I have a large pandas DataFrame that has a multi index of
['Date','Int1','Int2'] and single column that is floating point number.
Currently I am applying some normalization by doing:
#do some matrix math to normalize
In my function I convert the initial vector to ndarray by doing:
def some_matrix_math(matrix): ndarray = matrix.values #do some matrix math to normalize return matrix
I then use numpy functions and vectors instead of pandas series and things run on the order of 100x faster.