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Speed up make_holiday_features by up to 35% (#1962)

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Marco Edward Gorelli 2021-08-28 03:19:40 +01:00 committed by GitHub
parent 4d807f60d1
commit 17dbb86ab0
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2 changed files with 6 additions and 6 deletions
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10
python/prophet/forecaster.py
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@ -534,17 +534,17 @@ class Prophet(object):
prior_scales = {}
# Makes an index so we can perform `get_loc` below.
# Strip to just dates.
row_index = pd.DatetimeIndex(dates.apply(lambda x: x.date()))
row_index = pd.DatetimeIndex(dates.dt.date)
for _ix, row in holidays.iterrows():
for row in holidays.itertuples():
dt = row.ds.date()
try:
lw = int(row.get('lower_window', 0))
uw = int(row.get('upper_window', 0))
lw = int(getattr(row, 'lower_window', 0))
uw = int(getattr(row, 'upper_window', 0))
except ValueError:
lw = 0
uw = 0
ps = float(row.get('prior_scale', self.holidays_prior_scale))
ps = float(getattr(row, 'prior_scale', self.holidays_prior_scale))
if np.isnan(ps):
ps = float(self.holidays_prior_scale)
if row.holiday in prior_scales and prior_scales[row.holiday] != ps:

2
python/scripts/generate_holidays_file.py
View file

@ -61,7 +61,7 @@ def generate_holidays_file():
all_holidays.append(df)
generated_holidays = pd.concat(all_holidays, axis=0, ignore_index=True)
generated_holidays['year'] = generated_holidays.ds.apply(lambda x: x.year)
generated_holidays['year'] = generated_holidays.ds.dt.year
generated_holidays.sort_values(['country', 'ds', 'holiday'], inplace=True)
# Convert to ASCII, and drop holidays that fail to convert