A primer on manipulating data frame with Deedle in F#

A primer on manipulating data frame with Deedle in F#

The first time I encountered Deedle was from @brandewinder book Machine learning projects for .NET developers. Deedle is a library which facilitates the manipulation of data frames and data series.

http://bluemountaincapital.github.io/Deedle/

A data frame is like a table with rows and columns where columns don’t need need to be of same type. A data series is like a vector (an array of values) where each value is itself a key value pair. A very famous data series is a time series which is a vector of value with a key representing an instant in time and a value associated with it (it isn’t limited to this single property).

Although Deedle website contains very good tutorials, like the Deedle in 10 minutes tutorial, I still found it a bit hard to grasp.

So why would you need Deedle?

One of the reason why I think Deedle is interesting is that it makes the manipulation of data frame much more pleasant. With Deedle,it is possible to goup by rows and more importantly on multiple levels. It makes it possible to target a certain level of the frame (we will see more later). It allows to change values from a row or values from a column easily. It is also possible to add or drop columns which is very helpful to add label or category column and dump useless columns. And lastely it is possible to take out the data and plot it into a graph.

I started to look at Deedle by making very basic operations. Even after reading all the information on Deedle website, it took me few hours to put together the operations so I wanted to share that with you so that hopefully you would not take as long as I did. In this post I played with my bank statements data. I will explain some common operations which will help to understand how Deedle works:

  1. Extract data from CSV and load into frame
  2. Label data in a new column
  3. Group by
  4. Execute operation on grouped data frames
  5. Print the data frames

When you will be done with this, you will be able to have a good understanding on how to use the library in your advantage to make more complex operations. Let’s start by loading data from CSV.

1. Extract data from CSV and load into frame

type Expense = {
    Date: DateTime
    Title: string
    Amount: decimal
}

let frame =
    Directory.GetFiles(Environment.CurrentDirectory + "/data","*.csv")
    |> Array.map (fun path -> Frame.ReadCsv(path, hasHeaders = false))
    |> Array.map (fun df -> df |> Frame.indexColsWith [ "Date"; "Title"; "Amount" ])
    |> Array.map (fun df -> df.GetRows())
    |> Seq.collect (fun s -> s.Values)
    |> Seq.map (fun s -> s?Date, s?Title, s?Amount)
    |> Seq.map (fun (date, title, amount) -> 
        { Date = string date |> DateTime.Parse
          Title = string title
          Amount = string amount |> decimal })
    |> Frame.ofRecords

I start first by getting all the csv files in /data folder. Then I load each file in a Frame using Frame.ReadCsv. Because my csv has no header, when the frame gets loaded it has generic column names Column 1, Column 2 and Column 3. Therefore I use Frame.indexColsWith to specify my own column keys. Then I collect all values and parse it to the correct type and then concatenate all values together in a single dataframe.

2. Label data in a new column

Adding a new column is very helpful. In my bank statement I have data like that:

2016-01-20,INT'L YYYYYYYYYY Amazon UK Retail AMAZON.CO.UK,-3.99
2016-01-18,INT'L XXXXXXXXXX Amazon UK Marketpl,-3.99

All I really care is that it comes from Amazon. I don’t really care that it has a reference of X or Y. So what I will do is to add a fourth column which will contain a label which represents the store. For the two records it will be Amazon. At the same time I want to have a fifth column which will represent the category. Amazon will be under Online which stands for online purchases.

So how will we do that? We will use a regex pattern to match all titles and derive a label and category out of it.

type Category =
| DepartmentStore
| Supermarket
| AsianSupermarket
| Clothing
| Restaurant
| Electronics
| FastFood
| SweetAndSavoury
| HealthAndBeauty
| Online
| Cash
| Other

let labelStore =
    let label regex label category (str, initialCategory) =
        if Regex.IsMatch(str, regex, RegexOptions.IgnoreCase) 
        then (label, category)
        else (str, initialCategory)
        
    label    ".*Amazon.*" "AMAZON" Online
    >> label ".*ALDI.*"   "ALDI"   Supermarket

As an example, I have added two categories and two labels. When we pass a title with a default Other category, it will try to match any of the regex patterns and return the appropriate pair. If nothing match, it will just return the value which was passed without changing anything.

So if we pass INT'L YYYYYYYYYY Amazon UK Retail AMAZON.CO.UK we will get (AMAZON, Online). If we pass ALDI GR KENT we will get (ALDI, Supermarket).

Then using that pair we can create the two new columns for the data frame.

let df = 
    let frame =
        Directory.GetFiles(Environment.CurrentDirectory + "/data","*.csv")
        |> ... code for loading frame (explained above) ...
        |> Frame.ofRecords

    frame.AddColumn(
        "Label", 
        frame
        |> Frame.getCol "Title" 
        |> Series.mapValues ((fun title -> (title, Other)) >> labelStore >> fst))
        
    frame.AddColumn(
        "Category", 
        frame 
        |> Frame.getCol "Title" 
        |> Series.mapValues ((fun title -> (title, Other)) >> labelStore >> snd >> string))
    frame

We use AddColumn to append a column to the current frame. Frame.getCol takes a column key and returns the whole column as a data series. We use the whole title column to build a label and category column by mapping over all values using Series.mapValues.

Now we should get the following:

Date        Title                                           Amount  Label   Category
2016-01-20  INT'L YYYYYYYYYY Amazon UK Retail AMAZON.CO.UK  -3.99   AMAZON  ONLINE
2016-01-18  INT'L XXXXXXXXXX Amazon UK Marketpl             -3.99   AMAZON  ONLINE

We successfuly categorised our data.

