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concat_dim getting added to *all* variables of multifile datasets #2064

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xylar opened this issue Apr 16, 2018 · 31 comments
Open

concat_dim getting added to *all* variables of multifile datasets #2064

xylar opened this issue Apr 16, 2018 · 31 comments

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@xylar
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xylar commented Apr 16, 2018

Code Sample

Using the following example data set:
example_jan.nc

#!/usr/bin/env python3

import xarray
ds = xarray.open_mfdataset('example_jan.nc', concat_dim='Time')
print(ds)

The result from xarray 0.10.2 (and all previous various xarray versions we've worked with):

Dimensions:                                                      (Time: 1, nOceanRegions: 7, nOceanRegionsTmp: 7, nVertLevels: 100)
Dimensions without coordinates: Time, nOceanRegions, nOceanRegionsTmp, nVertLevels
Data variables:
    time_avg_avgValueWithinOceanLayerRegion_avgLayerTemperature  (Time, nOceanRegionsTmp, nVertLevels) float64 dask.array<shape=(1, 7, 100), chunksize=(1, 7, 100)>
    time_avg_avgValueWithinOceanRegion_avgSurfaceTemperature     (Time, nOceanRegions) float64 dask.array<shape=(1, 7), chunksize=(1, 7)>
    time_avg_daysSinceStartOfSim                                 (Time) timedelta64[ns] dask.array<shape=(1,), chunksize=(1,)>
    xtime_end                                                    (Time) |S64 dask.array<shape=(1,), chunksize=(1,)>
    xtime_start                                                  (Time) |S64 dask.array<shape=(1,), chunksize=(1,)>
    refBottomDepth                                               (nVertLevels) float64 dask.array<shape=(100,), chunksize=(100,)>
Attributes:
    history:  Tue Dec  6 04:49:14 2016: ncatted -O -a ,global,d,, acme_alaph7...
    NCO:      "4.6.2"

The results with xarray 0.10.3:

<xarray.Dataset>
Dimensions:                                                      (Time: 1, nOceanRegions: 7, nOceanRegionsTmp: 7, nVertLevels: 100)
Dimensions without coordinates: Time, nOceanRegions, nOceanRegionsTmp, nVertLevels
Data variables:
    time_avg_avgValueWithinOceanLayerRegion_avgLayerTemperature  (Time, nOceanRegionsTmp, nVertLevels) float64 dask.array<shape=(1, 7, 100), chunksize=(1, 7, 100)>
    time_avg_avgValueWithinOceanRegion_avgSurfaceTemperature     (Time, nOceanRegions) float64 dask.array<shape=(1, 7), chunksize=(1, 7)>
    time_avg_daysSinceStartOfSim                                 (Time) timedelta64[ns] dask.array<shape=(1,), chunksize=(1,)>
    xtime_end                                                    (Time) |S64 dask.array<shape=(1,), chunksize=(1,)>
    xtime_start                                                  (Time) |S64 dask.array<shape=(1,), chunksize=(1,)>
    refBottomDepth                                               (Time, nVertLevels) float64 dask.array<shape=(1, 100), chunksize=(1, 100)>
Attributes:
    history:  Tue Dec  6 04:49:14 2016: ncatted -O -a ,global,d,, acme_alaph7...
    NCO:      "4.6.2"

Problem description

The expected behavior for us was that refBottomDepth should not have Time as a dimension. It does not vary with time and does not have a Time dimension in the input data set.

It seems like #1988 and #2048 were intended to address cases where the concat_dim was not yet present in the input files. But in cases where concat_dim is already in the input files, it seems like only those fields that include this dimensions should be concatenated and other fields should remain free of concat_dim. Part of the problem for us is that the number of dimensions of some of our variables change depending on which xarray version is being used.

Expected Output

That for 0.10.2 (see above)

Output of xr.show_versions()

/home/xylar/miniconda2/envs/mpas_analysis_py3/lib/python3.6/site-packages/h5py/__init__.py:36: FutureWarning: Conversion of the second argument of issubdtype from `float` to `np.floating` is deprecated. In future, it will be treated as `np.float64 == np.dtype(float).type`. from ._conv import register_converters as _register_converters

