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alkaline-ml / pmdarima

A statistical library designed to fill the void in Python's time series analysis capabilities, including the equivalent of R's auto.arima function.
https://www.alkaline-ml.com/pmdarima
MIT License
1.59k stars 234 forks source link

predict parallel #471

Closed junsyw closed 2 years ago

junsyw commented 2 years ago

Describe the question you have

Hello I am very grateful for this library, it has helped me a lot but I have a question, it is possible to parallelize the prediction part model.predict () Thanks

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tgsmith61591 commented 2 years ago

This is not possible and unlikely to be easy to add. Are you finding predict to be slow for your usecase?

junsyw commented 2 years ago

It doesn't take long, just that I have a model that is already paralleled in the part of optimizing the extra parameters, so I thought about earning a little more, parallelizing the prediction part of the best model Thanks Tgsmith!

tgsmith61591 commented 2 years ago

Gotcha. This wouldn't give you much performance lift and we don't have any control over the portion of the code that would need to change to allow this. So it's not going to be a possibility