根据@EdChum对他的回答的评论来回答。评论是这样的

groupby is notoriously slow and memory hungry, what you could do is sort by column A, then find the idxmin and idxmax (probably store this in a dict) and use this to slice your dataframe would be faster I think 

让我们首先创建一个数据框架，第一列中有500k个类别，总df形状为2000万。

df = pd.DataFrame(columns=['a', 'b'])
df['a'] = (np.random.randint(low=0, high=500000, size=(20000000,))).astype(str)
df['b'] = list(range(20000000))
print(df.shape)
df.head()

# Sort data by first column 
df.sort_values(by=['a'], ascending=True, inplace=True)
df.reset_index(drop=True, inplace=True)

# Create a temp column
df['temp_idx'] = list(range(df.shape[0]))

# Take all values of b in a separate list
all_values_b = list(df.b.values)
print(len(all_values_b))

# For each category in column a, find min and max indexes
gp_df = df.groupby(['a']).agg({'temp_idx': [np.min, np.max]})
gp_df.reset_index(inplace=True)
gp_df.columns = ['a', 'temp_idx_min', 'temp_idx_max']

# Now create final list_b column, using min and max indexes for each category of a and filtering list of b. 
gp_df['list_b'] = gp_df[['temp_idx_min', 'temp_idx_max']].apply(lambda x: all_values_b[x[0]:x[1]+1], axis=1)

print(gp_df.shape)
gp_df.head()

上面的代码花费2分钟处理第一列中的2000万行和500k个类别。

实现这一目标的简便方法是:

df.groupby('a').agg({'b':lambda x: list(x)})

考虑编写自定义聚合:https://www.kaggle.com/akshaysehgal/how-to-group-by-aggregate-using-py

只是一个补充。熊猫。数据透视表更通用，似乎更方便:

"""data"""
df = pd.DataFrame( {'a':['A','A','B','B','B','C'],
                    'b':[1,2,5,5,4,6],
                    'c':[1,2,1,1,1,6]})
print(df)

   a  b  c
0  A  1  1
1  A  2  2
2  B  5  1
3  B  5  1
4  B  4  1
5  C  6  6

"""pivot_table"""
pt = pd.pivot_table(df,
                    values=['b', 'c'],
                    index='a',
                    aggfunc={'b': list,
                             'c': set})
print(pt)
           b       c
a                   
A     [1, 2]  {1, 2}
B  [5, 5, 4]     {1}
C        [6]     {6}

基于@B。M的答案，这里是一个更通用的版本，并更新为与更新的库版本一起工作:(numpy版本1.19.2,pandas版本1.2.1) 这个解决方案也可以处理多指标:

然而，这并没有经过严格的测试，请谨慎使用。

如果性能是重要的，下降到numpy级别:

import pandas as pd
import numpy as np

np.random.seed(0)
df = pd.DataFrame({'a': np.random.randint(0, 10, 90), 'b': [1,2,3]*30, 'c':list('abcefghij')*10, 'd': list('hij')*30})


def f_multi(df,col_names):
    if not isinstance(col_names,list):
        col_names = [col_names]
        
    values = df.sort_values(col_names).values.T

    col_idcs = [df.columns.get_loc(cn) for cn in col_names]
    other_col_names = [name for idx, name in enumerate(df.columns) if idx not in col_idcs]
    other_col_idcs = [df.columns.get_loc(cn) for cn in other_col_names]

    # split df into indexing colums(=keys) and data colums(=vals)
    keys = values[col_idcs,:]
    vals = values[other_col_idcs,:]
    
    # list of tuple of key pairs
    multikeys = list(zip(*keys))
    
    # remember unique key pairs and ther indices
    ukeys, index = np.unique(multikeys, return_index=True, axis=0)
    
    # split data columns according to those indices
    arrays = np.split(vals, index[1:], axis=1)

    # resulting list of subarrays has same number of subarrays as unique key pairs
    # each subarray has the following shape:
    #    rows = number of non-grouped data columns
    #    cols = number of data points grouped into that unique key pair
    
    # prepare multi index
    idx = pd.MultiIndex.from_arrays(ukeys.T, names=col_names) 

    list_agg_vals = dict()
    for tup in zip(*arrays, other_col_names):
        col_vals = tup[:-1] # first entries are the subarrays from above 
        col_name = tup[-1]  # last entry is data-column name
        
        list_agg_vals[col_name] = col_vals

    df2 = pd.DataFrame(data=list_agg_vals, index=idx)
    return df2

测试:

In [227]: %timeit f_multi(df, ['a','d'])

2.54 ms ± 64.7 µs per loop (mean ± std. dev. of 7 runs, 100 loops each)

In [228]: %timeit df.groupby(['a','d']).agg(list)

4.56 ms ± 61.5 µs per loop (mean ± std. dev. of 7 runs, 100 loops each)

结果:

对于随机种子0，将得到:

排序耗时O(nlog(n))，是上述方案中耗时最多的操作

对于简单的解决方案(含单列)pd.Series。除非考虑其他框架，否则To_list可以工作并且可以被认为更有效

e.g.

import pandas as pd
from string import ascii_lowercase
import random

def generate_string(case=4):
    return ''.join([random.choice(ascii_lowercase) for _ in range(case)])

df = pd.DataFrame({'num_val':[random.randint(0,100) for _ in range(20000000)],'string_val':[generate_string() for _ in range(20000000)]})


%timeit df.groupby('string_val').agg({'num_val':pd.Series.to_list})

对于2000万条记录，大约需要17.2秒。相比之下，apply(list)大约需要19.2秒，lambda函数大约需要20.6秒

使用以下任何一种分组和agg食谱。

# Setup
df = pd.DataFrame({
  'a': ['A', 'A', 'B', 'B', 'B', 'C'],
  'b': [1, 2, 5, 5, 4, 6],
  'c': ['x', 'y', 'z', 'x', 'y', 'z']
})
df

   a  b  c
0  A  1  x
1  A  2  y
2  B  5  z
3  B  5  x
4  B  4  y
5  C  6  z

要将多个列聚合为列表，请使用以下任何一种方法:

df.groupby('a').agg(list)
df.groupby('a').agg(pd.Series.tolist)

           b          c
a                      
A     [1, 2]     [x, y]
B  [5, 5, 4]  [z, x, y]
C        [6]        [z]

若要只对单个列进行组列化，请将groupby转换为SeriesGroupBy对象，然后调用SeriesGroupBy.agg。使用,

df.groupby('a').agg({'b': list})  # 4.42 ms 
df.groupby('a')['b'].agg(list)    # 2.76 ms - faster

a
A       [1, 2]
B    [5, 5, 4]
C          [6]
Name: b, dtype: object