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PERF: Investivate potential performance improvements for rolling min/max #37022

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mroeschke opened this issue Oct 10, 2020 · 1 comment
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PERF: Investivate potential performance improvements for rolling min/max #37022

mroeschke opened this issue Oct 10, 2020 · 1 comment
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Performance Memory or execution speed performance Window rolling, ewma, expanding

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@mroeschke
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#36567 eliminated fixed rolling window algorithms and unfortunately had a ~3x performance penalty towards rolling min/max. Investigate whether there are performance gains to be had now that we are using the variable algorithms.
@mroeschke mroeschke added Bug Needs Triage Issue that has not been reviewed by a pandas team member Performance Memory or execution speed performance Window rolling, ewma, expanding and removed Bug Needs Triage Issue that has not been reviewed by a pandas team member labels Oct 10, 2020
@mroeschke
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These benchmarks were from a while ago so probably not entirely relevant anymore. Closing

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