Parallelise forecast() across series

Ref: #268
tidyverts · Sep 28, 2020 · 907db8b · 907db8b
1 parent f4c96de
commit 907db8b
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Showing 2 changed files with 28 additions and 3 deletions.
diff --git a/R/forecast.R b/R/forecast.R
@@ -123,9 +123,12 @@ forecast.mdl_df <- function(object, new_data = NULL, h = NULL,
 
 #' @export
 forecast.lst_mdl <- function(object, new_data = NULL, key_data, ...){
-  map2(object, 
-       new_data %||% rep(list(NULL), length.out = length(object)),
-       forecast, ...)
+  mapply_maybe_parallel(
+    .f = forecast,
+    object, 
+    new_data %||% rep(list(NULL), length.out = length(object)),
+    MoreArgs = dots_list(...)
+  )
 }
 
 #' @rdname forecast

diff --git a/R/utils.R b/R/utils.R
@@ -241,4 +241,26 @@ flatten_with_names <- function (x, sep = "_") {
     if(!is.null(names(x))) set_names(x, paste(nm, names(x), sep = sep)) else x
   })
   flatten(unname(map(x, flatten_with_names, sep = sep)))
+}
+
+mapply_maybe_parallel <- function (.f, ..., MoreArgs = list(), SIMPLIFY = FALSE) {
+  if(is_attached("package:future")){
+    require_package("future.apply")
+
+    future.apply::future_mapply(
+      FUN = .f,
+      ...,
+      MoreArgs = MoreArgs,
+      SIMPLIFY = SIMPLIFY,
+      future.globals = FALSE
+    )
+  }
+  else{
+    mapply(
+      FUN = .f,
+      ...,
+      MoreArgs = static_args,
+      SIMPLIFY = SIMPLIFY
+    )
+  }
 }