INSTALLED VERSIONS

commit: None
python: 3.6.5.final.0
python-bits: 64
OS: Linux
OS-release: 4.13.0-38-generic
machine: x86_64
processor: x86_64
byteorder: little
LC_ALL: None
LANG: en_US.UTF-8
LOCALE: en_US.UTF-8

xarray: 0.10.3
pandas: 0.22.0
numpy: 1.14.2
scipy: 1.0.1
netCDF4: 1.3.1
h5netcdf: 0.5.1
h5py: 2.7.1
Nio: None
zarr: None
bottleneck: 1.2.1
cyordereddict: None
dask: 0.17.2
distributed: 1.21.6
matplotlib: 2.2.2
cartopy: 0.16.0
seaborn: None
setuptools: 39.0.1
pip: 9.0.3
conda: None
pytest: 3.5.0
IPython: None
sphinx: 1.7.2

@xylar
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xylar commented Apr 16, 2018

cc @pwolfram

@shoyer
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shoyer commented Apr 16, 2018

What happens if you open multiple files with open_mfdataset(), e.g., for both January and February. Does it result in a dataset with the right dimensions on each variable?

@xylar
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xylar commented Apr 16, 2018

@shoyer, in that case as well, Time is added to refBottomDepth in v 0.10.3, which was not the case in previous xarray versions.

@rabernat
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👍 This is a persistent problem for me as well.

I often find myself writing a preprocessor function like this

def process_coords(ds, concat_dim='time', drop=True):
    coord_vars = [v for v in ds.data_vars if concat_dim not in ds[v].dims]
    if drop:
        return ds.drop(coord_vars)
    else:
        return ds.set_coords(coord_vars)
ds = xr.open_mfdataset('*.nc', preprocess=process_coords)

The reason to drop the coordinates is to avoid the comparison that happens when you concatenate coords.

@xylar
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xylar commented Apr 16, 2018

@shoyer, I stand corrected. in 0.10.1, I also see the Time variable getting added to refBottomDepth when I open multiple files. So maybe this is not in fact a new problem but an existing issue that happened to behave as I expected only when opening a single file in previous versions. Sorry for not noticing that sooner.

@xylar
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xylar commented Apr 16, 2018

@rabernat, so you're fooling xarray into not including the time dimension in your non-time variables by making them coordinates in the above example?

@rabernat
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so you're fooling xarray into not including the time dimension in your non-time variables by making them coordinates in the above example?

Exactly. They are coordinates. Those variables are usually related to grid geometry or constants, as I presume is refBottomDepth in your example.

@xylar
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xylar commented Apr 16, 2018

Yes, true. I'm trying to think if there are any examples where the fixed-in-time variables would not be coordinates. So far, none come to mind. Thanks for the tip.

@rabernat
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But this issue raises an important basic point: we might want different behavior for variables in which concat_dim is already a dimension vs. variables for which it is not.

@shoyer
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shoyer commented Apr 16, 2018

I stand corrected. in 0.10.1, I also see the Time variable getting added to refBottomDepth when I open multiple files. So maybe this is not in fact a new problem but an existing issue that happened to behave as I expected only when opening a single file in previous versions. Sorry for not noticing that sooner.

OK, in that case I think #2048 was still the right change/bug-fix, making multi-file and single-file behavior consistent.

But you certainly have exposed a real issue here.

But this issue raises an important basic point: we might want different behavior for variables in which concat_dim is already a dimension vs. variables for which it is not.

Yes, we shouldn't implicitly add a new dimensions to variables in the case where the dimension already exists in the dataset. We only need the heuristics/comparisons when an entirely new dimension is being added.

@xylar
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xylar commented Apr 16, 2018

Yes, I think that's exactly right.

@xylar
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xylar commented Apr 16, 2018

@rabernat, your suggestion above has worked perfectly to get our unit tests working again in MPAS-Analysis so that will tide us over until this issue can be addressed directly in xarray. Thanks!

@rabernat
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I'm glad!

FWIW, I think this is a relatively simple fix within xarray. @xylar, if you are game, we would love to see a PR from you. Could be a good opportunity to learn more about xarray internals.

@xylar
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xylar commented Apr 17, 2018

Hmm, I agree that it shouldn't be hard but I don't really have time to do this right now. If no one has had a chance to look into it by mid May I might be able to take it on then.

@henrikca
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I recently ran into a similar issue and found a potential solution.

The functionality, as far as I understand, is already in the open_mfdataset function in the data_vars ='minimal' argument, in this case variables without concat_dim are included without adding the dimension. The current default is data_vars ='all' which include all variables with the added dimension. If the desired functionality shouldn't implicitly add new dimensions shouldn't the default be set to 'minimal' instead?

I think this is a very non-intrusive solution since it only affects the open_mfdataset function, and if you for some reason want the old behavior it is still there. An alternative way is to rewrite the _dataset_concat function I guess.

This is my first time attempting to contribute, does this sound like a good idea? I can try to make a pull request but would very much value some input first.

