Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

10X faster predict by replacing DataFrame with dict #2299

Merged
merged 3 commits into from
Jan 9, 2023

Conversation

orenmatar
Copy link
Contributor

Profiling the predict code yielded this result:
before_change

Evidently about 90% of the predict time is spent on either the init of a DataFrame or its getitem method, both are notoriously slow.
A very simple change from dataframe to dict in sample_model and sample_model_vectorized has no risk and implications beyond sample_posterior_predictive since the df is converted to a dict there anyway.
Profiling after the change gives:

after_change

and in runtime it was reduced from ~300ml to ~38ml on a local test

@orenmatar orenmatar mentioned this pull request Nov 9, 2022
3 tasks
@nicolaerosia
Copy link

@tcuongd can we please merge this and release a new version with wheels for python 3.11 as well?

nicolaerosia pushed a commit to nicolaerosia/prophet that referenced this pull request Nov 10, 2022
nicolaerosia pushed a commit to nicolaerosia/prophet that referenced this pull request Nov 10, 2022
@orenmatar
Copy link
Contributor Author

@tcuongd any updates on this? It should be really easy to integrate and yields a big runtime improvement

Copy link
Collaborator

@tcuongd tcuongd left a comment

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

Wow great find, thanks heaps! Yeah I think changing the return type for these internal functions is fine, we just need to make it clear which functions are affected in the release notes.

@tcuongd
Copy link
Collaborator

tcuongd commented Jan 7, 2023

For some reason CI didn't kick off, I'll take a look later

@facebook-github-bot
Copy link
Contributor

Hi @orenmatar!

Thank you for your pull request and welcome to our community.

Action Required

In order to merge any pull request (code, docs, etc.), we require contributors to sign our Contributor License Agreement, and we don't seem to have one on file for you.

Process

In order for us to review and merge your suggested changes, please sign at https://code.facebook.com/cla. If you are contributing on behalf of someone else (eg your employer), the individual CLA may not be sufficient and your employer may need to sign the corporate CLA.

Once the CLA is signed, our tooling will perform checks and validations. Afterwards, the pull request will be tagged with CLA signed. The tagging process may take up to 1 hour after signing. Please give it that time before contacting us about it.

If you have received this in error or have any questions, please contact us at cla@meta.com. Thanks!

@tcuongd
Copy link
Collaborator

tcuongd commented Jan 9, 2023

@orenmatar Do you mind just signing the CLA? Thanks!

@orenmatar
Copy link
Contributor Author

@tcuongd Signed it just now

@facebook-github-bot
Copy link
Contributor

Thank you for signing our Contributor License Agreement. We can now accept your code for this (and any) Meta Open Source project. Thanks!

@tcuongd tcuongd merged commit 0716751 into facebook:main Jan 9, 2023
nicolaerosia pushed a commit to nicolaerosia/prophet that referenced this pull request Feb 3, 2023
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Projects
None yet
Development

Successfully merging this pull request may close these issues.

4 participants