Value counts normalize

doc/source/whatsnew/v1.0.3.rst

@@ -22,6 +22,8 @@ Fixed regressions
 
 Bug fixes
 ~~~~~~~~~
+Fixed Series.value_counts so that normalize excludes NA values when dropna=False. (:issue:`25970`)
+Fixed Dataframe Groupby value_counts with bins (:issue:`32471`)
 
 Contributors
 ~~~~~~~~~~~~

pandas/core/algorithms.py

@@ -663,12 +663,16 @@ def value_counts(
     ascending : bool, default False
         Sort in ascending order
     normalize: bool, default False
-        If True then compute a relative histogram
-    bins : integer, optional
-        Rather than count values, group them into half-open bins,
-        convenience for pd.cut, only works with numeric data
+        If True, then compute a relative histogram that outputs the
+        proportion of each value.
+    bins : integer or iterable of numeric, optional
+        Rather than count values, group them into half-open bins.
+        Only works with numeric data.
+        If int, interpreted as number of bins and will use pd.cut.
+        If interable of numeric, will use provided numbers as bin endpoints.
     dropna : bool, default True
-        Don't include counts of NaN
+        Don't include counts of NaN.
+        If False and NaNs are present, NaN will be a key in the output.
 
     Returns
     -------
@@ -689,16 +693,15 @@ def value_counts(
 
         # count, remove nulls (from the index), and but the bins
         result = ii.value_counts(dropna=dropna)
-        result = result[result.index.notna()]
         result.index = result.index.astype("interval")
         result = result.sort_index()
 
         # if we are dropna and we have NO values
         if dropna and (result._values == 0).all():
             result = result.iloc[0:0]
 
-        # normalizing is by len of all (regardless of dropna)
-        counts = np.array([len(ii)])
+        # normalizing is by len of what gets included in the bins
+        counts = result._values
 
     else:
 

pandas/core/base.py

@@ -1176,17 +1176,20 @@ def value_counts(
         Parameters
         ----------
         normalize : bool, default False
-            If True then the object returned will contain the relative
-            frequencies of the unique values.
+            If True, outputs the relative frequencies of the unique values.
         sort : bool, default True
             Sort by frequencies.
         ascending : bool, default False
             Sort in ascending order.
-        bins : int, optional
-            Rather than count values, group them into half-open bins,
-            a convenience for ``pd.cut``, only works with numeric data.
+         bins : integer or iterable of numeric, optional
+            Rather than count individual values, group them into half-open bins.
+            Only works with numeric data.
+            If int, interpreted as number of bins and will use ``pd.cut``.
+            If interable of numeric, will use provided numbers as bin endpoints.
+
         dropna : bool, default True
             Don't include counts of NaN.
+            If False and NaNs are present, NaN will be a key in the output.
 
         Returns
         -------
@@ -1223,15 +1226,26 @@ def value_counts(
 
         Bins can be useful for going from a continuous variable to a
         categorical variable; instead of counting unique
-        apparitions of values, divide the index in the specified
-        number of half-open bins.
+        instances of values, count the number of values that fall
+        into half-open intervals.
+
+        Bins can be an int.
 
         >>> s.value_counts(bins=3)
         (2.0, 3.0]      2
         (0.996, 2.0]    2
         (3.0, 4.0]      1
         dtype: int64
 
+        Bins can also be an iterable of numbers.  These numbers are treated
+        as endpoints for the intervals.
+
+        >>> s.value_counts(bins=[0,2,4,9])
+        (2.0, 4.0]      3
+        (-0.001, 2.0]    2
+        (4.0, 9.0]       0
+        dtype: int64
+
         **dropna**
 
         With `dropna` set to `False` we can also see NaN index values.
@@ -1244,6 +1258,7 @@ def value_counts(
         1.0    1
         dtype: int64
         """
+
         result = value_counts(
             self,
             sort=sort,

