This is an indirect indexing problem.
It can be solved with a list comprehension.
The question is whether, or, how to solve it within numpy,
When
data.shape is (T,N)
and
c.shape is (T,K)
and each element of c is an int between 0 and N-1 inclusive, that is,
each element of c is intended to refer to a column number from data.
The goal is to obtain out where
out.shape = (T,K)
And for each i in 0..(T-1)
the row out[i] = [ data[i, c[i,0]] , ... , data[i, c[i,K-1]] ]
Concrete example:
data = np.array([\
[ 0, 1, 2],\
[ 3, 4, 5],\
[ 6, 7, 8],\
[ 9, 10, 11],\
[12, 13, 14]])
c = np.array([
[0, 2],\
[1, 2],\
[0, 0],\
[1, 1],\
[2, 2]])
out should be out = [[0, 2], [4, 5], [6, 6], [10, 10], [14, 14]]
The first row of out is [0,2] because the columns chosen are given by c's row 0, they are 0 and 2, and data[0] at columns 0 and 2 are 0 and 2.
The second row of out is [4,5] because the columns chosen are given by c's row 1, they are 1 and 2, and data[1] at columns 1 and 2 is 4 and 5.
Numpy fancy indexing doesn't seem to solve this in an obvious way because indexing data with c (e.g. data[c], np.take(data,c,axis=1) ) always produces a 3 dimensional array.
A list comprehension can solve it:
out = [ [data[rowidx,i1],data[rowidx,i2]] for (rowidx, (i1,i2)) in enumerate(c) ]
if K is 2 I suppose this is marginally OK. If K is variable, this is not so good.
The list comprehension has to be rewritten for each value K, because it unrolls the columns picked out of data by each row of c. It also violates DRY.
Is there a solution based entirely in numpy?