BatchStats

BatchStats computes statistics on data that arrives in batches, so you can stream or process large datasets without loading everything into memory. Its incremental algorithms expose a small NumPy-friendly API and support merging independently computed accumulators.

BatchStats requires Python 3.10 or newer.

Installation

pip install batchstats

Or with conda/mamba:

conda install -c conda-forge batchstats

Quick Start

import numpy as np
from batchstats import BatchMean, BatchVar

rng = np.random.default_rng(0)
data_stream = (rng.standard_normal((100, 10)) for _ in range(10))

batch_mean = BatchMean()
batch_var = BatchVar()

for batch in data_stream:
    batch_mean.update_batch(batch)
    batch_var.update_batch(batch)

mean = batch_mean()
variance = batch_var()

print(f"Mean shape: {mean.shape}")
print(f"Variance shape: {variance.shape}")

Available Statistics

• BatchSum / BatchNanSum
• BatchWeightedSum
• BatchMean / BatchNanMean
• BatchWeightedMean
• BatchMin / BatchNanMin
• BatchMax / BatchNanMax
• BatchPeakToPeak / BatchNanPeakToPeak
• BatchVar
• BatchStd
• BatchCov
• BatchCorr
• BatchTopK / BatchNanTopK (exact extreme ranks and linear tail quantiles)

BatchNanSum, BatchNanMean and the top-k accumulators can be saved and resumed with save() / load() using NPZ checkpoints. Use to_state() / from_state() to export and restore their state in memory.

from batchstats import BatchNanTopK, required_k

extremes = BatchNanTopK(required_k(0.998, 8784), axis=0)
for block in data_stream:  # (time, *spatial_shape), same spatial positions
    extremes.update_batch(block)
p998 = extremes.quantile(0.998)  # raises if retained capacity is insufficient
extremes.save("extremes.npz")

Top-k outputs have a leading rank axis and mask unavailable ranks while preserving the selected dtype. BatchTopK rejects NaNs; BatchNanTopK ignores them per cell. See the streaming and checkpoint guide.

Docs: https://batchstats.readthedocs.io

Optional xarray support

pip install "batchstats[xarray]"

Use the classes in batchstats.xarray with a DataArray or a Dataset:

from batchstats.xarray import BatchNanMean

mean = BatchNanMean(dim="time")
for batch in labelled_batches:
    mean.update_batch(batch)
result = mean()  # DataArray or Dataset, with the remaining dimensions/coordinates

All the statistics listed above have labelled counterparts. Reduce one or more named dimensions with dim="time" or dim=("time", "level"); dim=None reduces all dimensions. Dataset variables are accumulated independently. The NumPy API and its dependencies remain unchanged; importing batchstats does not import xarray. All labelled accumulators support checkpoints, including their retained coordinates and attributes:

mean.save("mean.npz")
mean = BatchNanMean.load("mean.npz")
mean.update_batch(next_batch)

Use keep_attrs=True to keep variable and Dataset attributes from the first batch. See the xarray guide for coordinate validation, weighted statistics, covariance, top-k and streaming limits.