statsforecast
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Very slow first run
Given it is known that first run takes alot of time: why there is no option to do something like https://stackoverflow.com/questions/21370102/can-i-compile-numba-in-the-setup-phase-of-a-unit-test ? or anything better?
Hi @alan00775! Thanks for your suggestion. We are exploring options to reduce the time associated with compilation. For the ets
model, you can set the environment variables NOGIL='True'
and CACHE='True'
. Using them, you only have to pay the compilation time once (you can "initialize" the model using a small dataset). We will include these variables in the other models as well.