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Nthread in prophet_xgboost and select_best Computation Speed #258
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I found some code that needs to be fixed
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Hi Matt,
I’ve been using your fantastic tools for time-series forecasting and encountered a couple of issues that might need clarification or improvement:
1.When setting set_engine("prophet_xgboost", nthread = 12), it seems that the specified number of threads (12) isn’t being utilized effectively during computation. Could you confirm if nthread in the XGBoost backend is fully activated in this setup?
2.Alternatively, using parallel_start(12, .method = "parallel") allows parallelism for most of the computation steps. However, during the final step where I run
only a single core is used, leading to significant delays for large datasets.
Could you provide guidance on:
1.Ensuring that nthread is fully activated for XGBoost within the prophet_xgboost engine?
2.or, Improving parallelization for the select_best step to speed up computation?
Below is a minimal reproducible example showcasing the issue:
Thank you for your time and incredible contributions to the R and time-series forecasting communities. Your tools have been a game-changer in streamlining complex workflows and making advanced modeling accessible. I deeply appreciate your hard work and dedication in maintaining and improving these packages.
Best regards,
Yi Zhou
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