[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[TSB]
action_files/test_efficiency.py-1%
156.9 µs157.9 µs
test_efficiency[CrostonSBA]
action_files/test_efficiency.py-1%
219.7 µs221.1 µs
test_efficiency[SimpleExponentialSmoothingOptimized]
action_files/test_efficiency.py+1%
462.3 µs460 µs
test_efficiency[AutoCES]
action_files/test_efficiency.py0%
3 ms3 ms
test_efficiency[CrostonOptimized]
action_files/test_efficiency.py0%
1.2 ms1.2 ms
test_efficiency[SeasonalExponentialSmoothing]
action_files/test_efficiency.py0%
365.9 µs366.8 µs
test_efficiency[CrostonClassic]
action_files/test_efficiency.py0%
216.4 µs216.9 µs
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[MSTL]
action_files/test_efficiency.py0%
1.1 s1.1 s
test_efficiency[ADIDA]
action_files/test_efficiency.py0%
912.2 µs910.4 µs
test_efficiency[DynamicTheta]
action_files/test_efficiency.py0%
4.8 ms4.8 ms
test_efficiency[AutoTheta]
action_files/test_efficiency.py0%
14.2 ms14.2 ms
test_efficiency[GARCH]
action_files/test_efficiency.py0%
21.8 ms21.8 ms
test_efficiency[IMAPA]
action_files/test_efficiency.py0%
934 µs932.4 µs
test_efficiency[Naive]
action_files/test_efficiency.py0%
64.9 µs65 µs
test_efficiency[SeasonalExponentialSmoothingOptimized]
action_files/test_efficiency.py0%
15.8 ms15.8 ms
test_efficiency[HistoricAverage]
action_files/test_efficiency.py0%
119.8 µs119.9 µs
test_efficiency[TBATS]
action_files/test_efficiency.py0%
209.2 ms209 ms
test_efficiency[WindowAverage]
action_files/test_efficiency.py0%
124.5 µs124.6 µs
test_efficiency[OptimizedTheta]
action_files/test_efficiency.py0%
5.4 ms5.4 ms
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
5 months ago
by elephaint+0.22%
analytical_kalman_gradient
15ced2e
5 months ago
by elephaint-0.01%
add_tests
eaa9962
5 months ago
by elephaint+57.51%
Merge branch 'main' into feat/improve_arima
b487448
5 months ago
by elephaint-0.84%
change_tbats_tests
11b3bde
5 months ago
by elephaint