First 232 days, absmax scaling
match ← All flat growth benchmarksThe 256-day mixed-feature history cut to its first 232 days: the training window of one cross-validation fold.
Input
benchmark/inputs/v1/flat-mixed-components-large-prefix-232.json: 232 history rows and 7 forecast rows.
Output
Largest difference: 1.2e-7 (< 0.0001% of the input's range).
Every forecast row from both libraries.
| Date | Effect Prophet | Python Prophet | Difference |
|---|---|---|---|
| 2020-08-20 | 45.9534 | 45.9534 | 4.3e-8 |
| 2020-08-21 | 48.6567 | 48.6567 | 9.5e-9 |
| 2020-08-22 | 41.0671 | 41.0671 | 9.2e-8 |
| 2020-08-23 | 35.0009 | 35.0009 | 4.9e-8 |
| 2020-08-24 | 22.5599 | 22.5599 | 1.2e-7 |
| 2020-08-25 | 24.0527 | 24.0527 | 4.7e-8 |
| 2020-08-26 | 34.9930 | 34.9930 | 2.7e-8 |
Timing
Median of all measured repetitions.
| Step | Effect Prophet | Python Prophet | Effect Prophet is |
|---|---|---|---|
| Fit | 2.98 ms | 8.86 ms | 3.0× faster |
| Predict | 136 µs | 4.71 ms | 35× faster |
| Save model to JSON | 19 µs | 752 µs | 39× faster |
| Load model from JSON | 193 µs | 3.78 ms | 20× faster |
| Load and predict in a new process | 157 ms | 1.41 s | 9.0× faster |
Settings
The case declaration both libraries ran.
json
{
"kind": "map",
"comparison": {
"kind": "equivalent-objective",
"evidenceId": "flat-growth-mixed-scaling-v1"
},
"configuration": {
"growth": "flat",
"scaling": "absmax",
"seasonalityMode": "additive",
"holidaysMode": "additive",
"changepoints": {
"mode": "auto",
"count": 25,
"range": 0.8
},
"changepointPriorScale": 0.05,
"seasonalities": [
{
"name": "weekly-custom",
"periodDays": 7,
"fourierOrder": 2,
"priorScale": 10,
"conditionName": "active",
"mode": "multiplicative"
}
],
"events": [
{
"name": "campaign",
"date": "2020-01-22",
"lowerWindowDays": 0,
"upperWindowDays": 0,
"priorScale": 10
}
],
"regressors": [
{
"name": "promotion",
"priorScale": 10,
"standardization": "never"
}
]
},
"effectOptimizer": {
"algorithm": "lbfgs",
"maxIterations": 10000,
"fallback": "none",
"lbfgs": {
"historySize": 5,
"initAlpha": 0.001,
"tolObj": 1e-12,
"tolRelObj": 10000,
"tolGrad": 1e-8,
"tolRelGrad": 10000000,
"tolParam": 1e-8
}
},
"pythonOptimizer": {
"algorithm": "LBFGS",
"maxIterations": 10000,
"newtonFallback": false
}
}