': 4.9, 'iris_35': 5.0, 'iris_36': 5.5, 'iris_37': 4.9, 'iris_38': 4.4, 'iris_39': 5.1, 'iris_40': 5.0, 'iris_41': 4.5, 'iris_42': 4.4, 'iris_43': 5.0, 'iris_44': 5.1, 'iris_45': 4.8, 'iris_46': 5.1, 'iris_47': 4.6, 'iris_48': 5.3, 'iris_49': 5.0, 'iris_50': 7.0, 'iris_51': 6.4, 'iris_52': 6.9, 'iris_53': 5.5, 'iris_54': 6.5, 'iris_55': 5.7, 'iris_56': 6.3, 'iris_57': 4.9, 'iris_58': 6.6, 'iris_59': 5.2, 'iris_60': 5.0, 'iris_61': 5.9, 'iris_62': 6.0, 'iris_63': 6.1, 'iris_64': 5.6, 'iris_65': 6.7, 'iris_66': 5.6, 'iris_67': 5.8, 'iris_68': 6.2, 'iris_69': 5.6, 'iris_70': 5.9, 'iris_71': 6.1, 'iris_72': 6.3, 'iris_73': 6.1, 'iris_74': 6.4, 'iris_75': 6.6, 'iris_76': 6.8, 'iris_77': 6.7, 'iris_78': 6.0, 'iris_79': 5.7, 'iris_80': 5.5, 'iris_81': 5.5, 'iris_82': 5.8, 'iris_83': 6.0, 'iris_84': 5.4, 'iris_85': 6.0, 'iris_86': 6.7, 'iris_87': 6.3, 'iris_88': 5.6, 'iris_89': 5.5, 'iris_90': 5.5, 'iris_91': 6.1, 'iris_92': 5.8, 'iris_93': 5.0, 'iris_94': 5.6, 'iris_95': 5.7, 'iris_96': 5.7, 'iris_97': 6.2, 'iris_98': 5.1, 'iris_99': 5.7, 'iris_100': 6.3, 'iris_101': 5.8, 'iris_102': 7.1, 'iris_103': 6.3, 'iris_104': 6.5, 'iris_105': 7.6, 'iris_106': 4.9, 'iris_107': 7.3, 'iris_108': 6.7, 'iris_109': 7.2, 'iris_110': 6.5, 'iris_111': 6.4, 'iris_112': 6.8, 'iris_113': 5.7, 'iris_114': 5.8, 'iris_115': 6.4, 'iris_116': 6.5, 'iris_117': 7.7, 'iris_118': 7.7, 'iris_119': 6.0, 'iris_120': 6.9, 'iris_121': 5.6, 'iris_122': 7.7, 'iris_123': 6.3, 'iris_124': 6.7, 'iris_125': 7.2, 'iris_126': 6.2, 'iris_127': 6.1, 'iris_128': 6.4, 'iris_129': 7.2, 'iris_130': 7.4, 'iris_131': 7.9, 'iris_132': 6.4, 'iris_133': 6.3, 'iris_134': 6.1, 'iris_135': 7.7, 'iris_136': 6.3, 'iris_137': 6.4, 'iris_138': 6.0, 'iris_139': 6.9, 'iris_140': 6.7, 'iris_141': 6.9, 'iris_142': 5.8, 'iris_143': 6.8, 'iris_144': 6.7, 'iris_145': 6.7, 'iris_146': 6.3, 'iris_147': 6.5, 'iris_148': 6.2, 'iris_149': 5.9}, 'sepal_width': {'iris_0': 3.5, 'iris_1': 3.0, 'iris_2': 3.2, 'iris_3': 3.1, 'iris_4': 3.6, 'iris_5': 3.9, 'iris_6': 3.4, 'iris_7': 3.4, 'iris_8': 2.9, 'iris_9': 3.1, 'iris_10': 3.7, 'iris_11': 3.4, 'iris_12': 3.0, 'iris_13': 3.0, 'iris_14': 4.0, 'iris_15': 4.4, 'iris_16': 3.9, 'iris_17': 3.5, 'iris_18': 3.8, 'iris_19': 3.8, 'iris_20': 3.4, 'iris_21': 3.7, 'iris_22': 3.6, 'iris_23': 3.3, 'iris_24': 3.4, 'iris_25': 3.0, 'iris_26': 3.4, 'iris_27': 3.5, 'iris_28': 3.4, 'iris_29': 3.2, 'iris_30': 3.1, 'iris_31': 3.4, 'iris_32': 4.1, 'iris_33': 4.2, 'iris_34': 3.1, 'iris_35': 3.2, 'iris_36': 3.5, 'iris_37': 3.6, 'iris_38': 3.0, 'iris_39': 3.4, 'iris_40': 3.5, 'iris_41': 2.3, 'iris_42': 3.2, 'iris_43': 3.5, 'iris_44': 3.8, 'iris_45': 3.0, 'iris_46': 3.8, 'iris_47': 3.2, 'iris_48': 3.7, 'iris_49': 3.3, 'iris_50': 3.2, 'iris_51': 3.2, 'iris_52': 3.1, 'iris_53': 2.3, 'iris_54': 2.8, 'iris_55': 2.8, 'iris_56': 3.3, 'iris_57': 2.4, 'iris_58': 2.9, 'iris_59': 2.7, 'iris_60': 2.0, 'iris_61': 3.0, 'iris_62': 2.2, 'iris_63': 2.9, 'iris_64': 2.9, 'iris_65': 3.1, 'iris_66': 3.0, 'iris_67': 2.7, 'iris_68': 2.2, 'iris_69': 2.5, 'iris_70': 3.2, 'iris_71': 2.8, 'iris_72': 2.5, 'iris_73': 2.8, 'iris_74': 2.9, 'iris_75': 3.0, 'iris_76': 2.8, 'iris_77': 3.0, 'iris_78': 2.9, 'iris_79': 2.6, 'iris_80': 2.4, 'iris_81': 2.4, 'iris_82': 2.7, 'iris_83': 2.7, 'iris_84': 3.0, 'iris_85': 3.4, 'iris_86': 3.1, 'iris_87': 2.3, 'iris_88': 3.0, 'iris_89': 2.5, 'iris_90': 2.6, 'iris_91': 3.0, 'iris_92': 2.6, 'iris_93': 2.3, 'iris_94': 2.7, 'iris_95': 3.0, 'iris_96': 2.9, 'iris_97': 2.9, 'iris_98': 2.5, 'iris_99': 2.8, 'iris_100': 3.3, 'iris_101': 2.7, 'iris_102': 3.0, 'iris_103': 2.9, 'iris_104': 3.0, 'iris_105': 3.0, 'iris_106': 2.5, 'iris_107': 2.9, 'iris_108': 2.5, 'iris_109': 3.6, 'iris_110': 3.2, 'iris_111': 2.7, 'iris_112': 3.0, 'iris_113': 2.5, 'iris_114': 2.8, 'iris_115': 3.2, 'iris_116': 3.0, 'iris_117': 3.8, 'iris_118': 2.6, 'iris_119': 2.2, 'iris_120': 3.2, 'iris_121': 2.8, 'iris_122': 2.8, 'iris_123': 2.7, 'iris_124': 3.3, 'iris_125': 3.2, 'iris_126': 2.8, 'iris_127': 3.0, 'iris_128': 2.8, 'iris_129': 3.0, 'iris_130': 2.8, 'iris_131': 3.8, 'iris_132': 2.8, 'iris_133': 2.8, 'iris_134': 2.6, 'iris_135': 3.0, 'iris_136': 3.4, 'iris_137': 3.1, 'iris_138': 3.0, 'iris_139': 3.1, 'iris_140': 3.1, 'iris_141': 3.1, 'iris_142': 2.7, 'iris_143': 3.2, 'iris_144': 3.3, 'iris_145': 3.0, 'iris_146': 2.5, 'iris_147': 3.0, 'iris_148': 3.4, 'iris_149': 3.0}, 'petal_length': {'iris_0': 1.4, 'iris_1': 1.4, 'iris_2': 1.3, 'iris_3': 1.5, 'iris_4': 1.4, 'iris_5': 1.7, 'iris_6': 1.4, 'iris_7': 1.5, 'iris_8': 1.4, 'iris_9': 1.5, 'iris_10': 1.5, 'iris_11': 1.6, 'iris_12': 1.4, 'iris_13': 1.1, 'iris_14': 1.2, 'iris_15': 1.5, 'iris_16': 1.3, 