@floriankrb
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The comment from henrica above gives a solution to @xylar 's issue. Here is the original example where I added : data_vars='minimal'.

#!/usr/bin/env python3
import xarray
ds = xarray.open_mfdataset('example_jan.nc', concat_dim='Time', data_vars='minimal')
print(ds)
Dimensions:                                                      (Time: 1, nOceanRegions: 7, nOceanRegionsTmp: 7, nVertLevels: 100)
Dimensions without coordinates: Time, nOceanRegions, nOceanRegionsTmp, nVertLevels
Data variables:
    refBottomDepth                                               (nVertLevels) float64 dask.array<shape=(100,), chunksize=(100,)>
    time_avg_avgValueWithinOceanLayerRegion_avgLayerTemperature  (Time, nOceanRegionsTmp, nVertLevels) float64 dask.array<shape=(1, 7, 100), chunksize=(1, 7, 100)>
    time_avg_avgValueWithinOceanRegion_avgSurfaceTemperature     (Time, nOceanRegions) float64 dask.array<shape=(1, 7), chunksize=(1, 7)>
    time_avg_daysSinceStartOfSim                                 (Time) timedelta64[ns] dask.array<shape=(1,), chunksize=(1,)>
    xtime_end                                                    (Time) |S64 dask.array<shape=(1,), chunksize=(1,)>
    xtime_start                                                  (Time) |S64 dask.array<shape=(1,), chunksize=(1,)>
Attributes:
    history:  Tue Dec  6 04:49:14 2016: ncatted -O -a ,global,d,, acme_alaph7...
    NCO:      "4.6.2"

@dcherian dcherian pinned this issue Apr 11, 2019
@bonnland
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bonnland commented Jul 13, 2019

I'm a new developer at the SciPy 2019 Sprints, and I'm interested in making a pull request for this issue as a learning step.

@henrikca Would this be useful? Or would this conflict with your work?

I went ahead and made a pull request because it looks like a very small change, potentially.

@bonnland
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bonnland commented Jul 14, 2019

So there are some units tests that assert the behavior for open_mfdataset() is identical to the behavior for concat(). This implies that if we change the default data_vars value from "all" to "minimal" for one function, we need to change it for both functions.

@shoyer I think you suggested that concat() default behavior should change in #2145, in the same way it will change for open_mfdataset. So I am going to add this change to the pull request.

UPDATE: There is a problem with changing concat() away from having data_ vars='all'. This breaks many unit tests that check for compatibility with Pandas. What I've been told is that Pandas concat() will include all unique variables from each dataframe. This is what data_vars='all' will also do. By changing to data_vars='minimal', only data variables with the specified concatenation dimension will be included. So it seems that in order to stay compatible with Pandas, we need to include all data variables, but not add the concatenation dimension to data variables that do not already have that dimension. The problem, however, is what to do when both datasets have a variable x without the concatenation dimension? What should the resulting concatenation look like? I think in this case, the concat dimension should be added, to preserve information. It's just the unique variables that should be left alone.

Please, could someone confirm that I have understood the problem correctly? Thank you in advance.

@dcherian
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@bonnland I don't think you want to change the default data_vars but instead update the heuristics as in this comment

we shouldn't implicitly add a new dimensions to variables in the case where the dimension already exists in the dataset. We only need the heuristics/comparisons when an entirely new dimension is being added.

@bonnland
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bonnland commented Jul 15, 2019

@dcherian . I believe you are correct in principle, but there is a logical problem that is expensive to evaluate. The difficult case is when two datasets have a variable with the same name, and that variable does not include the concatenation dimension. In order to align the datasets for concatenation, both variables would need to be identical. The resulting dataset would just have one (unchanged) instance of that variable, say from the first dataset. I think someone along the way decided this operation was too expensive. This is from concat.py, lines 302-307:

    # stack up each variable to fill-out the dataset (in order)
    for k in datasets[0].variables:
        if k in concat_over:
            vars = ensure_common_dims([ds.variables[k] for ds in datasets])
            combined = concat_vars(vars, dim, positions)
            insert_result_variable(k, combined)

So I think some consensus needs to be reached, about whether it is a good idea to load these variables into memory to check for identical-ness between them.

Or another possibility is that we leave "unique" variables alone: if a variable exists only once across all datasets being concatenated, we do not add the concatenation dimension to it. This might solve @xylar original poster's issue when opening a single dataset.

