[ENH] Implement groupby.sample

python/cudf/benchmarks/API/bench_dataframe.py

@@ -1,4 +1,4 @@
-# Copyright (c) 2022, NVIDIA CORPORATION.
+# Copyright (c) 2022-2023, NVIDIA CORPORATION.
 
 """Benchmarks of DataFrame methods."""
 
@@ -104,6 +104,30 @@ def bench_groupby_agg(benchmark, dataframe, agg, num_key_cols, as_index, sort):
     benchmark(dataframe.groupby(by=by, as_index=as_index, sort=sort).agg, agg)
 
 
+@benchmark_with_object(cls="dataframe", dtype="int", nulls=False, cols=6)
+@pytest.mark.parametrize(
+    "num_key_cols",
+    [2, 3, 4],
+)
+@pytest.mark.parametrize("use_frac", [True, False])
+@pytest.mark.parametrize("replace", [True, False])
+@pytest.mark.parametrize("target_sample_frac", [0.1, 0.5, 1])
+def bench_groupby_sample(
+    benchmark, dataframe, num_key_cols, use_frac, replace, target_sample_frac
+):
+    grouper = dataframe.groupby(by=list(dataframe.columns[:num_key_cols]))
+    if use_frac:
+        kwargs = {"frac": target_sample_frac, "replace": replace}
+    else:
+        minsize = grouper.size().min()
+        target_size = numpy.round(
+            target_sample_frac * minsize, decimals=0
+        ).astype(int)
+        kwargs = {"n": target_size, "replace": replace}
+
+    benchmark(grouper.sample, **kwargs)
+
+
 @benchmark_with_object(cls="dataframe", dtype="int")
 @pytest.mark.parametrize("num_cols_to_sort", [1])
 def bench_sort_values(benchmark, dataframe, num_cols_to_sort):

python/cudf/cudf/_lib/cpp/sorting.pxd

@@ -1,4 +1,4 @@
-# Copyright (c) 2020-2022, NVIDIA CORPORATION.
+# Copyright (c) 2020-2023, NVIDIA CORPORATION.
 
 from libcpp cimport bool
 from libcpp.memory cimport unique_ptr
@@ -38,3 +38,10 @@ cdef extern from "cudf/sorting.hpp" namespace "cudf" nogil:
         const table_view& table,
         vector[libcudf_types.order] column_order,
         vector[libcudf_types.null_order] null_precedence) except +
+
+    cdef unique_ptr[table] segmented_sort_by_key(
+        const table_view& values,
+        const table_view& keys,
+        const column_view& segment_offsets,
+        vector[libcudf_types.order] column_order,
+        vector[libcudf_types.null_order] null_precedence) except +

python/cudf/cudf/_lib/sort.pyx

@@ -1,4 +1,4 @@
-# Copyright (c) 2020-2022, NVIDIA CORPORATION.
+# Copyright (c) 2020-2023, NVIDIA CORPORATION.
 
 from cudf.core.buffer import acquire_spill_lock
 
@@ -18,11 +18,13 @@ from cudf._lib.cpp.search cimport lower_bound, upper_bound
 from cudf._lib.cpp.sorting cimport (
     is_sorted as cpp_is_sorted,
     rank,
+    segmented_sort_by_key as cpp_segmented_sort_by_key,
     sorted_order,
 )
+from cudf._lib.cpp.table.table cimport table
 from cudf._lib.cpp.table.table_view cimport table_view
 from cudf._lib.cpp.types cimport null_order, null_policy, order
-from cudf._lib.utils cimport table_view_from_columns
+from cudf._lib.utils cimport columns_from_unique_ptr, table_view_from_columns
 
 
 @acquire_spill_lock()
@@ -143,6 +145,67 @@ def order_by(list columns_from_table, object ascending, str na_position):
     return Column.from_unique_ptr(move(c_result))
 
