[FEAT] ARIMA analytical gradient
#1098Comparing
feat/improve_arima
(11b3bde
) withmain
(f868f2a
)+57%
- Improvement
- 2
- Untouched
- 36
Benchmarks
38 total
test_efficiency[AutoRegressive]
action_files/test_efficiency.py+57%
154.7 ms98.8 ms
test_efficiency[AutoTBATS]
action_files/test_efficiency.py+19%
8.6 s7.2 s
test_efficiency[ARIMA]
action_files/test_efficiency.py+8%
3.9 ms3.6 ms
test_efficiency[SimpleExponentialSmoothingOptimized]
action_files/test_efficiency.py+1%
462.3 µs460 µs
test_efficiency[CrostonOptimized]
action_files/test_efficiency.py0%
1.2 ms1.2 ms
test_efficiency[RandomWalkWithDrift]
action_files/test_efficiency.py0%
94.4 µs94.1 µs
test_efficiency[SimpleExponentialSmoothing]
action_files/test_efficiency.py0%
92.1 µs91.9 µs
test_efficiency[ADIDA]
action_files/test_efficiency.py0%
912.2 µs910.4 µs
test_efficiency[IMAPA]
action_files/test_efficiency.py0%
934 µs932.4 µs
test_efficiency[SeasonalExponentialSmoothingOptimized]
action_files/test_efficiency.py0%
15.8 ms15.8 ms
test_efficiency[TBATS]
action_files/test_efficiency.py0%
209.2 ms209 ms
test_efficiency[MFLES]
action_files/test_efficiency.py0%
7.8 ms7.8 ms
test_efficiency[DynamicOptimizedTheta]
action_files/test_efficiency.py0%
5.4 ms5.4 ms
test_efficiency[ARCH]
action_files/test_efficiency.py0%
20 ms20 ms
test_efficiency[SeasonalNaive]
action_files/test_efficiency.py0%
115.1 µs115.1 µs
test_efficiency[AutoETS]
action_files/test_efficiency.py0%
410 ms409.9 ms
test_efficiency[ConstantModel]
action_files/test_efficiency.py0%
60 µs60 µs
test_efficiency[AutoARIMA]
action_files/test_efficiency.py0%
18.3 ms18.3 ms
test_efficiency[ZeroModel]
action_files/test_efficiency.py0%
58 µs58 µs
test_efficiency[HoltWinters]
action_files/test_efficiency.py0%
280.4 ms280.4 ms
test_efficiency[SeasonalWindowAverage]
action_files/test_efficiency.py0%
156.1 µs156.2 µs
test_efficiency[Holt]
action_files/test_efficiency.py0%
18 ms18 ms
test_efficiency[Theta]
action_files/test_efficiency.py0%
4.8 ms4.8 ms
test_efficiency[NaNModel]
action_files/test_efficiency.py0%
57.4 µs57.4 µs
test_efficiency[AutoMFLES]
action_files/test_efficiency.py0%
130.5 ms130.6 ms
Commits
Click on a commit to change the comparison rangeBase
main
f868f2a
-0.32%
add_analytical_gradient
7e42668
2 months ago
by elephaint+0.22%
analytical_kalman_gradient
15ced2e
2 months ago
by elephaint-0.01%
add_tests
eaa9962
2 months ago
by elephaint+57.51%
Merge branch 'main' into feat/improve_arima
b487448
2 months ago
by elephaint-0.84%
change_tbats_tests
11b3bde
2 months ago
by elephaint