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rcomer authored Jan 12, 2024
2 parents 1e2a85a + 045ce02 commit 1808c4a
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38 changes: 38 additions & 0 deletions benchmarks/benchmarks/stats.py
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@@ -0,0 +1,38 @@
# Copyright Iris contributors
#
# This file is part of Iris and is released under the BSD license.
# See LICENSE in the root of the repository for full licensing details.
"""Stats benchmark tests."""

import iris
from iris.analysis.stats import pearsonr
import iris.tests


class PearsonR:
def setup(self):
cube_temp = iris.load_cube(
iris.tests.get_data_path(
("NetCDF", "global", "xyt", "SMALL_total_column_co2.nc")
)
)

# Make data non-lazy.
cube_temp.data

self.cube_a = cube_temp[:6]
self.cube_b = cube_temp[20:26]
self.cube_b.replace_coord(self.cube_a.coord("time"))
for name in ["latitude", "longitude"]:
self.cube_b.coord(name).guess_bounds()
self.weights = iris.analysis.cartography.area_weights(self.cube_b)

def time_real(self):
pearsonr(self.cube_a, self.cube_b, weights=self.weights)

def time_lazy(self):
for cube in self.cube_a, self.cube_b:
cube.data = cube.lazy_data()

result = pearsonr(self.cube_a, self.cube_b, weights=self.weights)
result.data
3 changes: 3 additions & 0 deletions docs/src/whatsnew/latest.rst
Original file line number Diff line number Diff line change
Expand Up @@ -104,6 +104,9 @@ This document explains the changes made to Iris for this release
lazy data from file. This will also speed up coordinate comparison.
(:pull:`5610`)

#. `@rcomer`_ and `@trexfeathers`_ (reviewer) modified
:func:`~iris.analysis.stats.pearsonr` so it preserves lazy data in all cases
and also runs a little faster. (:pull:`5638`)

🔥 Deprecations
===============
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155 changes: 81 additions & 74 deletions lib/iris/analysis/stats.py
Original file line number Diff line number Diff line change
Expand Up @@ -4,13 +4,16 @@
# See LICENSE in the root of the repository for full licensing details.
"""Statistical operations between cubes."""

import dask.array as da
import numpy as np
import numpy.ma as ma

import iris
from iris.util import broadcast_to_shape
from iris.common import SERVICES, Resolve
from iris.common.lenient import _lenient_client
from iris.util import _mask_array


@_lenient_client(services=SERVICES)
def pearsonr(
cube_a,
cube_b,
Expand Down Expand Up @@ -63,13 +66,13 @@ def pearsonr(
Notes
-----
If either of the input cubes has lazy data, the result will have lazy data.
Reference:
https://en.wikipedia.org/wiki/Pearson_correlation_coefficient
This operation is non-lazy.
"""
# Assign larger cube to cube_1
# Assign larger cube to cube_1 for simplicity.
if cube_b.ndim > cube_a.ndim:
cube_1 = cube_b
cube_2 = cube_a
Expand All @@ -79,90 +82,94 @@ def pearsonr(

smaller_shape = cube_2.shape

dim_coords_1 = [coord.name() for coord in cube_1.dim_coords]
dim_coords_2 = [coord.name() for coord in cube_2.dim_coords]
common_dim_coords = list(set(dim_coords_1) & set(dim_coords_2))
# Get the broadcast, auto-transposed safe versions of the cube operands.
resolver = Resolve(cube_1, cube_2)
cube_1 = resolver.lhs_cube_resolved
cube_2 = resolver.rhs_cube_resolved

if cube_1.has_lazy_data() or cube_2.has_lazy_data():
al = da
array_1 = cube_1.lazy_data()
array_2 = cube_2.lazy_data()
else:
al = np
array_1 = cube_1.data
array_2 = cube_2.data

# If no coords passed then set to all common dimcoords of cubes.
if corr_coords is None:
corr_coords = common_dim_coords

def _ones_like(cube):
# Return a copy of cube with the same mask, but all data values set to 1.
# The operation is non-lazy.
# For safety we also discard any cell-measures and ancillary-variables, to
# avoid cube arithmetic possibly objecting to them, or inadvertently retaining
# them in the result where they might be inappropriate.
ones_cube = cube.copy()
ones_cube.data = np.ones_like(cube.data)
ones_cube.rename("unknown")
ones_cube.units = 1
for cm in ones_cube.cell_measures():
ones_cube.remove_cell_measure(cm)
for av in ones_cube.ancillary_variables():
ones_cube.remove_ancillary_variable(av)
return ones_cube
dim_coords_1 = {coord.name() for coord in cube_1.dim_coords}
dim_coords_2 = {coord.name() for coord in cube_2.dim_coords}
corr_coords = list(dim_coords_1.intersection(dim_coords_2))

# Interpret coords as array dimensions.
corr_dims = set()
if isinstance(corr_coords, str):
corr_coords = [corr_coords]
for coord in corr_coords:
corr_dims.update(cube_1.coord_dims(coord))

corr_dims = tuple(corr_dims)

