I'm looking for the most efficient way to interpolate across Groups in pandas DataFrame for a big data volume. For example I have some groups that have all the values, and some that have none. In the example below data is groupby('Group'), Groups A and D have all the values at all Time, and Groups B,C and E have none. How to find the most efficient way to interpolate Group E based on Group D specifically, giving the logic that Group D is the nearest and thus to be used for interpolation. I am new to python. Group Time Value A 1 10 A 2 15 A 3 30 A 4 50 B 1 NaN B 2 NaN B 3 NaN B 4 NaN C 1 NaN C 2 NaN C 3 NaN C 4 NaN D 1 5 D 2 10 D 3 15 D 4 20 E 1 NaN E 2 NaN E 3 NaN E 4 NaN The expected output is something like the below Group Time Value A 1 10 A 2 15 A 3 30 A 4 50 B 1 10 B 2 15 B 3 30 B 4 50 C 1 5 C 2 10 C 3 15 C 4 20 D 1 5 D 2 10 D 3 15 D 4 20 E 1 5 E 2 10 E 3 15 E 4 20 Continue reading...