pandas/core/groupby/generic.py

@@ -7,7 +7,6 @@
 """
 from collections import abc, namedtuple
 import copy
-from functools import partial
 from textwrap import dedent
 import typing
 from typing import (
@@ -41,11 +40,8 @@
     maybe_downcast_to_dtype,
 )
 from pandas.core.dtypes.common import (
-    ensure_int64,
     ensure_platform_int,
     is_bool,
-    is_integer_dtype,
-    is_interval_dtype,
     is_numeric_dtype,
     is_object_dtype,
     is_scalar,
@@ -671,128 +667,14 @@ def describe(self, **kwargs):
     def value_counts(
         self, normalize=False, sort=True, ascending=False, bins=None, dropna=True
     ):
-
-        from pandas.core.reshape.tile import cut
-        from pandas.core.reshape.merge import _get_join_indexers
-
-        if bins is not None and not np.iterable(bins):
-            # scalar bins cannot be done at top level
-            # in a backward compatible way
-            return self.apply(
-                Series.value_counts,
-                normalize=normalize,
-                sort=sort,
-                ascending=ascending,
-                bins=bins,
-            )
-
-        ids, _, _ = self.grouper.group_info
-        val = self.obj._values
-
-        # groupby removes null keys from groupings
-        mask = ids != -1
-        ids, val = ids[mask], val[mask]
-
-        if bins is None:
-            lab, lev = algorithms.factorize(val, sort=True)
-            llab = lambda lab, inc: lab[inc]
-        else:
-
-            # lab is a Categorical with categories an IntervalIndex
-            lab = cut(Series(val), bins, include_lowest=True)
-            lev = lab.cat.categories
-            lab = lev.take(lab.cat.codes)
-            llab = lambda lab, inc: lab[inc]._multiindex.codes[-1]
-
-        if is_interval_dtype(lab):
-            # TODO: should we do this inside II?
-            sorter = np.lexsort((lab.left, lab.right, ids))
-        else:
-            sorter = np.lexsort((lab, ids))
-
-        ids, lab = ids[sorter], lab[sorter]
-
-        # group boundaries are where group ids change
-        idx = np.r_[0, 1 + np.nonzero(ids[1:] != ids[:-1])[0]]
-
-        # new values are where sorted labels change
-        lchanges = llab(lab, slice(1, None)) != llab(lab, slice(None, -1))
-        inc = np.r_[True, lchanges]
-        inc[idx] = True  # group boundaries are also new values
-        out = np.diff(np.nonzero(np.r_[inc, True])[0])  # value counts
-
-        # num. of times each group should be repeated
-        rep = partial(np.repeat, repeats=np.add.reduceat(inc, idx))
-
-        # multi-index components
-        codes = self.grouper.reconstructed_codes
-        codes = [rep(level_codes) for level_codes in codes] + [llab(lab, inc)]
-        levels = [ping.group_index for ping in self.grouper.groupings] + [lev]
-        names = self.grouper.names + [self._selection_name]
-
-        if dropna:
-            mask = codes[-1] != -1
-            if mask.all():
-                dropna = False
-            else:
-                out, codes = out[mask], [level_codes[mask] for level_codes in codes]
-
-        if normalize:
-            out = out.astype("float")
-            d = np.diff(np.r_[idx, len(ids)])
-            if dropna:
-                m = ids[lab == -1]
-                np.add.at(d, m, -1)
-                acc = rep(d)[mask]
-            else:
-                acc = rep(d)
-            out /= acc
-
-        if sort and bins is None:
-            cat = ids[inc][mask] if dropna else ids[inc]
-            sorter = np.lexsort((out if ascending else -out, cat))
-            out, codes[-1] = out[sorter], codes[-1][sorter]
-
-        if bins is None:
-            mi = MultiIndex(
-                levels=levels, codes=codes, names=names, verify_integrity=False
-            )
-
-            if is_integer_dtype(out):
-                out = ensure_int64(out)
-            return Series(out, index=mi, name=self._selection_name)
-
-        # for compat. with libgroupby.value_counts need to ensure every
-        # bin is present at every index level, null filled with zeros
-        diff = np.zeros(len(out), dtype="bool")
-        for level_codes in codes[:-1]:
-            diff |= np.r_[True, level_codes[1:] != level_codes[:-1]]
-
-        ncat, nbin = diff.sum(), len(levels[-1])
-
-        left = [np.repeat(np.arange(ncat), nbin), np.tile(np.arange(nbin), ncat)]
-
-        right = [diff.cumsum() - 1, codes[-1]]
-
-        _, idx = _get_join_indexers(left, right, sort=False, how="left")
-        out = np.where(idx != -1, out[idx], 0)
-
-        if sort:
-            sorter = np.lexsort((out if ascending else -out, left[0]))
-            out, left[-1] = out[sorter], left[-1][sorter]
-
-        # build the multi-index w/ full levels
-        def build_codes(lev_codes: np.ndarray) -> np.ndarray:
-            return np.repeat(lev_codes[diff], nbin)
-
-        codes = [build_codes(lev_codes) for lev_codes in codes[:-1]]
-        codes.append(left[-1])
-
-        mi = MultiIndex(levels=levels, codes=codes, names=names, verify_integrity=False)
-
-        if is_integer_dtype(out):
-            out = ensure_int64(out)
-        return Series(out, index=mi, name=self._selection_name)
+        return self.apply(
+            Series.value_counts,
+            normalize=normalize,
+            sort=sort,
+            ascending=ascending,
+            bins=bins,
+            dropna=dropna,
+        )
 
