What's Changed
Python
- Improved runtime of
predict()
function via vectorization of future draws. Details here. Credits to @orenmatar for the original blog post and @winedarksea for the implementation.predict()
now has a new argument,vectorized
, which is true by default. You should see speedups of 3-7x for predictions, especially if the model does not use full MCMC sampling. When usinggrowth='logistic'
withmcmc_samples > 0
, predictions may be slower, and in these cases you can fall back to the original code by specifyingvectorized=False
.
- Added aarch64 wheels for Linux and parallelised wheel build workflow. Credits to @thechopkins.
cmdstanpy
minimum version is now 1.0.4- Fixed a bug where the version number hadn't updated from 1.0.
prophet.__version__
now returns the correct version.
R
- (Backend change) Make holidays data internal to the package to prevent unintentional overrides. Note that the data can still be read by end users as before, this hasn't changed. Credits to @bartekch.