Skip to content

Speed up seasonal error calculation#85

Merged
shchur merged 2 commits intomainfrom
faster-metrics
Jan 13, 2026
Merged

Speed up seasonal error calculation#85
shchur merged 2 commits intomainfrom
faster-metrics

Conversation

@shchur
Copy link
Contributor

@shchur shchur commented Jan 13, 2026

Issue #, if available:

Description of changes:

  • Speed up the calculation of seasonal error by using an efficient implementation based on np.bincount instead of Dataset.map
● Here are the benchmark results on the M5 dataset (30,490 time series):
  ┌──────────────────────────────────┬───────────┬────────────────┬─────────┐
  │             Function             │ OLD (map) │ NEW (bincount) │ Speedup │
  ├──────────────────────────────────┼───────────┼────────────────┼─────────┤
  │ _abs_seasonal_error_per_item     │ 20.039s   │ 2.527s         │ 7.9x    │
  ├──────────────────────────────────┼───────────┼────────────────┼─────────┤
  │ _squared_seasonal_error_per_item │ 20.101s   │ 2.486s         │ 8.1x    │
  └──────────────────────────────────┴───────────┴────────────────┴─────────┘
  Both implementations produce identical results (verified with np.allclose).

By submitting this pull request, I confirm that you can use, modify, copy, and redistribute this contribution, under the terms of your choice.

@shchur shchur requested a review from abdulfatir January 13, 2026 14:12
@shchur shchur merged commit 80b3a05 into main Jan 13, 2026
5 checks passed
@shchur shchur deleted the faster-metrics branch January 13, 2026 15:28
This was referenced Jan 14, 2026
Open
Merged
Closed
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment

Reviewers

@abdulfatir abdulfatir abdulfatir approved these changes

Assignees

No one assigned

Labels

None yet

Projects

None yet

Milestone

No milestone

Development

Successfully merging this pull request may close these issues.

2 participants

@shchur @abdulfatir