@shoyer
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shoyer commented Jul 15, 2019

The logic for determining which variables to concatenate is in the _calc_concat_over helper function:

def _calc_concat_over(datasets, dim, data_vars, coords):

Only "different" is supposed to load variables into memory to determine which ones to concatenate.

Right now we also have "all" and "minimal" options:

  • "all" attempts to concatenate every variable that can be broadcast to a matching shape:
    elif opt == 'all':
    concat_over.update(set(getattr(datasets[0], subset)) -
    set(datasets[0].dims))
  • "minimal" only concatenates variables that already have the matching dimension.

Recall that concat handles two types of concatenation: existing dimensions (corresponding to np.concatenate) and new dimensions (corresponding to np.stack). Currently, this is all done together in one messy codebase, but logically it would be cleaner to separate these modes into two separate function:

  • In "existing dimensions" mode:
    • "all" is currently broken, because it will also concatenate variables that don't have the dimension.
    • "minimal" does the right thing, concatenating only variables with the dimension.
  • In "new dimensions" mode:
    • "all" will add the dimension to all variables.
    • "minimal" raise an error if any variables have different values. If you're datasets have any data variables with different values at all, it raises an error. This is pretty much useless.

Here's my notebook testing this out: https://gist.github.com/shoyer/f44300eddda4f7c476c61f76d1df938b

So I'm thinking that we probably want to combine "all" and "minimal" into a single mode to use as the default, and remove the other behavior, which is either useless or broken. Maybe it would make sense to come up with a new name for this mode, and to make both "all" and "minimal" deprecated aliases for it? In the long term, this leaves only two "automatic" modes for xarray.concat, which should make things simpler for users trying to figure this out.

@bonnland
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bonnland commented Jul 16, 2019

@shoyer Your explanation makes sense, but there are unit tests that expect the default concat() behavior to be the same as default behavior for Pandas concat(), which tries to perform an "outer" join between dataframes.

Therefore, from my limited understanding, the default behavior for xarray concat() should be to preserve all variables. If this default behavior changes, then it may break code making these expectations.

Can we get a perspective from the author of concat.py, @TomNicholas ? Thanks.

Specifically, what should the default behavior of concat() be, when both datasets include a variable that does not include the concatenation dimension? Currently, the concat dimension is added, and the result is a "stacked" version of the variable. Others have argued that this variable should not be included in the concat() result by default, but this appears to break compatibility with Pandas concat(). Another possibility could be to include the first instance of the variable in the result set, throwing away any other instances of the same variable, so a "stacking" dimension is not needed. This would potentially lose information if the variable instances are not identical, however.

@bonnland
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@shoyer I'm sorry I didn't look at your examples more closely at first. I see now that your first example of using data_vars='minimal' is already preserving one instance of the variable x, and I was suggesting earlier that this variable was not being included in the concatenation.

So I am not clear on why so many unit tests fail when I switch the default value for data_vars to 'minimal'. The output from your examples seems compatible with Pandas concat, though I don't understand Pandas very well yet.

I wonder if the unit tests that fail are written correctly. I have to add that I spent an entire day trying to understand the code in concat.py, by stepping through it for several unit tests. I found the code quite difficult to understand.

@shoyer
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shoyer commented Jul 16, 2019

Specifically, what should the default behavior of concat() be, when both datasets include a variable that does not include the concatenation dimension? Currently, the concat dimension is added, and the result is a "stacked" version of the variable. Others have argued that this variable should not be included in the concat() result by default, but this appears to break compatibility with Pandas concat().

Can you give a specific example of the behavior in question?

@bonnland
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bonnland commented Jul 16, 2019

Can you give a specific example of the behavior in question?

Here is the most specific thing I can say: If I switch the default value for data_vars to 'minimal' for concat() and open_mfdataset(), then I get a lot of failing unit tests (when running "pytest xarray -n 4". I may be wrong about why they are failing. The unit tests have comments in them, like "Check pandas compatibility"; see for example, line 370 in test_duck_array_ops.py for an example instruction that raises a ValueError exception. Many failures appear to be caused by a ValueError exception being raised, like in the final example you have in your notebook.

I hope this is specific enough; I realize that I'm not deeply comprehending what the unit tests are actually supposed to be testing.

UPDATE: @shoyer it could be that unit tests are failing because, as your final example shows, you get an error for data_vars='minimal' if any variables have different values across datasets, when adding a new concatentation dimension. If this is the reason so many unit tests are failing, then the failures are a red herring and should probably be ignored/rewritten.

@shoyer
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shoyer commented Jul 16, 2019

UPDATE: @shoyer it could be that unit tests are failing because, as your final example shows, you get an error for data_vars='minimal' if any variables have different values across datasets, when adding a new concatentation dimension. If this is the reason so many unit tests are failing, then the failures are a red herring and should probably be ignored/rewritten.

