What is the most efficient way to check if a value exists in a NumPy array?

How about

if value in my_array[:, col_num]:
    do_whatever

Edit: I think __contains__ is implemented in such a way that this is the same as @detly's version

The most obvious to me would be:

np.any(my_array[:, 0] == value)

To check multiple values, you can use numpy.in1d(), which is an element-wise function version of the python keyword in. If your data is sorted, you can use numpy.searchsorted():

import numpy as np
data = np.array([1,4,5,5,6,8,8,9])
values = [2,3,4,6,7]
print np.in1d(values, data)

index = np.searchsorted(data, values)
print data[index] == values