Speed up predict_df (#437)

*Issue #, if available:*

*Description of changes:*
- Remove for-loop with numpy operations + single pd.DataFrame
construction


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Author: shchur

src/chronos/base.py

@@ -218,22 +218,26 @@ def predict_df(
         quantiles_np = quantiles.numpy()  # [n_series, horizon, num_quantiles]
         mean_np = mean.numpy()  # [n_series, horizon]
 
-        results_dfs = []
-        for i, (series_id, future_ts) in enumerate(prediction_timestamps.items()):
-            q_pred = quantiles_np[i]  # (horizon, num_quantiles)
-            point_pred = mean_np[i]  # (horizon)
-
-            series_forecast_data = {id_column: series_id, timestamp_column: future_ts, "target_name": target}
-            series_forecast_data["predictions"] = point_pred
-            for q_idx, q_level in enumerate(quantile_levels):
-                series_forecast_data[str(q_level)] = q_pred[:, q_idx]
-
-            results_dfs.append(pd.DataFrame(series_forecast_data))
-
-        predictions_df = pd.concat(results_dfs, ignore_index=True)
-        predictions_df.set_index(id_column, inplace=True)
-        predictions_df = predictions_df.loc[original_order]
-        predictions_df.reset_index(inplace=True)
+        series_ids = list(prediction_timestamps.keys())
+        future_ts = list(prediction_timestamps.values())
+
+        data = {
+            id_column: np.repeat(series_ids, prediction_length),
+            timestamp_column: np.concatenate(future_ts),
+            "target_name": target,
+            "predictions": mean_np.ravel(),
+        }
+
+        quantiles_flat = quantiles_np.reshape(-1, len(quantile_levels))
+        for q_idx, q_level in enumerate(quantile_levels):
+            data[str(q_level)] = quantiles_flat[:, q_idx]
+
+        predictions_df = pd.DataFrame(data)
+        # If validate_inputs=False, the df is used as-is without sorting by item_id, no reordering required
+        if validate_inputs:
+            predictions_df.set_index(id_column, inplace=True)
+            predictions_df = predictions_df.loc[original_order]
+            predictions_df.reset_index(inplace=True)
 
         return predictions_df
 

src/chronos/chronos2/pipeline.py

@@ -9,7 +9,7 @@
 import warnings
 from copy import deepcopy
 from pathlib import Path
-from typing import TYPE_CHECKING, Any, Literal, Mapping, Sequence, Callable
+from typing import TYPE_CHECKING, Callable, Literal, Mapping, Sequence
 
 import numpy as np
 import torch
@@ -914,27 +914,29 @@ def predict_df(
         quantiles_np = torch.stack(quantiles).numpy()  # [n_tasks, n_variates, horizon, num_quantiles]
         mean_np = torch.stack(mean).numpy()  # [n_tasks, n_variates, horizon]
 
-        results_dfs = []
-        for i, (series_id, future_ts) in enumerate(prediction_timestamps.items()):
-            q_pred = quantiles_np[i]  # (n_variates, prediction_length, len(quantile_levels))
-            point_pred = mean_np[i]  # (n_variates, prediction_length)
-
-            for target_idx, target_col in enumerate(target):
-                series_forecast_data: dict[str | tuple[str, str], Any] = {
-                    id_column: series_id,
-                    timestamp_column: future_ts,
-                    "target_name": target_col,
-                }
-                series_forecast_data["predictions"] = point_pred[target_idx]
-                for q_idx, q_level in enumerate(quantile_levels):
-                    series_forecast_data[str(q_level)] = q_pred[target_idx, :, q_idx]
-
-                results_dfs.append(pd.DataFrame(series_forecast_data))
-
-        predictions_df = pd.concat(results_dfs, ignore_index=True)
-        predictions_df.set_index(id_column, inplace=True)
-        predictions_df = predictions_df.loc[original_order]
-        predictions_df.reset_index(inplace=True)
+        n_tasks = len(prediction_timestamps)
+        n_variates = len(target)
+
+        series_ids = list(prediction_timestamps.keys())
+        future_ts = list(prediction_timestamps.values())
+
+        data = {
+            id_column: np.repeat(series_ids, n_variates * prediction_length),
+            timestamp_column: np.concatenate([np.tile(ts, n_variates) for ts in future_ts]),
+            "target_name": np.tile(np.repeat(target, prediction_length), n_tasks),
+            "predictions": mean_np.ravel(),
+        }
+
+        quantiles_flat = quantiles_np.reshape(-1, len(quantile_levels))
+        for q_idx, q_level in enumerate(quantile_levels):
+            data[str(q_level)] = quantiles_flat[:, q_idx]
+
+        predictions_df = pd.DataFrame(data)
+        # If validate_inputs=False, the df is used as-is without sorting by item_id, no reordering required
+        if validate_inputs:
+            predictions_df.set_index(id_column, inplace=True)
+            predictions_df = predictions_df.loc[original_order]
+            predictions_df.reset_index(inplace=True)
 
         return predictions_df