This seems very likely to me. The existing behavior of data_vars='minimal' is only useful in "existing dimensions mode".

Xarray's unit test suite is definitely a good "smoke test" for understanding the impact of changes to concat on our users. What it tells us is that we can't change the default value from "all" to "minimal" without breaking existing code. Instead, we need to change how "all" or "minimal" works, or switch to yet another mode for the new behavior.

The tests we should feel free to rewrite are cases where we set data_vars="all" or data_vars="minimal" explicitly for verifying the weird edge behaviors that I noted in my earlier comments. There shouldn't be too many of these tests.

@dcherian
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dcherian commented Aug 7, 2019

Maybe it would make sense to come up with a new name for this mode, and to make both "all" and "minimal" deprecated aliases for it?

I'm in favour of this. What should we name this mode?

One comment on "existing dimensions" mode:

  • "minimal" does the right thing, concatenating only variables with the dimension.

For variables without the dimension, this will still raise a ValueError because compat can only be 'equals' or 'identical'. It seems to me like we need compat='override' and/or compat='tolerance', tolerance=... that would use numpy's approximate equality testing. This checking of non-dimensional coordinates is a common source of mfdataset issues. What do you think?

@dcherian
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I have a draft solution in #3239. It adds a new mode called "sensible" that acts like "all" when the concat dimension doesn't exist in the dataset and acts like "minimal" when the dimension is present. We can decide whether this is the right way i.e. add a new mode but the more fundamental problem is below.

The issue is dealing with variables that should not be concatentated in "minimal" mode (e.g. time-invariant non dim coords when concatenating in time). In this case, we want to skip the equality checks in _calc_concat_over. This is a common reason for poor open_mfdataset performance.

I thought the clean way to do this would be to add the compat kwarg to concat and then add compat='override' since the current behaviour is effectively compat='equals'.

However, merge takes compat too and concat and merge support different compat arguments at present. This makes it complicated to easily thread compat down from combine or open_mfdataset without adding concat_compat and merge_compat which is silly.

So do we want to support all the other compat modes in concat? Things like broadcast_equals or no_conflicts are funny because they're basically merge operations and it means concat acts like both stack, concat and merge. OTOH if you have a set of variables with the same name from different datasets and you want to pick one of those (i.e. no concatenation), then you're basically doing merge anyway. This would require some refactoring since concat assumes the first dataset is a template for the rest.

@shoyer What do you think?

@bonnland
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bonnland commented Aug 22, 2019

I have tried to understand why the xarray developers decided to provide their own options for concatenation. I am not an experienced user of xarray, but I can't find any discussion of how the current options for concatenation were derived.

The pandas concat() function uses the option join = {'inner', 'outer', 'left', 'right'} in order to mimic logical database join operations. If there is a reason that xarray cannot do the same, it is not obvious to me. I think the pandas options have the advantage of logical simplicity and traditional usage within database systems.

Perhaps the reason is that xarray is modeling collections of variables, rather than a single dataframe, as with pandas. But even then, it seems like the pandas rules can be applied on a per-variable basis.

@dcherian
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Thanks for your input @bonnland.

The pandas concat() function uses the option join = {'inner', 'outer', 'left', 'right'} in order to mimic logical database join operations. If there is a reason that xarray cannot do the same, it is not obvious to me. I think the pandas options have the advantage of logical simplicity and traditional usage within database systems.

We do have a join argument that takes these arguments + 'override' which was added recently to skip expensive comparisons. This works for "indexes" or "dimension coordinates". An example: if you have 2 dataarrays, one on a coordinate x=[1, 2, 3] and the other on x=[2,3,4], join lets you control the x coordinate of the output. This is done by xr.align.

What's under discussion here is what to do about variables duplicated across datasets or indeed, how do we know that these variables are duplicated across datasets when concatenating other variables.

@dcherian dcherian unpinned this issue Aug 22, 2019
@dcherian
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#3239 has been merged. Now minimal is more useful since you can specify compat="override" to skip compatibility checking.

What's left is to change defaults to implement @shoyer's comment

So I'm thinking that we probably want to combine "all" and "minimal" into a single mode to use as the default, and remove the other behavior, which is either useless or broken. Maybe it would make sense to come up with a new name for this mode, and to make both "all" and "minimal" deprecated aliases for it? In the long term, this leaves only two "automatic" modes for xarray.concat, which should make things simpler for users trying to figure this out.

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