Fast operations on scikit-learn decision trees with numba

The title is a bit wordy. But that's what this post is about.

To start with, you might be wondering why someone would want to operate on a decision tree from inside numba in the first place. After all, the scikit-learn implementation of trees uses Cython, which should be providing …

A faster way to generate lagged values

At Novi Labs, we spend a lot of time working with timeseries data. Generically speaking, these data are formatted something like this:

id  time  value
a     0      1
a     1      2
a     2      3
b     0      4
b     1      5
c     0      6

where we have individual sensors represented by …