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[ML] Speed up trend model component prediction #73

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Merged
merged 2 commits into from
Apr 26, 2018

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tveasey
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@tveasey tveasey commented Apr 24, 2018

Whilst profiling end-of-bucket processing to evaluate #54 another hotspot was uncovered.

We have multiple trend models and use a weighted combination of these to make a prediction at some future time. Depending on the time the prediction is required and the current decay rate, a number of these will have very low weight. We can exclude these altogether from the prediction and save the time to compute corresponding prediction with minimal impact on the result.

This saves another 7% on the end-of-bucket processing for the test scenario described in #53. It has a small impact on predictions for count and metric model and so a small impact on results.

@tveasey tveasey requested a review from droberts195 April 24, 2018 16:58
@tveasey tveasey mentioned this pull request Apr 24, 2018
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@tveasey tveasey changed the title [ML] Speed up trend model component evaluation [ML] Speed up trend model component prediction Apr 24, 2018
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LGTM

Before merging this I think it would be a good idea to wait until the QA tests are working again following the X-Pack split. Then we will be able to see the effect of the change on the QA data sets.

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tveasey commented Apr 25, 2018

Agreed, I'll hold off merging for the time being.

@tveasey tveasey merged commit 53ea3d6 into master Apr 26, 2018
droberts195 added a commit that referenced this pull request Apr 27, 2018
Should have been part of #73
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When this is backported to 6.x please also backport 001291a

tveasey added a commit that referenced this pull request May 4, 2018
#73)

We have multiple trend models and use a weighted combination of these to make a prediction 
at some future time. Depending on the time the prediction is required and the current decay 
rate, a number of these will have very low weight. We can exclude these altogether from 
the prediction and save the time to compute corresponding prediction with minimal impact on 
the result.
droberts195 added a commit that referenced this pull request May 4, 2018
Should have been part of #73
@droberts195 droberts195 deleted the enhancement/speedup-trend-evaluation branch May 6, 2020 09:34
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2 participants