     def count(self) -> Series:
         """

pandas/tests/base/test_value_counts.py

@@ -190,6 +190,20 @@ def test_value_counts_bins(index_or_series):
 
     assert s.nunique() == 0
 
+    # handle normalizing bins with NA's properly
+    # see GH25970
+    s2 = Series([1, 2, 2, 3, 3, 3, np.nan, np.nan, 4, 5])
+    intervals = IntervalIndex.from_breaks([0.995, 2.333, 3.667, 5.0])
+    expected_dropna = Series([0.375, 0.375, 0.25], intervals.take([1, 0, 2]))
+    expected_keepna_vals = np.array([0.3, 0.3, 0.2, 0.2])
+    tm.assert_series_equal(
+        s2.value_counts(dropna=True, normalize=True, bins=3), expected_dropna
+    )
+    tm.assert_numpy_array_equal(
+        s2.value_counts(dropna=False, normalize=True, bins=3).values,
+        expected_keepna_vals,
+    )
+
 
 def test_value_counts_datetime64(index_or_series):
     klass = index_or_series

pandas/tests/groupby/test_value_counts.py

@@ -9,7 +9,7 @@
 import numpy as np
 import pytest
 
-from pandas import DataFrame, Grouper, MultiIndex, Series, date_range, to_datetime
+from pandas import DataFrame, Grouper, MultiIndex, Series, cut, date_range, to_datetime
 import pandas._testing as tm
 
 
@@ -41,13 +41,12 @@ def seed_df(seed_nans, n, m):
 ids = []
 for seed_nans in [True, False]:
     for n, m in product((100, 1000), (5, 20)):
-
         df = seed_df(seed_nans, n, m)
         bins = None, np.arange(0, max(5, df["3rd"].max()) + 1, 2)
         keys = "1st", "2nd", ["1st", "2nd"]
         for k, b in product(keys, bins):
             binned.append((df, k, b, n, m))
-            ids.append(f"{k}-{n}-{m}")
+            ids.append(f"{k}-{n}-{m}-{seed_nans} ")
 
 
 @pytest.mark.slow
@@ -71,6 +70,7 @@ def rebuild_index(df):
 
     gr = df.groupby(keys, sort=isort)
     left = gr["3rd"].value_counts(**kwargs)
+    left.index.names = left.index.names[:-1] + ["3rd"]
 
     gr = df.groupby(keys, sort=isort)
     right = gr["3rd"].apply(Series.value_counts, **kwargs)
@@ -81,6 +81,22 @@ def rebuild_index(df):
     tm.assert_series_equal(left.sort_index(), right.sort_index())
 
 
+def test_groubpy_value_counts_bins():
+    # GH32471
+    BINS = [0, 20, 80, 100]
+    df = DataFrame(
+        [[0, 0], [1, 100], [0, 100], [2, 0], [3, 100]], columns=["key", "score"]
+    )
+    result = df.groupby("key")["score"].value_counts(bins=BINS)
+    result.sort_index(inplace=True)
+    intervals = cut(Series([0]), bins=BINS, include_lowest=True).cat.categories
+    index = MultiIndex.from_product(
+        [[0, 1, 2, 3], sorted(intervals)], names=("key", None)
+    )
+    expected = Series([1, 0, 1, 0, 0, 1, 1, 0, 0, 0, 0, 1], index, name="score")
+    tm.assert_series_equal(result, expected)
+
+
 def test_series_groupby_value_counts_with_grouper():
     # GH28479
     df = DataFrame(