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feat: infer samples required for built-in lag transforms updates #445

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merged 5 commits into from
Nov 11, 2024

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@jmoralez jmoralez commented Nov 8, 2024

Description

We had to rely on users providing keep_last_n to limit the number of samples kept for each serie for the feature updates because we only supported functions, but since the introduction of the lag_transforms module, we know how many samples are needed to correctly perform the updates, so we can now infer them for the cases where the users exclusively use these transformations, potentially speeding up the predict step by around 3x.

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  • This PR has a meaningful title and a clear description.
  • The tests pass.
  • All linting tasks pass.
  • The notebooks are clean.

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codspeed-hq bot commented Nov 8, 2024

CodSpeed Performance Report

Merging #445 will improve performances by ×3.1

Comparing update-samples (7367581) with main (8c28a7f)

Summary

⚡ 4 improvements
✅ 8 untouched benchmarks

Benchmarks breakdown

Benchmark main update-samples Change
test_predict[None-1-False] 729.8 ms 231.8 ms ×3.1
test_predict[None-1-True] 796.4 ms 286.1 ms ×2.8
test_predict[None-2-False] 734.4 ms 235.9 ms ×3.1
test_predict[None-2-True] 801.2 ms 290.1 ms ×2.8

@jmoralez jmoralez changed the title Update samples feat: infer samples required for built-in lag transforms updates Nov 11, 2024
@jmoralez jmoralez marked this pull request as ready for review November 11, 2024 18:45
@jmoralez jmoralez merged commit 3edd9df into main Nov 11, 2024
23 checks passed
@jmoralez jmoralez deleted the update-samples branch November 11, 2024 18:51
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