REF: back IntervalArray by a single ndarray
- [ ] closes #xxxx
- [ ] tests added / passed
- [ ] passes `black pandas`
- [ ] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
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The main motivation here is for perf for methods that current cast to object dtype, including value_counts, set ops, values_for_(argsort|factorize)

Also we get an actually-simple simple_new
cc @jschendel @TomAugspurger if you want to look I think things looked fine last I checked.

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 thanks @jbrockmendel  The consequence of this is that we can never use another ExtensionArray as the backer of an IntervalArray, right? (except for the DatetimeArray for which this is an internal special case already) 
I am not sure we want to make this choice, even though right now we don't have any other EA-backed intervals?

Also, @jbrockmendel you mention this change is mainly for perf reasons. What is the amount of speed-up that this gives? Can you give a few examples? (are there benchmarks for this?) > The consequence of this is that we can never use another ExtensionArray as the backer of an IntervalArray, right? (except for the DatetimeArray for which this is an internal special case already) 
> 
> I am not sure we want to make this choice, even though right now we don't have any other EA-backed intervals?
> 
> 
> 
> Also, @jbrockmendel you mention this change is mainly for perf reasons. What is the amount of speed-up that this gives? Can you give a few examples? (are there benchmarks for this?)

huh why make things more complicated ? what reason do you have for not dojng this?
we want simpler not more complicated - it's good to be opionates I think the model we have had *for years* (storing a left and right array) is actually quite simple, and maps to the mental model of an IntervalArray as a struct array. 
(in the end, storing 2 1D array or a single 2D arrays is really not that much of a difference conceptually)

(and as a sidenote @jreback, some feedback on how we are discussing things: words like "huh" (which give the impression to me as if what I said is complete nonsense) is not really helpfull for a good discussion) i think huh is pretty telling actually - you are making a late comment because on a PR because
of what? you think that the original implementation is good? i don't understand anything from your original comment

so i don't this is helpful at all and the huh is confusion because of the commen
 (then you can also say: "I am confused" instead of "huh?". Maybe for you it is the same, but so *I* am giving you the feedback that this phrasing is giving *me* a very negative feeling. Even if you are confused why I am commenting on a closed PR, I think you can say that in a different way)

Yes, this PR is already merged, but since when does that mean I cannot have comments anymore about the change? (the PR was also open for not even 2 days, without a prior issue discussing this. That's not leaving much time to comment on it *while it was open*)

---

But so about the actual topic:

> what reason do you have for not doing this?

To repeat what I said in my original comment: this means "we can never use another ExtensionArray as the backer of an IntervalArray". 

Of course, right now, we only use numpy arrays as the underlying values for IntervalArray (also because we don't yet have an EA-backed Index). So there is not a direct issue at this moment with this change. 

But I personally think it is reasonable to consider allowing IntervalArray to be backed by both ndarray or EA. 
Actually, if we would remove the coercing to object dtype for EAs / dtype validation in `_simple_new`, I think a large part of the IntervalArray implementation would actually right now already work with EAs (IntervalIndex with the tree engine is something else of course, but indexing engines with EAs is a general topic we still need to solve). 

And why would we want to have IntervalArray backed by EAs? 
First, because we have the extension mechanism of EAs, and supporting extension dtypes in IntervalArray as well could be seen as a way to further complete the EA support throughout pandas.  
More specifically: what are we going to do with our own numeric EAs (integer dtype, floating dtype, etc)? Right now those are not yet integrated with IntervalArray, but at some point we will want to be able to create an IntervalArray from a nullable integer column, that preserves the nullable dtype (eg when accessing left/right, or `mid`). There are of course other ways to implement this, but I think as a default storing the EA as left/right array is the easiest solution.  Ah that's a fair point about other extension types I hadn't considered.

