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[major] speed up nested additive model #1311

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merged 12 commits into from
Apr 29, 2023

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LeonieFreisinger
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🔬 Background

The first implementation includes two forward() passes and hence unnecessary many function calls. --> Objective: Reduce computation time.

🔮 Key changes

📋 Review Checklist

  • I have performed a self-review of my own code.
  • I have commented my code, added docstrings and data types to function definitions.
  • I have added pytests to check whether my feature / fix works.

Please make sure to follow our best practices in the Contributing guidelines.

@LeonieFreisinger LeonieFreisinger self-assigned this Apr 28, 2023
@LeonieFreisinger LeonieFreisinger added this to the Release 1.0.0 RC1 milestone Apr 28, 2023
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codecov-commenter commented Apr 29, 2023

Codecov Report

Merging #1311 (60015fd) into main (209129e) will increase coverage by 0.03%.
The diff coverage is 97.43%.

📣 This organization is not using Codecov’s GitHub App Integration. We recommend you install it so Codecov can continue to function properly for your repositories. Learn more

@@            Coverage Diff             @@
##             main    #1311      +/-   ##
==========================================
+ Coverage   89.84%   89.87%   +0.03%     
==========================================
  Files          38       38              
  Lines        5149     5126      -23     
==========================================
- Hits         4626     4607      -19     
+ Misses        523      519       -4     
Impacted Files Coverage Δ
neuralprophet/time_dataset.py 94.56% <90.90%> (+0.18%) ⬆️
neuralprophet/components/trend/static.py 81.81% <100.00%> (ø)
neuralprophet/time_net.py 91.07% <100.00%> (+0.51%) ⬆️

@LeonieFreisinger LeonieFreisinger marked this pull request as ready for review April 29, 2023 04:29
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@ourownstory ourownstory left a comment

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Great work!! Amazing!!

We can single-track the compute_components later.

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github-actions bot commented Apr 29, 2023

Model Benchmark

Benchmark Metric main current diff
AirPassengers MAE_val 13.0626 13.0626 0.0%
AirPassengers RMSE_val 15.9452 15.9452 0.0%
AirPassengers Loss_val 0.00131 0.00131 0.0%
AirPassengers MAE 9.88156 9.88156 0.0%
AirPassengers RMSE 11.7354 11.7354 0.0%
AirPassengers Loss 0.00052 0.00052 0.0%
AirPassengers time 8.43563 8.33 -1.25%
PeytonManning MAE_val 0.58159 0.58159 0.0%
PeytonManning RMSE_val 0.72216 0.72216 0.0%
PeytonManning Loss_val 0.01239 0.01239 0.0%
PeytonManning MAE 0.41671 0.41671 0.0%
PeytonManning RMSE 0.55961 0.55961 0.0%
PeytonManning Loss 0.00612 0.00612 0.0%
PeytonManning time 19.3805 19.17 -1.09%
YosemiteTemps MAE_val 1.3442 1.3442 0.0%
YosemiteTemps RMSE_val 2.00245 2.00245 0.0%
YosemiteTemps Loss_val 0.00077 0.00077 0.0%
YosemiteTemps MAE 1.3192 1.3192 0.0%
YosemiteTemps RMSE 2.13518 2.13518 0.0%
YosemiteTemps Loss 0.00064 0.00064 0.0%
YosemiteTemps time 89.6421 91.76 2.36%
Model training plots

Model Training

PeytonManning

YosemiteTemps

AirPassengers

@LeonieFreisinger LeonieFreisinger merged commit ba949c7 into main Apr 29, 2023
@LeonieFreisinger LeonieFreisinger deleted the speed_up_nested_additive_model branch April 29, 2023 19:50
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3 participants