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[FEAT] ARIMA analytical gradient#1098

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elephaint wants to merge 5 commits intomainfrom
feat/improve_arima
Draft

[FEAT] ARIMA analytical gradient#1098
elephaint wants to merge 5 commits intomainfrom
feat/improve_arima

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@elephaint elephaint commented Feb 18, 2026

Adds analytical gradient for ARIMA (rather then relying on internal minimize estimates from scipy's BFGS).

Edit: speedup too limited

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codspeed-hq Bot commented Feb 18, 2026

Merging this PR will improve performance by 56.56%

⚡ 2 improved benchmarks
✅ 36 untouched benchmarks

Performance Changes

Benchmark BASE HEAD Efficiency
test_efficiency[AutoTBATS] 8.6 s 7.2 s +19.32%
test_efficiency[AutoRegressive] 154.7 ms 98.8 ms +56.56%

Comparing feat/improve_arima (11b3bde) with main (f868f2a)

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@elephaint elephaint marked this pull request as draft February 18, 2026 22:25
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