Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

use specialize kernels in rolling_groupby aggregation ~10x perf gain (window of 100 elements) #3515

Merged
merged 1 commit into from
May 27, 2022

Conversation

ritchie46
Copy link
Member

If we have group slices and they overlap, we can use the fast rolling_<agg> kernels.

Benchmark on a rolling window with 10_000 elements and a window size of 100:

Gnuplot not found, using plotters backend
bench_1                 time:   [107.76 us 108.04 us 108.33 us]                    
                        change: [-91.314% -91.244% -91.167%] (p = 0.00 < 0.05)
                        Performance has improved.
Found 8 outliers among 100 measurements (8.00%)
  1 (1.00%) low mild
  5 (5.00%) high mild
  2 (2.00%) high severe

@github-actions github-actions bot added the rust Related to Rust Polars label May 27, 2022
@ritchie46 ritchie46 force-pushed the rolling_agg branch 2 times, most recently from 8d51dc9 to 0eb4674 Compare May 27, 2022 13:09
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Labels
rust Related to Rust Polars
Projects
None yet
Development

Successfully merging this pull request may close these issues.

None yet

1 participant