'iris_17': 1.4, 'iris_18': 1.7, 'iris_19': 1.5, 'iris_20': 1.7, 'iris_21': 1.5, 'iris_22': 1.0, 'iris_23': 1.7, 'iris_24': 1.9, 'iris_25': 1.6, 'iris_26': 1.6, 'iris_27': 1.5, 'iris_28': 1.4, 'iris_29': 1.6, 'iris_30': 1.6, 'iris_31': 1.5, 'iris_32': 1.5, 'iris_33': 1.4, 'iris_34': 1.5, 'iris_35': 1.2, 'iris_36': 1.3, 'iris_37': 1.4, 'iris_38': 1.3, 'iris_39': 1.5, 'iris_40': 1.3, 'iris_41': 1.3, 'iris_42': 1.3, 'iris_43': 1.6, 'iris_44': 1.9, 'iris_45': 1.4, 'iris_46': 1.6, 'iris_47': 1.4, 'iris_48': 1.5, 'iris_49': 1.4, 'iris_50': 4.7, 'iris_51': 4.5, 'iris_52': 4.9, 'iris_53': 4.0, 'iris_54': 4.6, 'iris_55': 4.5, 'iris_56': 4.7, 'iris_57': 3.3, 'iris_58': 4.6, 'iris_59': 3.9, 'iris_60': 3.5, 'iris_61': 4.2, 'iris_62': 4.0, 'iris_63': 4.7, 'iris_64': 3.6, 'iris_65': 4.4, 'iris_66': 4.5, 'iris_67': 4.1, 'iris_68': 4.5, 'iris_69': 3.9, 'iris_70': 4.8, 'iris_71': 4.0, 'iris_72': 4.9, 'iris_73': 4.7, 'iris_74': 4.3, 'iris_75': 4.4, 'iris_76': 4.8, 'iris_77': 5.0, 'iris_78': 4.5, 'iris_79': 3.5, 'iris_80': 3.8, 'iris_81': 3.7, 'iris_82': 3.9, 'iris_83': 5.1, 'iris_84': 4.5, 'iris_85': 4.5, 'iris_86': 4.7, 'iris_87': 4.4, 'iris_88': 4.1, 'iris_89': 4.0, 'iris_90': 4.4, 'iris_91': 4.6, 'iris_92': 4.0, 'iris_93': 3.3, 'iris_94': 4.2, 'iris_95': 4.2, 'iris_96': 4.2, 'iris_97': 4.3, 'iris_98': 3.0, 'iris_99': 4.1, 'iris_100': 6.0, 'iris_101': 5.1, 'iris_102': 5.9, 'iris_103': 5.6, 'iris_104': 5.8, 'iris_105': 6.6, 'iris_106': 4.5, 'iris_107': 6.3, 'iris_108': 5.8, 'iris_109': 6.1, 'iris_110': 5.1, 'iris_111': 5.3, 'iris_112': 5.5, 'iris_113': 5.0, 'iris_114': 5.1, 'iris_115': 5.3, 'iris_116': 5.5, 'iris_117': 6.7, 'iris_118': 6.9, 'iris_119': 5.0, 'iris_120': 5.7, 'iris_121': 4.9, 'iris_122': 6.7, 'iris_123': 4.9, 'iris_124': 5.7, 'iris_125': 6.0, 'iris_126': 4.8, 'iris_127': 4.9, 'iris_128': 5.6, 'iris_129': 5.8, 'iris_130': 6.1, 'iris_131': 6.4, 'iris_132': 5.6, 'iris_133': 5.1, 'iris_134': 5.6, 'iris_135': 6.1, 'iris_136': 5.6, 'iris_137': 5.5, 'iris_138': 4.8, 'iris_139': 5.4, 'iris_140': 5.6, 'iris_141': 5.1, 'iris_142': 5.1, 'iris_143': 5.9, 'iris_144': 5.7, 'iris_145': 5.2, 'iris_146': 5.0, 'iris_147': 5.2, 'iris_148': 5.4, 'iris_149': 5.1}, 'petal_width': {'iris_0': 0.2, 'iris_1': 0.2, 'iris_2': 0.2, 'iris_3': 0.2, 'iris_4': 0.2, 'iris_5': 0.4, 'iris_6': 0.3, 'iris_7': 0.2, 'iris_8': 0.2, 'iris_9': 0.1, 'iris_10': 0.2, 'iris_11': 0.2, 'iris_12': 0.1, 'iris_13': 0.1, 'iris_14': 0.2, 'iris_15': 0.4, 'iris_16': 0.4, 'iris_17': 0.3, 'iris_18': 0.3, 'iris_19': 0.3, 'iris_20': 0.2, 'iris_21': 0.4, 'iris_22': 0.2, 'iris_23': 0.5, 'iris_24': 0.2, 'iris_25': 0.2, 'iris_26': 0.4, 'iris_27': 0.2, 'iris_28': 0.2, 'iris_29': 0.2, 'iris_30': 0.2, 'iris_31': 0.4, 'iris_32': 0.1, 'iris_33': 0.2, 'iris_34': 0.2, 'iris_35': 0.2, 'iris_36': 0.2, 'iris_37': 0.1, 'iris_38': 0.2, 'iris_39': 0.2, 'iris_40': 0.3, 'iris_41': 0.3, 'iris_42': 0.2, 'iris_43': 0.6, 'iris_44': 0.4, 'iris_45': 0.3, 'iris_46': 0.2, 'iris_47': 0.2, 'iris_48': 0.2, 'iris_49': 0.2, 'iris_50': 1.4, 'iris_51': 1.5, 'iris_52': 1.5, 'iris_53': 1.3, 'iris_54': 1.5, 'iris_55': 1.3, 'iris_56': 1.6, 'iris_57': 1.0, 'iris_58': 1.3, 'iris_59': 1.4, 'iris_60': 1.0, 'iris_61': 1.5, 'iris_62': 1.0, 'iris_63': 1.4, 'iris_64': 1.3, 'iris_65': 1.4, 'iris_66': 1.5, 'iris_67': 1.0, 'iris_68': 1.5, 'iris_69': 1.1, 'iris_70': 1.8, 'iris_71': 1.3, 'iris_72': 1.5, 'iris_73': 1.2, 'iris_74': 1.3, 'iris_75': 1.4, 'iris_76': 1.4, 'iris_77': 1.7, 'iris_78': 1.5, 'iris_79': 1.0, 'iris_80': 1.1, 'iris_81': 1.0, 'iris_82': 1.2, 'iris_83': 1.6, 'iris_84': 1.5, 'iris_85': 1.6, 'iris_86': 1.5, 'iris_87': 1.3, 'iris_88': 1.3, 'iris_89': 1.3, 'iris_90': 1.2, 'iris_91': 1.4, 'iris_92': 1.2, 'iris_93': 1.0, 'iris_94': 1.3, 'iris_95': 1.2, 'iris_96': 1.3, 'iris_97': 1.3, 'iris_98': 1.1, 'iris_99': 1.3, 'iris_100': 2.5, 'iris_101': 1.9, 'iris_102': 2.1, 'iris_103': 1.8, 'iris_104': 2.2, 'iris_105': 2.1, 'iris_106': 1.7, 'iris_107': 1.8, 'iris_108': 1.8, 'iris_109': 2.5, 'iris_110': 2.0, 'iris_111': 1.9, 'iris_112': 2.1, 'iris_113': 2.0, 'iris_114': 2.4, 'iris_115': 2.3, 'iris_116': 1.8, 'iris_117': 2.2, 'iris_118': 2.3, 'iris_119': 1.5, 'iris_120': 2.3, 'iris_121': 2.0, 'iris_122': 2.0, 'iris_123': 1.8, 'iris_124': 2.1, 'iris_125': 1.8, 'iris_126': 1.8, 'iris_127': 1.8, 'iris_128': 2.1, 'iris_129': 1.6, 'iris_130': 1.9, 'iris_131': 2.0, 'iris_132': 2.2, 'iris_133': 1.5, 'iris_134': 1.4, 'iris_135': 2.3, 'iris_136': 2.4, 'iris_137': 1.8, 'iris_138': 1.8, 'iris_139': 2.1, 'iris_140': 2.4, 'iris_141': 2.3, 'iris_142': 1.9, 'iris_143': 2.3, 'iris_144': 2.5, 'iris_145': 2.3, 'iris_146': 1.9, 'iris_147': 2.0, 'iris_148': 2.3, 'iris_149': 1.8}})

