Weighted average of a dictionary – Pandas


I have the following column in a data-frame (it is an example):

First row is: '{"100":10,"50":3,"-90":2}'.

Second row is: '{"100":70,"50":3,"-90":2,"-40":3}'.

I want to calculate a weighted average where the dictionary’s keys are the values and the dictionary’s values are the weights of the weighted average.

The final value of the first row should be: 64.666, which is (100*10+50*3-90*2)/(10+3+2); and the of the second row should be: 87.82.

For each dictionary there might be hundreds of keys/values and the column might have thousands of rows. How can I code it efficiently? Preferably vectorially.

Asked By: qwerty



Use regular expressions to grab all the keys and values, explode it into a different dataframe and then make the calculations.

df = pd.DataFrame({'col1' : ['{"100":10,"50":3,"-90":2}', '{"100":70,"50":3,"-90":2,"-40":3}']})

df2 = df.col1.str.findall('"(?P<key>-?d*)":(?P<value>-?d*)').to_frame()
df2 = df2.explode('col1')

df2[['value', 'weight']] = [(int(a), int(b)) for a,b in df2.col1.to_list()]
df2['prod'] = df2.value*df2.weight

df['weighted_avg'] = df2.groupby(level = 0)['prod'].sum() / df2.groupby(level = 0)['weight'].sum()
Answered By: Michael Cao

You can use json.loads and pandas.Series.apply.

import json

def cal_avg(dct):
    dct = json.loads(dct)
    return sum(int(k)*v for k,v in dct.items()) / sum(dct[k] for k in dct)



0    64.666667
1    87.820513
Name: dct, dtype: float64

Input DataFrame:

import pandas as pd
df = pd.DataFrame({
    'dct': [
Answered By: I'mahdi

try this easy for loop:

dataset = [{"100": 10, "50": 3, "-90": 2}, {"100": 70, "50": 3, "-90": 2, "-40": 3}]

for data in dataset:
    weighted_value = 0
    weight = 0
    for item in data.items():
        weighted_value += int(item[0]) * item[1]
        weight += item[1]
    weighted_average = weighted_value / weight

performance wise i dont think this can be optimized a lot further.

Answered By: tetris programming
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