IIUC, the main reason for this PR was to clean up the (hacky) code to support `IntervalArray.__setitem__`.  I thought that there was more discussion around performance, but maybe I'm thinking of another issue. I guess I was thinking of https://github.com/pandas-dev/pandas/pull/36310. I think this is a better representation actually of the primary usecases of IntervalArrays, until / unless we have another one this is one that keeps consistency of dtypes which has plagued since the beginning. This advocates for 2E EA (@jbrockmendel will be happy).

THe main point though is the mental model is much simpler. This is a collection of Interval points that are joined exactly; 2 independent arrays are not, you have lots of checking are they they same dtype, are they the same length and so on. this is simpler.

Let's not build more than we need now. > this is one that keeps consistency of dtypes which has plagued since the beginning. 

Not fully sure what you mean here. Can you give an example of a past issue releted to this?

> THe main point though is the mental model is much simpler. This is a collection of Interval points that are joined exactly; 2 independent arrays are not, you have lots of checking are they they same dtype, are they the same length and so on. this is simpler.

Well, the current code to deal with that was mostly focused in a single function, i.e. `_simple_new`. And all that code is still needed after this PR (only moved to a new helper function), because we still allow to create an IntervalArray from two arrays (which needs all this checking upon construction).

Whether a single 2D array is "much simpler" is clearly subjective then, but anyway, my main worry this related to EA support:

> Let's not build more than we need now.

We actually need it now. For sure, there is not an open PR or issue about supporting EAs in IntervalArray *right now*. But we are still actively working on making the nullable dtypes *full* replacements for their numpy counterparts. Support in IntervalArray is for me part of that "full support". 
So yes, I think we should think about how this can fit in with this refactor *now*, before doing any further work on this code.


 > you mention this change is mainly for perf reasons. What is the amount of speed-up that this gives? Can you give a few examples? (are there benchmarks for this?)

Not on hand, no.

> But we are still actively working on making the nullable dtypes full replacements for their numpy counterparts

full replacements for numpy counterparts would support 2D. > full replacements for numpy counterparts would support 2D.

Not necessarily for *pandas* functionality, though

But that's not the actual discussion here. To repeat again: I think we should be able to have an IntervalArray using EA (eg to support IntervalArray with nullable int/float). How do we do that? (on the short term) 

And yes, 2D EAs would be *one* way. But that's a much bigger discussion, though. So if someone wants to have that discussion, I would suggest to open a separate issue for that. 
But I think storing left/right as 1D arrays (as we have always done up to now) is the much easier solution on the short term. What the status of this discussion? 
If I recall correctly, on the dev meeting two weeks ago it was said that this might enable performance benefits (and that @jbrockmendel you would try an example perf improvement PR?), and that otherwise there would be no objection to reverting it (is that correct?) 

Since I haven't seen further attempts to use this for performance improvements, shall we revert it? > you would try an example perf improvement PR

thanks for the reminder; ill move this up the priority list Any update here? Otherwise I would propose to revert this change. I've got a branch going on the set ops, but it has devolved into yak shaving.  There is code simplification available unrelated to perf, but on the call I agreed not to move forward with any of that in the short-term. Another ping here. If there are no plans for actual improvements based on this change, are you OK with reverting it? Do code simplifications count as improvements?

The stated reason for wanting to revert is to allow IntegerArray/FloatArray to back it.  Are there plans to do that in the near future? > Do code simplifications count as improvements?

In principle certainly yes, but in this case I think it is quite subjective. As I said above, I personally don't find this much of a simplification. But it is clear that there is disagreement about this ;)

> The stated reason for wanting to revert is to allow IntegerArray/FloatArray to back it. Are there plans to do that in the near future?

As mentioned above: there is no concrete open issue or PR for this, but we are actively working towards full support for the nullable dtypes so they can become the default in a future release. While working on this the coming months, supporting them in IntervalArray will be one of the issues we need to tackle. So yes, there are IMO plans to do this in the near future. was wavering in this but i agree with @jorisvandenbossche logic here for reverting  OK.  easy to un-revert once either a) i finish the yak shaving or b) nullable dtypes support 2D.