# Python computation
start_time = time.time()
df_bicor__python = biweight_midcorrelation(X)

# R computation
df_bicor__r = biweight_midcorrelation_r_wrapper(X)

np.allclose(df_bicor__python, df_bicor__r)

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Answer 1

nor*_*ok2 6

概括

一个人可以写这个计算大约。快一个数量级（对于您指定的输入）：

import numpy as np


def biweight_midcorrelation(arr):
    n, m = arr.shape
    arr = arr - np.median(arr, axis=0, keepdims=True)
    v = 1 - (arr / (9 * np.median(np.abs(arr), axis=0, keepdims=True))) ** 2
    arr = arr * v ** 2 * (v > 0)
    norms = np.sqrt(np.sum(arr ** 2, axis=0))
    return np.einsum('mi,mj->ij', arr, arr) / norms[:, None] / norms[None, :]

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通过以下方式桥接到 Pandas 数据框：

import pandas as pd


def corr_np2pd(df, func):
    return pd.DataFrame(func(np.array(df)), index=df.columns, columns=df.columns)

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其用法是：

corr_df = corr_np2pd(df, biweight_midcorrelation)

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通过使用 Numba 实现最后一次计算，这可以做得更快。

介绍

我不太确定为什么您希望广播在当前代码中有所帮助。您可能是说矢量化吗？无论如何，我相信可以编写更快的代码，并且“旧”方法的矢量化版本会胜过您当前的方法。使用 Numba 可以更快地做到这一点。

有两种实用的方法可以解决您的问题：

手动计算相关矩阵
生成要传递给的相关函数 pd.DataFrame.corr()

在执行 (1) 时，如果不计算相关矩阵的不必要部分，则可能无法避免显式循环。

在执行 (2) 时，需要为每一对（对称）一维输入（2 * comb(n, 2)次）计算辅助值，而不是为每个一维输入（n次）计算一次辅助值. 例如，对于问题中指定的输入，需要执行n == 4预计算，但是，如果以成对方式完成，则该数字变为2 * comb(4, 2) == 12。

让我们看看如何在两种情况下推动性能。

手动计算相关矩阵

让我们首先定义一个函数作为 Pandas 到 NumPy 的桥梁：

import numpy as np
import pandas as pd


def corr_np2pd(df, func):
    return pd.DataFrame(func(np.array(df)), index=df.columns, columns=df.columns)

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现在在注释中的具有显式循环的函数属于这一类，它在下面报告为biweight_midcorrelation_pd_OP()：

def biweight_midcorrelation_pd_OP(X):
    median = X.median()
    mad = (X - median).abs().median()
    U = (X - median) / (9 * mad)
    adjacency = np.square(1 - np.square(U)) * ((1 - U.abs()) > 0)
    estimator = (X - median) * adjacency
    bicor_matrix = np.empty((X.shape[1], X.shape[1]), dtype=float)
    for i, ac in enumerate(estimator):
        for j, bc in enumerate(estimator):
            a = estimator[ac]
            b = estimator[bc]
            c = (a * b).sum() / (
                np.sqrt(np.square(a).sum()) * np.sqrt(np.square(b).sum()))
            bicor_matrix[i, j] = c
            bicor_matrix[j, i] = c
    return pd.DataFrame(bicor_matrix, index=X.columns, columns=X.columns)

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一个稍微修改的版本，其中计算完全在 NumPy 中完成并且应该与一起使用corr_np2pd()，读取：

def biweight_midcorrelation_OP(arr):
    n, m = arr.shape
    med = np.median(arr, axis=0, keepdims=True)
    mad = np.median(np.abs(arr - med), axis=0, keepdims=True)
    u = (arr - med) / (9 * mad)
    adj = ((1 - u ** 2) ** 2) * ((1 - np.abs(u)) > 0)
    est = (arr - med) * adj
    result = np.empty((m, m))
    for i in range(m):
        for j in range(m):
            a = est[:, i]
            b = est[:, j]
            c = (a * b).sum() / (
                np.sqrt(np.sum(a ** 2)) * np.sqrt(np.sum(b ** 2)))
            result[i, j] = result[j, i] = c
    return result

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现在，这有一些改进点：

可以减少中间计算
最终的嵌套循环可以更高效

最后一点可以通过两种方式改进：

通过只计算一次对称索引，导致 biweight_midcorrelation_np()
通过以矢量化形式编写它，导致 biweight_midcorrelation_npv()

def biweight_midcorrelation_np(arr):
    n, m = arr.shape
    arr = arr - np.median(arr, axis=0, keepdims=True)
    v = 1 - (arr / (9 * np.median(np.abs(arr), axis=0, keepdims=True))) ** 2
    arr = arr * v ** 2 * (v > 0)
    norms = np.sqrt(np.sum(arr ** 2, axis=0))
    result = np.empty((m, m))
    np.fill_diagonal(result, 1.0)
    for i, j in zip(*np.triu_indices(m, 1)):
        result[i, j] = result[j, i] = \
            np.sum(arr[:, i] * arr[:, j]) / norms[i] / norms[j]
    return result

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def biweight_midcorrelation_npv(arr):
    n, m = arr.shape
    arr = arr - np.median(arr, axis=0, keepdims=True)
    v = 1 - (arr / (9 * np.median(np.abs(arr), axis=0, keepdims=True))) ** 2
    arr = arr * v ** 2 * (v > 0)
    norms = np.sqrt(np.sum(arr ** 2, axis=0))
    return np.einsum('mi,mj->ij', arr, arr) / norms[:, None] / norms[None, :]

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m由于显式循环，第一个只要很小就会很快。第二个通常会很快，但两次计算矩阵的某些条目似乎效率低下。为了克服这两个问题，可以用 Numba 重写最后的循环：

import numba as nb


@nb.jit
def _biweight_midcorrelation_triu_nb(n, m, est, norms, result):
    for i in range(m):
        for j in range(i + 1, m):
            x = 0
            for k in range(n):
                x += est[k, i] * est[k, j]
            result[i, j] = result[j, i] = x / norms[i] / norms[j]


def biweight_midcorrelation_nb(arr):
    n, m = arr.shape
    arr = arr - np.median(arr, axis=0, keepdims=True)
    v = 1 - (arr / (9 * np.median(np.abs(arr), axis=0, keepdims=True))) ** 2
    arr = arr * v ** 2 * (v > 0)
    norms = np.sqrt(np.sum(arr ** 2, axis=0))
    result = np.empty((m, m))
    np.fill_diagonal(result, 1.0)
    _biweight_midcorrelation_triu_nb(n, m, arr, norms, result)
    return result

