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fix: reduce overhead in parallel forecast #901

Merged
merged 2 commits into from
Sep 11, 2024
Merged

fix: reduce overhead in parallel forecast #901

merged 2 commits into from
Sep 11, 2024

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jmoralez
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@jmoralez jmoralez commented Sep 11, 2024

Decorates the function that is called to forecast every serie instead of entering the context manager inside the function to reduce the overhead. Also extracts the method to a function to reduce the serialization time. This brings the parallel processing time around the same of what it was in 1.7.5 (before limiting the number of threads that are run in each process when performing multiprocessing).

Fixes #898

@jmoralez jmoralez added the fix label Sep 11, 2024
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@jmoralez jmoralez marked this pull request as ready for review September 11, 2024 03:24
@jmoralez jmoralez merged commit 12f6654 into main Sep 11, 2024
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@jmoralez jmoralez deleted the threadpool-ctx branch September 11, 2024 03:56
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SeasonalNaive (and other models) spend a lot of time acquiring thread locks
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