Changing certain values in multiple columns of a pandas DataFrame at once

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You should use loc and do this without chaining:

In [11]: df.loc[df.cherry == 'bad', ['apple', 'banana']] = np.nan

In [12]: df
Out[12]: 
   apple  banana cherry
0      0       3   good
1    NaN     NaN    bad
2      2       5   good

See the docs on returning a view vs a copy, if you chain the assignment is made to the copy (and thrown away) but if you do it in one loc then pandas cleverly realises you want to assign to the original.

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