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[ENH] Avoid unnecessary allocations and memory transfers in ARIMA #2233

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Nyrio opened this issue May 11, 2020 · 3 comments
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[ENH] Avoid unnecessary allocations and memory transfers in ARIMA #2233

Nyrio opened this issue May 11, 2020 · 3 comments
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CUDA / C++ CUDA issue Cython / Python Cython or Python issue feature request New feature or request inactive-30d inactive-90d

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Nyrio commented May 11, 2020 •
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For small orders, the performance of ARIMA is limited by unnecessary allocations and copies, e.g:

  • many arrays and matrices are allocated each time the log-likelihood is evaluated (which is done repeatedly in fit)
  • in predict, the log-likelihood is unnecessarily copied to host though it is not needed
  • etc
@Nyrio Nyrio added ? - Needs Triage Need team to review and classify feature request New feature or request labels May 11, 2020
@Nyrio Nyrio mentioned this issue May 11, 2020
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@Garfounkel Garfounkel added CUDA / C++ CUDA issue Cython / Python Cython or Python issue and removed ? - Needs Triage Need team to review and classify labels May 11, 2020
@Nyrio Nyrio mentioned this issue Oct 2, 2020
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This issue has been labeled inactive-90d due to no recent activity in the past 90 days. Please close this issue if no further response or action is needed. Otherwise, please respond with a comment indicating any updates or changes to the original issue and/or confirm this issue still needs to be addressed.

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This issue has been labeled inactive-30d due to no recent activity in the past 30 days. Please close this issue if no further response or action is needed. Otherwise, please respond with a comment indicating any updates or changes to the original issue and/or confirm this issue still needs to be addressed. This issue will be labeled inactive-90d if there is no activity in the next 60 days.

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Nyrio commented Jul 20, 2021

Solved by #3895

@Nyrio Nyrio closed this as completed Jul 20, 2021
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