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成对相关函数

您现在提出的方法的稍微修改版本属于此类别：

def pairwise_biweight_midcorrelation_OP(a, b):
    a_median = np.median(a)
    b_median = np.median(b)
    a_mad = np.median(np.abs(a - a_median))
    b_mad = np.median(np.abs(b - b_median))
    u_a = (a - a_median) / (9 * a_mad)
    u_b = (b - b_median) / (9 * b_mad)
    adj_a = (1 - u_a ** 2) ** 2 * ((1 - np.abs(u_a)) > 0)
    adj_b = (1 - u_b ** 2) ** 2 * ((1 - np.abs(u_b)) > 0)
    a = (a - a_median) * adj_a
    b = (b - b_median) * adj_b
    return np.sum(a * b) / (np.sqrt(np.sum(a ** 2)) * np.sqrt(np.sum(b ** 2)))

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这可能会写得更简洁一些，使用与上述类似的简化，导致：

def pairwise_biweight_midcorrelation_opt(a, b):
    a = a - np.median(a)
    b = b - np.median(b)
    v_a = 1 - (a / (9 * np.median(np.abs(a)))) ** 2
    v_b = 1 - (b / (9 * np.median(np.abs(b)))) ** 2
    a = a * v_a ** 2 * (v_a > 0)
    b = b * v_b ** 2 * (v_b > 0)
    return np.sum(a * b) / (np.sqrt(np.sum(a ** 2)) * np.sqrt(np.sum(b ** 2)))

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最后的操作是在执行求和a，并b三次，但它实际上在一个循环，这可能与Numba再次做出快速完成：

@nb.jit
def pairwise_biweight_midcorrelation_nb(a, b):
    n = a.size
    a = a - np.median(a)
    b = b - np.median(b)
    v_a = 1 - (a / (9 * np.median(np.abs(a)))) ** 2
    v_b = 1 - (b / (9 * np.median(np.abs(b)))) ** 2
    a = (v_a > 0) * a * v_a ** 2
    b = (v_b > 0) * b * v_b ** 2
    s_ab = s_aa = s_bb = 0
    for i in range(n):
        s_ab += a[i] * b[i]
        s_aa += a[i] * a[i]
        s_bb += b[i] * b[i]
    return s_ab / np.sqrt(s_aa) / np.sqrt(s_bb)

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但是没有简单的方法可以避免执行预计算2 * comb(n, 2)时间而不是n时间。故事的另一面是这类方法需要较少的内存，因为每次迭代只考虑两个一维数组。

