sort_index fails on MutiIndex'ed DataFrame resulting from groupby.apply

[8one6]

I feel like this is part of a suite of bugs that come from a failure to notice when a MultiIndex that was once lexsorted loses its lexsortedness. I submitted one example of this a couple years ago (see #8017), but this related bug persists.

On Pandas 0.19.0:

import numpy as np
import pandas as pd

np.random.seed(0)

df = pd.DataFrame(
    np.random.randn(8, 2),
    index=pd.MultiIndex.from_product([['a', 'b'], ['big', 'small'], ['red', 'blue']], names=['letter', 'size', 'color']),
    columns=['near', 'far']
)
df = df.sort_index()

def my_func(group):
    group.index = ['newz', 'newa']
    return group

res = df.groupby(level=['letter', 'size']).apply(my_func).sort_index()

print res
###OUTPUT###
                       near       far
letter size                          
a      big   newz  0.978738  2.240893
             newa  1.764052  0.400157
       small newz  0.950088 -0.151357
             newa  1.867558 -0.977278
b      big   newz  0.144044  1.454274
             newa -0.103219  0.410599
       small newz  0.443863  0.333674
             newa  0.761038  0.121675

So before the apply command, df was properly sorted on the row index. However, as you can see, res is not properly sorted, even though its creation ends with a sort_index command.

This is a bug, right? I would think we want people to be able to assume that anytime they call sort_index that the result comes out lexicographically sorted, no?

[jreback]

this is a dupe of #15622

yes the bug here is that it is constructed in a different order when concat is used (though still lexsorted). .concat is used inside groupby.apply here

[jreback]

actually this is not a dupe of #15622, rather this is correct.

@8one6 see below. lexsortedness has to do with the label orderings w.r.t. to the levels (which may or may not be sorted). see if the below makes sense to you

# the result from above
In [7]: res
Out[7]: 
                       near       far
letter size                          
a      big   newz  0.978738  2.240893
             newa  1.764052  0.400157
       small newz  0.950088 -0.151357
             newa  1.867558 -0.977278
b      big   newz  0.144044  1.454274
             newa -0.103219  0.410599
       small newz  0.443863  0.333674
             newa  0.761038  0.121675

# just setting names and a count
In [8]: res.index.names=['letter','size','other']

In [9]: res['count'] = np.arange(len(res))

In [10]: res
Out[10]: 
                        near       far  count
letter size  other                           
a      big   newz   0.978738  2.240893      0
             newa   1.764052  0.400157      1
       small newz   0.950088 -0.151357      2
             newa   1.867558 -0.977278      3
b      big   newz   0.144044  1.454274      4
             newa  -0.103219  0.410599      5
       small newz   0.443863  0.333674      6
             newa   0.761038  0.121675      7

This is a resort based on the 3 columns, we are reconstructing things here (IOW starting new), NOT from the existing levels

In [11]: res.reset_index().sort_values(['letter', 'size', 'other'])
Out[11]: 
  letter   size other      near       far  count
1      a    big  newa  1.764052  0.400157      1
0      a    big  newz  0.978738  2.240893      0
3      a  small  newa  1.867558 -0.977278      3
2      a  small  newz  0.950088 -0.151357      2
5      b    big  newa -0.103219  0.410599      5
4      b    big  newz  0.144044  1.454274      4
7      b  small  newa  0.761038  0.121675      7
6      b  small  newz  0.443863  0.333674      6

# if we set it again, its sorted (we set it this way)
In [12]: res.reset_index().sort_values(['letter', 'size', 'other']).set_index(['letter', 'size', 'other'])
Out[12]: 
                        near       far  count
letter size  other                           
a      big   newa   1.764052  0.400157      1
             newz   0.978738  2.240893      0
       small newa   1.867558 -0.977278      3
             newz   0.950088 -0.151357      2
b      big   newa  -0.103219  0.410599      5
             newz   0.144044  1.454274      4
       small newa   0.761038  0.121675      7
             newz   0.443863  0.333674      6

# this IS lexsorted
In [13]: res.reset_index().sort_values(['letter', 'size', 'other']).set_index(['letter', 'size', 'other']).index.is_lexsorted()
Out[13]: True

In [14]: res.reset_index().sort_values(['letter', 'size', 'other']).set_index(['letter', 'size', 'other']).index
Out[14]: 
MultiIndex(levels=[['a', 'b'], ['big', 'small'], ['newa', 'newz']],
           labels=[[0, 0, 0, 0, 1, 1, 1, 1], [0, 0, 1, 1, 0, 0, 1, 1], [0, 1, 0, 1, 0, 1, 0, 1]],
           names=['letter', 'size', 'other'])

# as is the original (but notice that the levels themselves are ordered differently).
In [15]: res.index.is_lexsorted()
Out[15]: True

In [16]: res.index
Out[16]: 
MultiIndex(levels=[['a', 'b'], ['big', 'small'], ['newz', 'newa']],
           labels=[[0, 0, 0, 0, 1, 1, 1, 1], [0, 0, 1, 1, 0, 0, 1, 1], [0, 1, 0, 1, 0, 1, 0, 1]],
           names=['letter', 'size', 'other'])

I agree this is a tricky concept and we don't reorder level values when sorting.

[jreback]

this is also related to this: #14672 (or maybe that will make more sense)

[8one6]

First off, thanks for taking the timer to answer this.

But can you help me get my head around this: Are you saying this behavior is correct as above (i.e. that the goal of sort_index is to sort things in the order specified in the internals of the MultiIndex), or are you agreeing that the example above demonstrates a bug (and that sort_index should always return something that is sorted in the traditional use of the term...that is alphabetically)?

If the former, let me raise my hand to say "isn't this going to confuse a ton of people"? And if the former, is there another method which would achieve the simple end of "sorting the index" in the usual way? And if the former, can we try to put this in the docs somewhere? If we're going this way, then I think the intended behavior of sort_index is likely to get users into a lot of trouble with unexpected behaviors.

If the latter, what, if anything, can be done to fix the current behavior?

Thanks!

[jreback]

well its currently the former. and yes its confusing. I believe its this ways because this can have a detrimental effect on performance (though its only if you are actually sorting that this matters).

I will reopen this because I think I can fix this and actually make it sort w/o regard to the lexsortedness.