As it is in Python, is it compatible with numba[0] if using the @jit(nogil=True) decorator? Having f in ds.groupby('some variable').apply(f) being a jit compiled numba function would be great.
Yeah, Numba makes it awesomely easy to write fast functions in Python that release the GIL. You can already do this directly with dask.array by passing a Numba compiled function to the map_blocks method: http://dask.readthedocs.org/en/latest/array-api.html#dask.ar... -- it should be pretty straightforward to wrap this with xray.
[0]: http://numba.pydata.org/