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improve rolling_var performance #3470

Merged
merged 2 commits into from
May 22, 2022
Merged

improve rolling_var performance #3470

merged 2 commits into from
May 22, 2022

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ritchie46
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@ritchie46 ritchie46 commented May 22, 2022

This wraps the performance improvements of the rolling_window kernels.

All kernels now maintain a state and will do a lot less work than previously.

@github-actions github-actions bot added the rust Related to Rust Polars label May 22, 2022
@ritchie46 ritchie46 changed the title improve rolling_var performance no_nulls improve rolling_var performance May 22, 2022
@github-actions github-actions bot added the python Related to Python Polars label May 22, 2022
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codecov-commenter commented May 22, 2022

Codecov Report

Merging #3470 (a0bd43d) into master (69c57d4) will increase coverage by 0.04%.
The diff coverage is 91.02%.

@@            Coverage Diff             @@
##           master    #3470      +/-   ##
==========================================
+ Coverage   77.57%   77.62%   +0.04%     
==========================================
  Files         406      408       +2     
  Lines       69746    69847     +101     
==========================================
+ Hits        54108    54217     +109     
+ Misses      15638    15630       -8     
Impacted Files Coverage Δ
polars/polars-arrow/src/kernels/rolling/mod.rs 94.80% <ø> (ø)
.../polars-arrow/src/kernels/rolling/no_nulls/mean.rs 50.94% <ø> (ø)
...ars/polars-arrow/src/kernels/rolling/nulls/mean.rs 98.00% <ø> (-0.04%) ⬇️
...lars/polars-arrow/src/kernels/rolling/nulls/sum.rs 92.72% <ø> (ø)
...olars-core/src/chunked_array/ops/rolling_window.rs 96.80% <ø> (ø)
...polars-arrow/src/kernels/rolling/nulls/variance.rs 86.02% <86.02%> (ø)
...ars-arrow/src/kernels/rolling/no_nulls/variance.rs 93.19% <93.19%> (ø)
...s/polars-arrow/src/kernels/rolling/no_nulls/mod.rs 93.33% <100.00%> (+5.06%) ⬆️
...lars/polars-arrow/src/kernels/rolling/nulls/mod.rs 100.00% <100.00%> (+19.91%) ⬆️
...olars-lazy/src/physical_plan/expressions/column.rs 63.63% <0.00%> (-10.61%) ⬇️
... and 14 more

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@ritchie46 ritchie46 merged commit f14570a into master May 22, 2022
moritzwilksch pushed a commit to moritzwilksch/polars that referenced this pull request May 29, 2022
* improve rolling_var performance no_nulls

* improve performance rolling_variance with nulls
@ritchie46 ritchie46 deleted the improve_rolling_var branch November 26, 2022 11:20
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2 participants