3. Group by

The most common operation when dealing with data frame is to group data. For expenses it is always useful to get the frame grouped by month so that we can either display it nicely or calculate the sum of all the expenses for each month.

df
|> Frame.filterRowValues(fun c -> c?Amount < 0.)
|> Frame.groupRowsUsing(fun _ c -> c.GetAs<DateTime>("Date").Month)

By using Frame.groupRowsUsing, we can group by the result of a function. Here we get the date and extract the month of each date to group the frame on it. Since the data frame was previously indexed by a default id, we end up with a data frame with two identifiers: the month and the default id.

Month  Id   Date        Title                                           Amount  Label   Category
1      288  2016-01-20  INT'L YYYYYYYYYY Amazon UK Retail AMAZON.CO.UK  -3.99   AMAZON  ONLINE
1      287  2016-01-18  INT'L XXXXXXXXXX Amazon UK Marketpl             -3.99   AMAZON  ONLINE

We can also continue to group on another level if we have something interesting to group by again. Here we have the category and grouping by category and then per month seems logical.

df
|> Frame.filterRowValues(fun c -> c?Amount < 0.)
|> Frame.groupRowsByString "Category"
|> Frame.groupRowsUsing(fun _ c -> c.GetAs<DateTime>("Date").Month)

And now we end up with three identifiers.

Month  Category  Id   Date        Title                                           Amount  Label   Category
1      ONLINE    288  2016-01-20  INT'L YYYYYYYYYY Amazon UK Retail AMAZON.CO.UK  -3.99   AMAZON  ONLINE
1      ONLINE    287  2016-01-18  INT'L XXXXXXXXXX Amazon UK Marketpl             -3.99   AMAZON  ONLINE

4. Execute operation on grouped data frames

Usually, we group data to execute operation on the groups. Calculate a sum, an average or just the total count of elements in each group. With Deedle we can execute operations on grouped data frames and even better, we can target a particular level to apply an operation. Taking the previous example, we will get the sum of all category per month.

df
|> Frame.filterRowValues(fun c -> c?Amount < 0.)
|> Frame.groupRowsByString "Category"
|> Frame.groupRowsUsing(fun _ c -> c.GetAs<DateTime>("Date").Month)
|> Frame.mapRowKeys Pair.flatten3
|> Frame.getNumericCols
|> Series.mapValues (Stats.levelSum Pair.get1And2Of3)

After grouping the values, the row key becomes int * (string * int) which is month * (category * default_id). We then map over all row keys and flatten it to int * string * int with Pair.flatten3. Because a data frame is composed by columns of different types, if we want to apply an operation like a sum, we need to get only the columns which are numerics. We do that using Frame.getNumericCols. We then apply the sum on a particular level by giving Stats.levelSum Pair.get1And2Of3. It means that we take the first key the month and the second key category. Stats.LevelSum applies the sum to the values of the same category.

Date     -> <missing>                                                            
Category -> <missing>                                                           
Amount   -> series [ (10, SweetAndSavoury) => -35.4; (10, Supermarket) => -24.03; ... ]

Date and Category being non numeric, their values is missing. For the amount, we get the sum for each combination month * category.

5. Print the data frames

When grouping, we get a data frame with a second identifier. An interesting function to work with grouped data frame is Frame.nest. Taking a data frame indexed multiple times, Frame.nest will return a data series with the first identifier as key and the nested data frame as values. We can use that to printfn a nicely formatted data frame.

df
|> Frame.filterRowValues(fun c -> c?Amount < 0.)
|> Frame.groupRowsUsing(fun _ c -> c.GetAs<DateTime>("Date").Month)
|> Frame.nest
|> Series.observations
|> Seq.iter (fun (m, df) ->
    printfn "%s" (monthToString m)
    df
    |> Frame.rows
    |> Series.observations
    |> Seq.iter (fun (_, s) -> 
        printfn "  %s %50s %10.2f" 
            (s.GetAs<DateTime>("Date").ToShortDateString()) 
            (s.GetAs<string>("Title"))
             s?Amount))

With this we get the following display:

October
    28/10/2015              SOMETHING     -35.40
    26/10/2015         SOMETHING ELSE     -24.03
November
    30/11/2015    SOMETHING SOMETHING    -73.43
    02/11/2015        SOMETHING AGAIN    -192.50

Nice isn’t it? I have created other functions that I find useful and it is accessible from my github here.

Conclusion

Today we saw how to get started with Deedle by doing some very simple data frame manipulation. Extract the data from csv, add column to label the data, group the data, execute operation on the data frame and finally print the result nicely. I hope you enjoyed reading this post as much I enjoyed writing it and as always, if you have any comments feel free to leave those here or hit me on Twitter @Kimserey_Lam. See you next time!

Comments

  1. Kim, great job I too struggled with the basics of Deedle.

    ReplyDelete
  2. I'm still trying to figure out what you can do with Deedle that you can't do with a little couple maps and binary searches... Sure would save having to wrangle untyped data.

    ReplyDelete
    Replies
    1. Thanks for reading my post Rei!
      If you are asking yourself about why should you use Deedle, it is probably because you actually do not need it.
      In my case, I needed a way to fill missing values, transpose data, work with nested groups, labelling and perform statistics like moving sum, average, standard deviations.
      It is surely possible to do all this with maps but to me the trade off between doing it myself and learning Deedle was a easy win to go for Deedle.

      Delete

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