Closed rsiddharthan closed 2 years ago
@rsiddharthan I think I will have time to review this a bit later on today.
@rsiddharthan long time! How are you? This PR looks like it's ready to go in and we just forgot to merge, so putting it in. Also I think I figured out the performance issues, it was probably related to the index structure, and a mistake I made that caused a performance bottleneck, fixed here: https://github.com/techascent/tech.ml.dataset/pull/278
Goal / Problem
Corrections to rolling window
Proposed Solution
Work remaining
Open Questions
There is a open question on performance on large datasets which will be addressed in a separate PR