测试

对于建议的输入：

import pandas as pd


df = pd.DataFrame({'sepal_length': {'iris_0': 5.1, 'iris_1': 4.9, 'iris_2': 4.7, 'iris_3': 4.6, 'iris_4': 5.0, 'iris_5': 5.4, 'iris_6': 4.6, 'iris_7': 5.0, 'iris_8': 4.4, 'iris_9': 4.9, 'iris_10': 5.4, 'iris_11': 4.8, 'iris_12': 4.8, 'iris_13': 4.3, 'iris_14': 5.8, 'iris_15': 5.7, 'iris_16': 5.4, 'iris_17': 5.1, 'iris_18': 5.7, 'iris_19': 5.1, 'iris_20': 5.4, 'iris_21': 5.1, 'iris_22': 4.6, 'iris_23': 5.1, 'iris_24': 4.8, 'iris_25': 5.0, 'iris_26': 5.0, 'iris_27': 5.2, 'iris_28': 5.2, 'iris_29': 4.7, 'iris_30': 4.8, 'iris_31': 5.4, 'iris_32': 5.2, 'iris_33': 5.5, 'iris_34': 4.9, 'iris_35': 5.0, 'iris_36': 5.5, 'iris_37': 4.9, 'iris_38': 4.4, 'iris_39': 5.1, 'iris_40': 5.0, 'iris_41': 4.5, 'iris_42': 4.4, 'iris_43': 5.0, 'iris_44': 5.1, 'iris_45': 4.8, 'iris_46': 5.1, 'iris_47': 4.6, 'iris_48': 5.3, 'iris_49': 5.0, 'iris_50': 7.0, 'iris_51': 6.4, 'iris_52': 6.9, 'iris_53': 5.5, 'iris_54': 6.5, 'iris_55': 5.7, 'iris_56': 6.3, 'iris_57': 4.9, 'iris_58': 6.6, 'iris_59': 5.2, 'iris_60': 5.0, 'iris_61': 5.9, 'iris_62': 6.0, 'iris_63': 6.1, 'iris_64': 5.6, 'iris_65': 6.7, 'iris_66': 5.6, 'iris_67': 5.8, 'iris_68': 6.2, 'iris_69': 5.6, 'iris_70': 5.9, 'iris_71': 6.1, 'iris_72': 6.3, 'iris_73': 6.1, 'iris_74': 6.4, 'iris_75': 6.6, 'iris_76': 6.8, 'iris_77': 6.7, 'iris_78': 6.0, 'iris_79': 5.7, 'iris_80': 5.5, 'iris_81': 5.5, 'iris_82': 5.8, 'iris_83': 6.0, 'iris_84': 5.4, 'iris_85': 6.0, 'iris_86': 6.7, 'iris_87': 6.3, 'iris_88': 5.6, 'iris_89': 5.5, 'iris_90': 5.5, 'iris_91': 6.1, 'iris_92': 5.8, 'iris_93': 5.0, 'iris_94': 5.6, 'iris_95': 5.7, 'iris_96': 5.7, 'iris_97': 6.2, 'iris_98': 5.1, 'iris_99': 5.7, 'iris_100': 6.3, 'iris_101': 5.8, 'iris_102': 7.1, 'iris_103': 6.3, 'iris_104': 6.5, 'iris_105': 7.6, 'iris_106': 4.9, 'iris_107': 7.3, 'iris_108': 6.7, 'iris_109': 7.2, 'iris_110': 6.5, 'iris_111': 6.4, 'iris_112': 6.8, 'iris_113': 5.7, 'iris_114': 5.8, 'iris_115': 6.4, 'iris_116': 6.5, 'iris_117': 7.7, 'iris_118': 7.7, 'iris_119': 6.0, 'iris_120': 6.9, 'iris_121': 5.6, 'iris_122': 7.7, 'iris_123': 6.3, 'iris_124': 6.7, 'iris_125': 7.2, 'iris_126': 6.2, 'iris_127': 6.1, 'iris_128': 6.4, 'iris_129': 7.2, 'iris_130': 7.4, 'iris_131': 7.9, 'iris_132': 6.4, 'iris_133': 6.3, 'iris_134': 6.1, 'iris_135': 7.7, 'iris_136': 6.3, 'iris_137': 6.4, 'iris_138': 6.0, 'iris_139': 6.9, 'iris_140': 6.7, 'iris_141': 6.9, 'iris_142': 5.8, 'iris_143': 6.8, 'iris_144': 6.7, 'iris_145': 6.7, 'iris_146': 6.3, 'iris_147': 6.5, 'iris_148': 6.2, 'iris_149': 5.9}, 'sepal_width': {'iris_0': 3.5, 'iris_1': 3.0, 'iris_2': 3.2, 'iris_3': 3.1, 'iris_4': 3.6, 'iris_5': 3.9, 'iris_6': 3.4, 'iris_7': 3.4, 'iris_8': 2.9, 'iris_9': 3.1, 'iris_10': 3.7, 'iris_11': 3.4, 'iris_12': 3.0, 'iris_13': 3.0, 'iris_14': 4.0, 'iris_15': 4.4, 'iris_16': 3.9, 'iris_17': 3.5, 'iris_18': 3.8, 'iris_19': 3.8, 'iris_20': 3.4, 'iris_21': 3.7, 'iris_22': 3.6, 'iris_23': 3.3, 'iris_24': 3.4, 'iris_25': 3.0, 'iris_26': 3.4, 'iris_27': 3.5, 'iris_28': 3.4, 'iris_29': 3.2, 'iris_30': 3.1, 'iris_31': 3.4, 'iris_32': 4.1, 'iris_33': 4.2, 'iris_34': 3.1, 'iris_35': 3.2, 'iris_36': 3.5, 'iris_37': 3.6, 'iris_38': 3.0, 'iris_39': 3.4, 'iris_40': 3.5, 'iris_41': 2.3, 'iris_42': 3.2, 'iris_43': 3.5, 'iris_44': 3.8, 'iris_45': 3.0, 'iris_46': 3.8, 'iris_47': 3.2, 'iris_48': 