 
+def segmented_sort_by_key(
+    list values,
+    list keys,
+    Column segment_offsets,
+    list column_order=None,
+    list null_precedence=None,
+):
+    """
+    Sort segments of a table by given keys
+
+    Parameters
+    ----------
+    values : list[Column]
+        Columns of the table which will be sorted
+    keys : list[Column]
+        Columns making up the sort key
+    offsets : Column
+        Segment offsets
+    column_order : list[bool], optional
+        Sequence of boolean values which correspond to each column in
+        keys providing the sort order (default all True).
+        With True <=> ascending; False <=> descending.
+    null_precedence : list[str], optional
+        Sequence of "first" or "last" values (default "first")
+        indicating the position of null values when sorting the keys.
+
+    Returns
+    -------
+    list[Column]
+        list of value columns sorted by keys
+    """
+    cdef table_view values_view = table_view_from_columns(values)
+    cdef table_view keys_view = table_view_from_columns(keys)
+    cdef column_view offsets_view = segment_offsets.view()
+    cdef vector[order] c_column_order
+    cdef vector[null_order] c_null_precedence
+    cdef unique_ptr[table] result
+    ncol = len(values)
+    column_order = column_order or [True] * ncol,
+    null_precedence = null_precedence or ["first"] * ncol,
+    for asc, null in zip(column_order, null_precedence):
+        c_column_order.push_back(order.ASCENDING if asc else order.DESCENDING)
+        if asc ^ (null == "first"):
+            c_null_precedence.push_back(null_order.AFTER)
+        elif asc ^ (null == "last"):
+            c_null_precedence.push_back(null_order.BEFORE)
+        else:
+            raise ValueError(f"Invalid null precedence {null}")
+    with nogil:
+        result = move(
+            cpp_segmented_sort_by_key(
+                values_view,
+                keys_view,
+                offsets_view,
+                c_column_order,
+                c_null_precedence,
+            )
+        )
+    return columns_from_unique_ptr(move(result))
+
+
 @acquire_spill_lock()
 def digitize(list source_columns, list bins, bool right=False):
     """

python/cudf/cudf/core/groupby/groupby.py

@@ -6,7 +6,7 @@
 import warnings
 from collections import abc
 from functools import cached_property
-from typing import Any, Iterable, List, Tuple, Union
+from typing import Any, Iterable, List, Optional, Tuple, Union
 
 import cupy as cp
 import numpy as np
@@ -16,6 +16,8 @@
 from cudf._lib import groupby as libgroupby
 from cudf._lib.null_mask import bitmask_or
 from cudf._lib.reshape import interleave_columns
+from cudf._lib.sort import segmented_sort_by_key
+from cudf._lib.types import size_type_dtype
 from cudf._typing import AggType, DataFrameOrSeries, MultiColumnAggType
 from cudf.api.types import is_list_like
 from cudf.core.abc import Serializable
@@ -637,7 +639,7 @@ def _head_tail(self, n, *, take_head: bool, preserve_order: bool):
         # aggregation scheme in libcudf. This is probably "fast
         # enough" for most reasonable input sizes.
         _, offsets, _, group_values = self._grouped()
-        group_offsets = np.asarray(offsets, dtype=np.int32)
+        group_offsets = np.asarray(offsets, dtype=size_type_dtype)
         size_per_group = np.diff(group_offsets)
         # "Out of bounds" n for the group size either means no entries
         # (negative) or all the entries (positive)
@@ -651,7 +653,7 @@ def _head_tail(self, n, *, take_head: bool, preserve_order: bool):
             group_offsets = group_offsets[:-1]
         else:
             group_offsets = group_offsets[1:] - size_per_group
-        to_take = np.arange(size_per_group.sum(), dtype=np.int32)
+        to_take = np.arange(size_per_group.sum(), dtype=size_type_dtype)
         fixup = np.empty_like(size_per_group)
         fixup[0] = 0
         np.cumsum(size_per_group[:-1], out=fixup[1:])
@@ -870,6 +872,134 @@ def ngroup(self, ascending=True):
         group_ids._index = index
         return self._broadcast(group_ids)
 