# Match up data masks if required.
if common_mask:
# Create a cube of 1's with a common mask.
if ma.is_masked(cube_2.data):
mask_cube = _ones_like(cube_2)
else:
mask_cube = 1.0
if ma.is_masked(cube_1.data):
# Take a slice to avoid unnecessary broadcasting of cube_2.
slice_coords = [
dim_coords_1[i]
for i in range(cube_1.ndim)
if dim_coords_1[i] not in common_dim_coords
and np.array_equal(
cube_1.data.mask.any(axis=i), cube_1.data.mask.all(axis=i)
)
]
cube_1_slice = next(cube_1.slices_over(slice_coords))
mask_cube = _ones_like(cube_1_slice) * mask_cube
# Apply common mask to data.
if isinstance(mask_cube, iris.cube.Cube):
cube_1 = cube_1 * mask_cube
cube_2 = mask_cube * cube_2
dim_coords_2 = [coord.name() for coord in cube_2.dim_coords]

# Broadcast weights to shape of cubes if necessary.
if weights is None or cube_1.shape == smaller_shape:
weights_1 = weights
weights_2 = weights
mask_1 = al.ma.getmaskarray(array_1)
if al is np:
# Reduce all invariant dimensions of mask_1 to length 1. This avoids
# unnecessary broadcasting of array_2.
index = tuple(
slice(0, 1)
if np.array_equal(mask_1.any(axis=dim), mask_1.all(axis=dim))
else slice(None)
for dim in range(mask_1.ndim)
)
mask_1 = mask_1[index]

array_2 = _mask_array(array_2, mask_1)
array_1 = _mask_array(array_1, al.ma.getmaskarray(array_2))

# Broadcast weights to shape of arrays if necessary.
if weights is None:
weights_1 = weights_2 = None
else:
if weights.shape != smaller_shape:
raise ValueError(
"weights array should have dimensions {}".format(smaller_shape)
)
msg = f"weights array should have dimensions {smaller_shape}"
raise ValueError(msg)

if resolver.reorder_src_dims is not None:
# Apply same transposition as was done to cube_2 within Resolve.
weights = weights.transpose(resolver.reorder_src_dims)

# Reshape to add in any length-1 dimensions that Resolve() has added
# for broadcasting.
weights = weights.reshape(cube_2.shape)

dims_1_common = [
i for i in range(cube_1.ndim) if dim_coords_1[i] in common_dim_coords
]
weights_1 = broadcast_to_shape(weights, cube_1.shape, dims_1_common)
if cube_2.shape != smaller_shape:
dims_2_common = [
i for i in range(cube_2.ndim) if dim_coords_2[i] in common_dim_coords
]
weights_2 = broadcast_to_shape(weights, cube_2.shape, dims_2_common)
else:
weights_2 = weights
weights_2 = np.broadcast_to(weights, array_2.shape)
weights_1 = np.broadcast_to(weights, array_1.shape)

# Calculate correlations.
s1 = cube_1 - cube_1.collapsed(corr_coords, iris.analysis.MEAN, weights=weights_1)
s2 = cube_2 - cube_2.collapsed(corr_coords, iris.analysis.MEAN, weights=weights_2)
s1 = array_1 - al.ma.average(
array_1, axis=corr_dims, weights=weights_1, keepdims=True
)
s2 = array_2 - al.ma.average(
array_2, axis=corr_dims, weights=weights_2, keepdims=True
)

covar = (s1 * s2).collapsed(
s_prod = resolver.cube(s1 * s2)

# Use cube collapsed method as it takes care of coordinate collapsing and missing
# data tolerance.
covar = s_prod.collapsed(
corr_coords, iris.analysis.SUM, weights=weights_1, mdtol=mdtol
)
var_1 = (s1**2).collapsed(corr_coords, iris.analysis.SUM, weights=weights_1)
var_2 = (s2**2).collapsed(corr_coords, iris.analysis.SUM, weights=weights_2)

denom = iris.analysis.maths.apply_ufunc(
np.sqrt, var_1 * var_2, new_unit=covar.units
)
var_1 = iris.analysis._sum(s1**2, axis=corr_dims, weights=weights_1)
var_2 = iris.analysis._sum(s2**2, axis=corr_dims, weights=weights_2)

denom = np.sqrt(var_1 * var_2)

corr_cube = covar / denom
corr_cube.rename("Pearson's r")
corr_cube.units = 1

return corr_cube
2 changes: 2 additions & 0 deletions lib/iris/common/resolve.py
Original file line number Diff line number Diff line change
Expand Up @@ -304,6 +304,7 @@ def __init__(self, lhs=None, rhs=None):
#: operands, where the direction of the mapping is governed by
#: :attr:`~iris.common.resolve.Resolve.map_rhs_to_lhs`.
self.mapping = None # set in _metadata_mapping
self.reorder_src_dims = None # set in _as_compatible_cubes

#: Cache containing a list of dim, aux and scalar coordinates prepared
#: and ready for creating and attaching to the resultant resolved
Expand Down Expand Up @@ -439,6 +440,7 @@ def _as_compatible_cubes(self):

# Determine whether a transpose of the src cube is necessary.
if order != sorted(order):
self.reorder_src_dims = order
new_src_data = new_src_data.transpose(order)
logger.debug(
f"transpose src {self._src_cube_position} cube with order {order}"
Expand Down
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