Dropping infinite values from dataframes in pandas?

First replace() infs with NaN:

df.replace([np.inf, -np.inf], np.nan, inplace=True)

and then drop NaNs via dropna():

df.dropna(subset=["col1", "col2"], how="all", inplace=True)

For example:

>>> df = pd.DataFrame({"col1": [1, np.inf, -np.inf], "col2": [2, 3, np.nan]})
>>> df
   col1  col2
0   1.0   2.0
1   inf   3.0
2  -inf   NaN

>>> df.replace([np.inf, -np.inf], np.nan, inplace=True)
>>> df
   col1  col2
0   1.0   2.0
1   NaN   3.0
2   NaN   NaN

>>> df.dropna(subset=["col1", "col2"], how="all", inplace=True)
>>> df
   col1  col2
0   1.0   2.0
1   NaN   3.0

The same method also works for Series.

DEPRECATED

With option context, this is possible without permanently setting use_inf_as_na. For example:

with pd.option_context('mode.use_inf_as_na', True):
    df = df.dropna(subset=['col1', 'col2'], how='all')

Of course it can be set to treat inf as NaN permanently with

pd.set_option('use_inf_as_na', True)

For older versions, replace use_inf_as_na with use_inf_as_null.

Here is another method using .loc to replace inf with nan on a Series:

s.loc[(~np.isfinite(s)) & s.notnull()] = np.nan

So, in response to the original question:

df = pd.DataFrame(np.ones((3, 3)), columns=list('ABC'))

for i in range(3): 
    df.iat[i, i] = np.inf

df
          A         B         C
0       inf  1.000000  1.000000
1  1.000000       inf  1.000000
2  1.000000  1.000000       inf

df.sum()
A    inf
B    inf
C    inf
dtype: float64

df.apply(lambda s: s[np.isfinite(s)].dropna()).sum()
A    2
B    2
C    2
dtype: float64

The above solution will modify the infs that are not in the target columns. To remedy that,

lst = [np.inf, -np.inf]
to_replace = {v: lst for v in ['col1', 'col2']}
df.replace(to_replace, np.nan)