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10X faster predict by replacing DataFrame with dict #2299

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merged 3 commits into from
Jan 9, 2023

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

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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.

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tcuongd commented Jan 7, 2023

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

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tcuongd commented Jan 9, 2023

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

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@tcuongd Signed it just now

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@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
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4 participants