3.7, 'iris_49': 3.3, 'iris_50': 3.2, 'iris_51': 3.2, 'iris_52': 3.1, 'iris_53': 2.3, 'iris_54': 2.8, 'iris_55': 2.8, 'iris_56': 3.3, 'iris_57': 2.4, 'iris_58': 2.9, 'iris_59': 2.7, 'iris_60': 2.0, 'iris_61': 3.0, 'iris_62': 2.2, 'iris_63': 2.9, 'iris_64': 2.9, 'iris_65': 3.1, 'iris_66': 3.0, 'iris_67': 2.7, 'iris_68': 2.2, 'iris_69': 2.5, 'iris_70': 3.2, 'iris_71': 2.8, 'iris_72': 2.5, 'iris_73': 2.8, 'iris_74': 2.9, 'iris_75': 3.0, 'iris_76': 2.8, 'iris_77': 3.0, 'iris_78': 2.9, 'iris_79': 2.6, 'iris_80': 2.4, 'iris_81': 2.4, 'iris_82': 2.7, 'iris_83': 2.7, 'iris_84': 3.0, 'iris_85': 3.4, 'iris_86': 3.1, 'iris_87': 2.3, 'iris_88': 3.0, 'iris_89': 2.5, 'iris_90': 2.6, 'iris_91': 3.0, 'iris_92': 2.6, 'iris_93': 2.3, 'iris_94': 2.7, 'iris_95': 3.0, 'iris_96': 2.9, 'iris_97': 2.9, 'iris_98': 2.5, 'iris_99': 2.8, 'iris_100': 3.3, 'iris_101': 2.7, 'iris_102': 3.0, 'iris_103': 2.9, 'iris_104': 3.0, 'iris_105': 3.0, 'iris_106': 2.5, 'iris_107': 2.9, 'iris_108': 2.5, 'iris_109': 3.6, 'iris_110': 3.2, 'iris_111': 2.7, 'iris_112': 3.0, 'iris_113': 2.5, 'iris_114': 2.8, 'iris_115': 3.2, 'iris_116': 3.0, 'iris_117': 3.8, 'iris_118': 2.6, 'iris_119': 2.2, 'iris_120': 3.2, 'iris_121': 2.8, 'iris_122': 2.8, 'iris_123': 2.7, 'iris_124': 3.3, 'iris_125': 3.2, 'iris_126': 2.8, 'iris_127': 3.0, 'iris_128': 2.8, 'iris_129': 3.0, 'iris_130': 2.8, 'iris_131': 3.8, 'iris_132': 2.8, 'iris_133': 2.8, 'iris_134': 2.6, 'iris_135': 3.0, 'iris_136': 3.4, 'iris_137': 3.1, 'iris_138': 3.0, 'iris_139': 3.1, 'iris_140': 3.1, 'iris_141': 3.1, 'iris_142': 2.7, 'iris_143': 3.2, 'iris_144': 3.3, 'iris_145': 3.0, 'iris_146': 2.5, 'iris_147': 3.0, 'iris_148': 3.4, 'iris_149': 3.0}, 'petal_length': {'iris_0': 1.4, 'iris_1': 1.4, 'iris_2': 1.3, 'iris_3': 1.5, 'iris_4': 1.4, 'iris_5': 1.7, 'iris_6': 1.4, 'iris_7': 1.5, 'iris_8': 1.4, 'iris_9': 1.5, 'iris_10': 1.5, 'iris_11': 1.6, 'iris_12': 1.4, 'iris_13': 1.1, 'iris_14': 1.2, 'iris_15': 1.5, 'iris_16': 1.3, 'iris_17': 1.4, 'iris_18': 1.7, 'iris_19': 1.5, 'iris_20': 1.7, 'iris_21': 1.5, 'iris_22': 1.0, 'iris_23': 1.7, 'iris_24': 1.9, 'iris_25': 1.6, 'iris_26': 1.6, 'iris_27': 1.5, 'iris_28': 1.4, 'iris_29': 1.6, 'iris_30': 1.6, 'iris_31': 1.5, 'iris_32': 1.5, 'iris_33': 1.4, 'iris_34': 1.5, 'iris_35': 1.2, 'iris_36': 1.3, 'iris_37': 1.4, 'iris_38': 1.3, 'iris_39': 1.5, 'iris_40': 1.3, 'iris_41': 1.3, 'iris_42': 1.3, 'iris_43': 1.6, 'iris_44': 1.9, 'iris_45': 1.4, 'iris_46': 1.6, 'iris_47': 1.4, 'iris_48': 1.5, 'iris_49': 1.4, 'iris_50': 4.7, 'iris_51': 4.5, 'iris_52': 4.9, 'iris_53': 4.0, 'iris_54': 4.6, 'iris_55': 4.5, 'iris_56': 4.7, 'iris_57': 3.3, 'iris_58': 4.6, 'iris_59': 3.9, 'iris_60': 3.5, 'iris_61': 4.2, 'iris_62': 4.0, 'iris_63': 4.7, 'iris_64': 3.6, 'iris_65': 4.4, 'iris_66': 4.5, 'iris_67': 4.1, 'iris_68': 4.5, 'iris_69': 3.9, 'iris_70': 4.8, 'iris_71': 4.0, 'iris_72': 4.9, 'iris_73': 4.7, 'iris_74': 4.3, 'iris_75': 4.4, 'iris_76': 4.8, 'iris_77': 5.0, 'iris_78': 4.5, 'iris_79': 3.5, 'iris_80': 3.8, 'iris_81': 3.7, 'iris_82': 3.9, 'iris_83': 5.1, 'iris_84': 4.5, 'iris_85': 4.5, 'iris_86': 4.7, 'iris_87': 4.4, 'iris_88': 4.1, 'iris_89': 4.0, 'iris_90': 4.4, 'iris_91': 4.6, 'iris_92': 4.0, 'iris_93': 3.3, 'iris_94': 4.2, 'iris_95': 4.2, 'iris_96': 4.2, 'iris_97': 4.3, 'iris_98': 3.0, 'iris_99': 4.1, 'iris_100': 