How to quickly concatenate MultiIndexed Series with pandas only
I was recently faced with the problem of concatenating a fair amount of MultiIndexed Pandas Series (stacked DataFrames) into one single DataFrame. This can take a fair amount of time if you have many and/or large Series, and because of the MultiIndex, Dask cannot be used. I first present a sample of code using Dask’s logic to concatenate the Series pairwise in parallel jobs. I then show the acceleration performance for different parallel processing methods, for several number of CPUs ranging from 8 to 80 and several number of Series ranging from 10 to 90.
An optimal computation time of 37 % compared to the benchmark is found with only 8 CPUs. A higher number of CPUs does not reduce the relative computation time significantly.
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