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perf: Improve var/cov/corr performance #19381

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merged 4 commits into from
Oct 22, 2024
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orlp
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@orlp orlp commented Oct 22, 2024

This uses a new algorithm that should be more numerically stable, and is also 2x faster on my machine than the old implementation.

It's also written in such a way that it can be easily parallelized and integrated into the streaming engine now.

@github-actions github-actions bot added performance Performance issues or improvements python Related to Python Polars rust Related to Rust Polars labels Oct 22, 2024
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codecov bot commented Oct 22, 2024

Codecov Report

Attention: Patch coverage is 91.66667% with 22 lines in your changes missing coverage. Please review.

Project coverage is 80.20%. Comparing base (27289b2) to head (ae91817).
Report is 62 commits behind head on main.

Files with missing lines Patch % Lines
crates/polars-compute/src/var_cov.rs 93.38% 16 Missing ⚠️
crates/polars-arrow/src/array/iterator.rs 0.00% 6 Missing ⚠️
Additional details and impacted files
@@            Coverage Diff             @@
##             main   #19381      +/-   ##
==========================================
+ Coverage   80.18%   80.20%   +0.01%     
==========================================
  Files        1523     1524       +1     
  Lines      209897   210203     +306     
  Branches     2434     2432       -2     
==========================================
+ Hits       168314   168597     +283     
- Misses      41028    41050      +22     
- Partials      555      556       +1     

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@ritchie46
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micro-benchmark driven parallelism. :')

@ritchie46 ritchie46 merged commit 94a58ff into pola-rs:main Oct 22, 2024
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@alexander-beedie
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alexander-beedie commented Oct 23, 2024

FYI: all things cov & corr related will be very popular here 😎👍

@c-peters c-peters added the accepted Ready for implementation label Oct 28, 2024
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4 participants