6.0, 'iris_101': 5.1, 'iris_102': 5.9, 'iris_103': 5.6, 'iris_104': 5.8, 'iris_105': 6.6, 'iris_106': 4.5, 'iris_107': 6.3, 'iris_108': 5.8, 'iris_109': 6.1, 'iris_110': 5.1, 'iris_111': 5.3, 'iris_112': 5.5, 'iris_113': 5.0, 'iris_114': 5.1, 'iris_115': 5.3, 'iris_116': 5.5, 'iris_117': 6.7, 'iris_118': 6.9, 'iris_119': 5.0, 'iris_120': 5.7, 'iris_121': 4.9, 'iris_122': 6.7, 'iris_123': 4.9, 'iris_124': 5.7, 'iris_125': 6.0, 'iris_126': 4.8, 'iris_127': 4.9, 'iris_128': 5.6, 'iris_129': 5.8, 'iris_130': 6.1, 'iris_131': 6.4, 'iris_132': 5.6, 'iris_133': 5.1, 'iris_134': 5.6, 'iris_135': 6.1, 'iris_136': 5.6, 'iris_137': 5.5, 'iris_138': 4.8, 'iris_139': 5.4, 'iris_140': 5.6, 'iris_141': 5.1, 'iris_142': 5.1, 'iris_143': 5.9, 'iris_144': 5.7, 'iris_145': 5.2, 'iris_146': 5.0, 'iris_147': 5.2, 'iris_148': 5.4, 'iris_149': 5.1}, 'petal_width': {'iris_0': 0.2, 'iris_1': 0.2, 'iris_2': 0.2, 'iris_3': 0.2, 'iris_4': 0.2, 'iris_5': 0.4, 'iris_6': 0.3, 'iris_7': 0.2, 'iris_8': 0.2, 'iris_9': 0.1, 'iris_10': 0.2, 'iris_11': 0.2, 'iris_12': 0.1, 'iris_13': 0.1, 'iris_14': 0.2, 'iris_15': 0.4, 'iris_16': 0.4, 'iris_17': 0.3, 'iris_18': 0.3, 'iris_19': 0.3, 'iris_20': 0.2, 'iris_21': 0.4, 'iris_22': 0.2, 'iris_23': 0.5, 'iris_24': 0.2, 'iris_25': 0.2, 'iris_26': 0.4, 'iris_27': 0.2, 'iris_28': 0.2, 'iris_29': 0.2, 'iris_30': 0.2, 'iris_31': 0.4, 'iris_32': 0.1, 'iris_33': 0.2, 'iris_34': 0.2, 'iris_35': 0.2, 'iris_36': 0.2, 'iris_37': 0.1, 'iris_38': 0.2, 'iris_39': 0.2, 'iris_40': 0.3, 'iris_41': 0.3, 'iris_42': 0.2, 'iris_43': 0.6, 'iris_44': 0.4, 'iris_45': 0.3, 'iris_46': 0.2, 'iris_47': 0.2, 'iris_48': 0.2, 'iris_49': 0.2, 'iris_50': 1.4, 'iris_51': 1.5, 'iris_52': 1.5, 'iris_53': 1.3, 'iris_54': 1.5, 'iris_55': 1.3, 'iris_56': 1.6, 'iris_57': 1.0, 'iris_58': 1.3, 'iris_59': 1.4, 'iris_60': 1.0, 'iris_61': 1.5, 'iris_62': 1.0, 'iris_63': 1.4, 'iris_64': 1.3, 'iris_65': 1.4, 'iris_66': 1.5, 'iris_67': 1.0, 'iris_68': 1.5, 'iris_69': 1.1, 'iris_70': 1.8, 'iris_71': 1.3, 'iris_72': 1.5, 'iris_73': 1.2, 'iris_74': 1.3, 'iris_75': 1.4, 'iris_76': 1.4, 'iris_77': 1.7, 'iris_78': 1.5, 'iris_79': 1.0, 'iris_80': 1.1, 'iris_81': 1.0, 'iris_82': 1.2, 'iris_83': 1.6, 'iris_84': 1.5, 'iris_85': 1.6, 'iris_86': 1.5, 'iris_87': 1.3, 'iris_88': 1.3, 'iris_89': 1.3, 'iris_90': 1.2, 'iris_91': 1.4, 'iris_92': 1.2, 'iris_93': 1.0, 'iris_94': 1.3, 'iris_95': 1.2, 'iris_96': 1.3, 'iris_97': 1.3, 'iris_98': 1.1, 'iris_99': 1.3, 'iris_100': 2.5, 'iris_101': 1.9, 'iris_102': 2.1, 'iris_103': 1.8, 'iris_104': 2.2, 'iris_105': 2.1, 'iris_106': 1.7, 'iris_107': 1.8, 'iris_108': 1.8, 'iris_109': 2.5, 'iris_110': 2.0, 'iris_111': 1.9, 'iris_112': 2.1, 'iris_113': 2.0, 'iris_114': 2.4, 'iris_115': 2.3, 'iris_116': 1.8, 'iris_117': 2.2, 'iris_118': 2.3, 'iris_119': 1.5, 'iris_120': 2.3, 'iris_121': 2.0, 'iris_122': 2.0, 'iris_123': 1.8, 'iris_124': 2.1, 'iris_125': 1.8, 'iris_126': 1.8, 'iris_127': 1.8, 'iris_128': 2.1, 'iris_129': 1.6, 'iris_130': 1.9, 'iris_131': 2.0, 'iris_132': 2.2, 'iris_133': 1.5, 'iris_134': 1.4, 'iris_135': 2.3, 'iris_136': 2.4, 'iris_137': 1.8, 'iris_138': 1.8, 'iris_139': 2.1, 'iris_140': 2.4, 'iris_141': 2.3, 'iris_142': 1.9, 'iris_143': 2.3, 'iris_144': 2.5, 'iris_145': 2.3, 'iris_146': 1.9, 'iris_147': 2.0, 'iris_148': 2.3, 'iris_149': 1.8}})

