将 scipy 稀疏矩阵存储为 HDF5

Storing scipy sparse matrix as HDF5

我想以 HDF5 格式压缩和存储一个巨大的 Scipy 矩阵。我该怎么做呢?我试过下面的代码:

a = csr_matrix((dat, (row, col)), shape=(947969, 36039))
f = h5py.File('foo.h5','w')    
dset = f.create_dataset("init", data=a, dtype = int, compression='gzip')

我遇到这样的错误,

TypeError: Scalar datasets don't support chunk/filter options
IOError: Can't prepare for writing data (No appropriate function for conversion path)

我无法将其转换为 numpy 数组,因为会出现内存溢出。什么是最好的方法?

你可以使用scipy.sparse.save_npz方法

或者考虑使用 Pandas.SparseDataFrame, but be aware that this method is very slow (thanks to )

演示:

正在生成稀疏矩阵和 SparseDataFrame

In [55]: import pandas as pd

In [56]: from scipy.sparse import *

In [57]: m = csr_matrix((20, 10), dtype=np.int8)

In [58]: m
Out[58]:
<20x10 sparse matrix of type '<class 'numpy.int8'>'
        with 0 stored elements in Compressed Sparse Row format>

In [59]: sdf = pd.SparseDataFrame([pd.SparseSeries(m[i].toarray().ravel(), fill_value=0)
    ...:                           for i in np.arange(m.shape[0])])
    ...:

In [61]: type(sdf)
Out[61]: pandas.sparse.frame.SparseDataFrame

In [62]: sdf.info()
<class 'pandas.sparse.frame.SparseDataFrame'>
RangeIndex: 20 entries, 0 to 19
Data columns (total 10 columns):
0    20 non-null int8
1    20 non-null int8
2    20 non-null int8
3    20 non-null int8
4    20 non-null int8
5    20 non-null int8
6    20 non-null int8
7    20 non-null int8
8    20 non-null int8
9    20 non-null int8
dtypes: int8(10)
memory usage: 280.0 bytes

将 SparseDataFrame 保存到 HDF 文件

In [64]: sdf.to_hdf('d:/temp/sparse_df.h5', 'sparse_df')

从 HDF 文件读取

In [65]: store = pd.HDFStore('d:/temp/sparse_df.h5')

In [66]: store
Out[66]:
<class 'pandas.io.pytables.HDFStore'>
File path: d:/temp/sparse_df.h5
/sparse_df            sparse_frame

In [67]: x = store['sparse_df']

In [68]: type(x)
Out[68]: pandas.sparse.frame.SparseDataFrame

In [69]: x.info()
<class 'pandas.sparse.frame.SparseDataFrame'>
Int64Index: 20 entries, 0 to 19
Data columns (total 10 columns):
0    20 non-null int8
1    20 non-null int8
2    20 non-null int8
3    20 non-null int8
4    20 non-null int8
5    20 non-null int8
6    20 non-null int8
7    20 non-null int8
8    20 non-null int8
9    20 non-null int8
dtypes: int8(10)
memory usage: 360.0 bytes

csr 矩阵将它的值存储在 3 个数组中。它不是数组或数组子类,所以h5py不能直接保存。你能做的最好的就是保存属性,并在加载时重新创建矩阵:

In [248]: M = sparse.random(5,10,.1, 'csr')
In [249]: M
Out[249]: 
<5x10 sparse matrix of type '<class 'numpy.float64'>'
    with 5 stored elements in Compressed Sparse Row format>
In [250]: M.data
Out[250]: array([ 0.91615298,  0.49907752,  0.09197862,  0.90442401,  0.93772772])
In [251]: M.indptr
Out[251]: array([0, 0, 1, 2, 3, 5], dtype=int32)
In [252]: M.indices
Out[252]: array([5, 7, 5, 2, 6], dtype=int32)
In [253]: M.data
Out[253]: array([ 0.91615298,  0.49907752,  0.09197862,  0.90442401,  0.93772772])

coo 格式具有 datarowcol 属性,与您用来创建 a(dat, (row, col)) 基本相同].

In [254]: M.tocoo().row
Out[254]: array([1, 2, 3, 4, 4], dtype=int32)

新的 save_npz 功能:

arrays_dict = dict(format=matrix.format, shape=matrix.shape, data=matrix.data)
if matrix.format in ('csc', 'csr', 'bsr'):
    arrays_dict.update(indices=matrix.indices, indptr=matrix.indptr)
...
elif matrix.format == 'coo':
    arrays_dict.update(row=matrix.row, col=matrix.col)
...
np.savez(file, **arrays_dict)

换句话说,它将相关属性收集到字典中并使用 savez 创建 zip 存档。

同样的方法可以用于 h5py 文件。更多关于 save_npz 在最近的 SO 问题中,带有源代码链接。

看看你能不能让它工作。如果可以创建 csr 矩阵,则可以从其属性(或 coo 等价物)重新创建它。如果需要,我可以做一个工作示例。

csr 到 h5py 示例

import numpy as np
import h5py
from scipy import sparse

M = sparse.random(10,10,.2, 'csr')
print(repr(M))

print(M.data)
print(M.indices)
print(M.indptr)

f = h5py.File('sparse.h5','w')
g = f.create_group('Mcsr')
g.create_dataset('data',data=M.data)
g.create_dataset('indptr',data=M.indptr)
g.create_dataset('indices',data=M.indices)
g.attrs['shape'] = M.shape
f.close()

f = h5py.File('sparse.h5','r')
print(list(f.keys()))
print(list(f['Mcsr'].keys()))

g2 = f['Mcsr']
print(g2.attrs['shape'])

M1 = sparse.csr_matrix((g2['data'][:],g2['indices'][:],
    g2['indptr'][:]), g2.attrs['shape'])
print(repr(M1))
print(np.allclose(M1.A, M.A))
f.close()

生产

1314:~/mypy$ python3 stack43390038.py 
<10x10 sparse matrix of type '<class 'numpy.float64'>'
    with 20 stored elements in Compressed Sparse Row format>
[ 0.13640389  0.92698959 ....  0.7762265 ]
[4 5 0 3 0 2 0 2 5 6 7 1 7 9 1 3 4 6 8 9]
[ 0  2  4  6  9 11 11 11 14 19 20]
['Mcsr']
['data', 'indices', 'indptr']
[10 10]
<10x10 sparse matrix of type '<class 'numpy.float64'>'
    with 20 stored elements in Compressed Sparse Row format>
True

coo 替代品

Mo = M.tocoo()
g = f.create_group('Mcoo')
g.create_dataset('data', data=Mo.data)
g.create_dataset('row', data=Mo.row)
g.create_dataset('col', data=Mo.col)
g.attrs['shape'] = Mo.shape

g2 = f['Mcoo']
M2 = sparse.coo_matrix((g2['data'], (g2['row'], g2['col'])),
   g2.attrs['shape'])   # don't need the [:]
# could also use sparse.csr_matrix or M2.tocsr()