+    def sample(
+        self,
+        n: Optional[int] = None,
+        frac: Optional[float] = None,
+        replace: bool = False,
+        weights: Union[abc.Sequence, "cudf.Series", None] = None,
+        random_state: Union[np.random.RandomState, int, None] = None,
+    ):
+        """Return a random sample of items in each group.
+
+        Parameters
+        ----------
+        n
+            Number of items to return for each group, if sampling
+            without replacement must be at most the size of the
+            smallest group. Cannot be used with frac. Default is
+            ``n=1`` if frac is None.
+        frac
+            Fraction of items to return. Cannot be used with n.
+        replace
+            Should sampling occur with or without replacement?
+        weights
+            Sampling probability for each element. Must be the same
+            length as the grouped frame. Not currently supported.
+        random_state
+            Seed for random number generation.
+
+        Returns
+        -------
+        New dataframe or series with samples of appropriate size drawn
+        from each group.
+
+        """
+        if weights is not None:
+            # To implement this case again needs different algorithms
+            # in both cases.
+            #
+            # Without replacement, use the weighted reservoir sampling
+            # approach of Efraimidas and Spirakis (2006)
+            # https://doi.org/10.1016/j.ipl.2005.11.003, essentially,
+            # do a segmented argsort sorting on weight-scaled
+            # logarithmic deviates. See
+            # https://timvieira.github.io/blog/post/
+            # 2019/09/16/algorithms-for-sampling-without-replacement/
+            #
+            # With replacement is trickier, one might be able to use
+            # the alias method, otherwise we're back to bucketed
+            # rejection sampling.
+            raise NotImplementedError("Sampling with weights is not supported")
+        if frac is not None and n is not None:
+            raise ValueError("Cannot supply both of frac and n")
+        elif n is None and frac is None:
+            n = 1
+        elif frac is not None and not (0 <= frac <= 1):
+            raise ValueError(
+                "Sampling with fraction must provide fraction in "
+                f"[0, 1], got {frac=}"
+            )
+        # TODO: handle random states properly.
+        if random_state is not None and not isinstance(random_state, int):
+            raise NotImplementedError(
+                "Only integer seeds are supported for random_state "
+                "in this case"
+            )
+        # Get the groups
+        # TODO: convince Cython to convert the std::vector offsets
+        # into a numpy array directly, rather than a list.
+        # TODO: this uses the sort-based groupby, could one use hash-based?
+        _, offsets, _, group_values = self._grouped()
+        group_offsets = np.asarray(offsets, dtype=size_type_dtype)
+        size_per_group = np.diff(group_offsets)
+        if n is not None:
+            samples_per_group = np.broadcast_to(
+                size_type_dtype(n), size_per_group.shape
+            )
+            if not replace and (minsize := size_per_group.min()) < n:
+                raise ValueError(
+                    f"Cannot sample {n=} without replacement, "
+                    f"smallest group is {minsize}"
+                )
+        else:
+            # Pandas uses round-to-nearest, ties to even to
+            # pick sample sizes for the fractional case (unlike IEEE
+            # which is round-to-nearest, ties to sgn(x) * inf).
+            samples_per_group = np.round(
+                size_per_group * frac, decimals=0
+            ).astype(size_type_dtype)
+        if replace:
+            # We would prefer to use cupy here, but their rng.integers
+            # interface doesn't take array-based low and high
+            # arguments.
+            low = 0
+            high = np.repeat(size_per_group, samples_per_group)
+            rng = np.random.default_rng(seed=random_state)
+            indices = rng.integers(low, high, dtype=size_type_dtype)
+            indices += np.repeat(group_offsets[:-1], samples_per_group)
+        else:
+            # Approach: do a segmented argsort of the index array and take
+            # the first samples_per_group entries from sorted array.
+            # We will shuffle the group indices and then pick them out
+            # from the grouped dataframe index.
+            nrows = len(group_values)
+            indices = cp.arange(nrows, dtype=size_type_dtype)
+            if len(size_per_group) < 500:
+                # Empirically shuffling with cupy is faster at this scale
+                rs = cp.random.get_random_state()
+                rs.seed(seed=random_state)
+                for off, size in zip(group_offsets, size_per_group):
+                    rs.shuffle(indices[off : off + size])
+            else:
+                rng = cp.random.default_rng(seed=random_state)
+                (indices,) = segmented_sort_by_key(
+                    [as_column(indices)],
+                    [as_column(rng.random(size=nrows))],
+                    as_column(group_offsets),
+                    [],
+                    [],
+                )
+                indices = cp.asarray(indices.data_array_view(mode="read"))
+            # Which indices are we going to want?
+            want = np.arange(samples_per_group.sum(), dtype=size_type_dtype)
+            scan = np.empty_like(samples_per_group)
+            scan[0] = 0
+            np.cumsum(samples_per_group[:-1], out=scan[1:])
+            want += np.repeat(group_offsets[:-1] - scan, samples_per_group)
+            indices = indices[want]
+        return group_values.iloc[indices]
+
     def serialize(self):
         header = {}
         frames = []