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我们获得：

print(np.all(np.isclose(biweight_midcorrelation_pd_OP(df), result)))
# True
print(np.all(np.isclose(corr_np2pd(df, biweight_midcorrelation_OP), result)))
# True
print(np.all(np.isclose(corr_np2pd(df, biweight_midcorrelation_np), result)))
# True
print(np.all(np.isclose(corr_np2pd(df, biweight_midcorrelation_npv), result)))
# True
print(np.all(np.isclose(corr_np2pd(df, biweight_midcorrelation_nb), result)))
# True
print(np.all(np.isclose(df.corr(method=pairwise_biweight_midcorrelation_OP), result)))
# True
print(np.all(np.isclose(df.corr(method=pairwise_biweight_midcorrelation_opt), result)))
# True
print(np.all(np.isclose(df.corr(method=pairwise_biweight_midcorrelation_nb), result)))
# True

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基准

%timeit biweight_midcorrelation_pd_OP(df)
# 10 loops, best of 3: 22.1 ms per loop
%timeit corr_np2pd(df, biweight_midcorrelation_OP)
# 1000 loops, best of 3: 682 µs per loop
%timeit corr_np2pd(df, biweight_midcorrelation_np)
# 1000 loops, best of 3: 422 µs per loop
%timeit corr_np2pd(df, biweight_midcorrelation_npv)
# 1000 loops, best of 3: 341 µs per loop
%timeit corr_np2pd(df, biweight_midcorrelation_nb)
# 1000 loops, best of 3: 325 µs per loop
%timeit df.corr(method=pairwise_biweight_midcorrelation_OP)
# 100 loops, best of 3: 1.96 ms per loop
%timeit df.corr(method=pairwise_biweight_midcorrelation_opt)
# 100 loops, best of 3: 1.83 ms per loop
%timeit df.corr(method=pairwise_biweight_midcorrelation_nb)
# 1000 loops, best of 3: 506 µs per loop

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这些结果表明基于 Numba 的方法是最快的，紧随其后的是原始方法的 NumPy 向量化版本。

请注意，从基于 Pandas 的计算到纯基于 NumPy 的方法（即使使用显式循环），我们获得了近 30 倍的速度因子。对两个for循环进行矢量化为我们提供了另一个大约。2 倍系数。

该pd.DataFrame.corr()基础的方法（ES）是，不使用时Numba，约。比用 NumPy 重写的原始方法慢 4 倍，因此即使您没有看到显式循环也要小心！Numba 加速pairwise_biweight_midcorrelation_nb()极大地推动了这一系列方法，但它不可能避免预计算的开销。

最后警告：所有这些基准测试都应该谨慎对待！

（编辑以包含基于 Numba 的方法与一起使用pd.DataFrame.corr()）。

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