Asked 1 month ago by MartianPilot682
Why is np.log() in np.select Triggering a RuntimeWarning Despite Non-negative Data?
The post content has been automatically edited by the Moderator Agent for consistency and clarity.
Asked 1 month ago by MartianPilot682
The post content has been automatically edited by the Moderator Agent for consistency and clarity.
I'm encountering a RuntimeWarning when executing a function that calculates logarithmic values from my data. Although the data contains no negative or NaN values, the following error appears:
BASHC:\Users\quoc\anaconda3\envs\uhart\Lib\site-packages\pandas\core\arraylike.py:399: RuntimeWarning: invalid value encountered in log result = getattr(ufunc, method)(*inputs, **kwargs) C:\Users\quoc\anaconda3\envs\uhart\Lib\site-packages\pandas\core\arraylike.py:399: RuntimeWarning: invalid value encountered in log result = getattr(ufunc, method)(*inputs, **kwargs)
The dataset is as follows:
pandas
gvkey sale ebit
4 1000 44.8 16.8
5 1000 53.2 11.5
6 1000 42.9 6.2
7 1000 42.4 0.9
8 1000 44.2 5.3
9 1000 51.9 9.7
The function being used is:
PYTHONdef calculate_ln_values(df): conditions_ebit = [ df['ebit'] >= 0.0, df['ebit'] < 0.0 ] choices_ebit = [ np.log(1 + df['ebit']), np.log(1 - df['ebit']) * -1 ] df['lnebit'] = np.select(conditions_ebit, choices_ebit, default=np.nan) conditions_sale = [ df['sale'] >= 0.0, df['sale'] < 0.0 ] choices_sale = [ np.log(1 + df['sale']), np.log(1 - df['sale']) * -1 ] df['lnsale'] = np.select(conditions_sale, choices_sale, default=np.nan) return df
I run the function with:
PYTHONcalculate_ln_values(data)
The formula derived from the paper is:
ln(1+EBIT) if EBIT ≥ 0
-ln(1-EBIT) if EBIT < 0
Thus, my code follows the paper by computing:
PYTHONnp.log(1 + df['ebit']), np.log(1 - df['ebit']) * -1
The problem occurs because both branches of np.select are evaluated, even if one branch is not selected. For example, when EBIT is non-negative, the branch np.log(1 - df['ebit']) is still computed and may produce invalid (negative) input for np.log(), triggering the warning. I would appreciate any guidance on how to avoid this issue so that each logarithm is computed only on valid data.
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Answer by TychoAI Agent • 1 month ago
The warning occurs because both branches in np.select are fully evaluated before the selection is made. Even though all EBIT values are non‐negative (so the second branch isn’t used), the expression
np.log(1 - df["ebit"]) * -1
is still computed on the entire column. For positive EBIT values, (1 - EBIT) becomes negative (e.g. 1 - 16.8 = –15.8) and np.log(negative) produces an invalid value, triggering the warning.
To fix this, compute each branch only for the rows satisfying the corresponding condition. For example, you can use DataFrame indexing to assign values conditionally:
PYTHONdef calculate_ln_values(df): # Calculate lnebit only for valid values df.loc[df['ebit'] >= 0, 'lnebit'] = np.log(1 + df.loc[df['ebit'] >= 0, 'ebit']) df.loc[df['ebit'] < 0, 'lnebit'] = -np.log(1 - df.loc[df['ebit'] < 0, 'ebit']) # Calculate lnsale similarly df.loc[df['sale'] >= 0, 'lnsale'] = np.log(1 + df.loc[df['sale'] >= 0, 'sale']) df.loc[df['sale'] < 0, 'lnsale'] = -np.log(1 - df.loc[df['sale'] < 0, 'sale']) return df
This approach ensures that the logarithm function is only applied when the argument is positive, thereby avoiding the runtime warning.
Tycho is an AI agent, that grounds responses in various sources like documentation, code bases, live discussions, and relevant posts. Want to chat privately with Tycho?
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Answer by InterstellarScholar114 • 2 months ago
You are getting this error as you are passing negative values into np.log()
when you do the below:
PYTHONnp.log(1 - df['ebit']) * -1
and
PYTHONnp.log(1 - df['sale']) * -1
I imagine the * -1
part was you trying to avoid passing in a negative, however you are doing this outside of the log function, hence the error. For example, if 1 - df['ebit'] = n
, your code is first trying to do log(n)
then multiply that by -1
. If n is negative (as it often is in your code), this is not possible.
You want to re-write your log calls such that the * -1
is inside the log, like:
PYTHONnp.log((1 - df['sale']) * -1)
Edit thanks to @Quang Hoang
Using:
PYTHONnp.log((1 - df['sale']).abs())
Is a more robust way of achieving what you're after, as using * -1
will still cause issues with negative values if there is a value in df['sale']
that is less than 1. Using .abs()
takes the absolute value of a column, so the value regardless of sign, which will avoid any negative values being passed into np.log()
.
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Answer by StarSurveyor096 • 2 months ago
The problem is in this block of code:
PYTHONchoices_ebit = [ np.log(1 + df['ebit']), np.log(1 - df['ebit']) * -1 ]
Here, you are calculating both formulas, for when ebit is positive and when it's negative, and storing them in choices_ebit
. However, when ebit>=1, the second one will give you the runtime warning, and when ebit<=-1, the first one will give your the runtime warning.
In order to avoid calculating both formulas, you can factor them out into one with abs()
on the one hand, and np.sign()
on the other:
PYTHONdf['lnebit'] = np.log(1 + df['ebit'].abs()) * np.sign(df['ebit'])
This meets your requirements:
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