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PERF-#6556: do window block-wise #6290

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@christinafan christinafan commented Jun 26, 2023

What do these changes do?

  • first commit message and PR title follow format outlined here

    NOTE: If you edit the PR title to match this format, you need to add another commit (even if it's empty) or amend your last commit for the CI job that checks the PR title to pick up the new PR title.

  • passes flake8 modin/ asv_bench/benchmarks scripts/doc_checker.py
  • passes black --check modin/ asv_bench/benchmarks scripts/doc_checker.py
  • signed commit with git commit -s
  • Resolves PERF: do window/rolling functions block-wise instead of column-wise #6556
  • tests added and passing
  • module layout described at docs/development/architecture.rst is up-to-date

@christinafan christinafan requested a review from a team as a code owner June 26, 2023 01:06
@christinafan christinafan changed the title Fix copy5 FIX-#6290: Efficient Window operator Jun 26, 2023
@christinafan christinafan changed the title FIX-#6290: Efficient Window operator Efficient Window operator Jun 26, 2023
@christinafan christinafan marked this pull request as draft June 26, 2023 01:11
christinafan and others added 12 commits July 12, 2023 20:10
naive implementation

working on efficiency improvements

efficiency has bugs

some fixes, errors inside window_function_partition

some fixes, issue with num virtual partitions

fixed map function error hopefully

fixed row-wise

fixed row actually?

removed debugging comments

attempting to fix col-wise

removing debugging comments

row window operations work

fixed col ops

query compiler changes

removing print statements

query compiler changes

more query compiler changes

center fix work in progress

continued center fixes

attempting to fix bugs update

fixed errors

corr changes but still broken

forgot to push corr and cov changes
@mvashishtha mvashishtha changed the title Efficient Window operator PERF: do window block-wise Jul 13, 2023
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@christinafan I'm leaving some minor comments.

Before pushing again, you should test with:

pytest modin/pandas/test/test_rolling.py -n 8 --execution=PandasOnRay
pytest modin/pandas/test/test_rolling.py -n 8 --execution=BaseOnPython

modin/pandas/window.py Show resolved Hide resolved
modin/core/storage_formats/pandas/query_compiler.py Outdated Show resolved Hide resolved
modin/core/storage_formats/pandas/query_compiler.py Outdated Show resolved Hide resolved
modin/core/dataframe/pandas/dataframe/dataframe.py Outdated Show resolved Hide resolved
@mvashishtha mvashishtha changed the title PERF: do window block-wise PERF-#6556: do window block-wise Sep 13, 2023
Signed-off-by: Mahesh Vashishtha <[email protected]>
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PERF: do window/rolling functions block-wise instead of column-wise
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