CI: benchmark build is taking a long time

[jreback]

xref https://github.com/pandas-dev/pandas/runs/4204157179?check_suite_focus=true

have seen this on multiple PRs. Maybe something recently added causes this to timeout.

[jreback]

cc @pandas-dev/pandas-core

[alimcmaster1]

Could be related to #44359

[jorisvandenbossche]

I think this is mostly caused by the continuous expansion of our suite, with some additions recently that had a big impact on total runtime.
While it's of course good to to keep increasing the coverage of our benchmark suite, we should also be careful about keeping the total runtime manageable by keeping parametrizations limited where they are not adding much value / by ensuring the individual time functions don't take too much time.

I ran the benchmarks locally with the --quick options (so without repetitions, as we do on our CI) and did a quick analysis of the results (ASV saves those in a json file, which I am trying to upload as artifact on our CI in #44464).

The code for this and some results can be seen at https://nbviewer.org/gist/jorisvandenbossche/0af1c0a20ef187197ecdcfdb3545306a

Based on those results, some of the very slow ones that contribute a lot to the total runtime of the benchmarks:

• groupby.GroupByMethods.time_dtype_as_group/time_as_field with 'describe'-'direct'-10 parametrization -> the ncols (10 here) parameter was added recently in PERF: GroupBy.any/all operate blockwise instead of column-wise #42841, and is clearly too big for describe (cc @jbrockmendel)
• groupby.String.time_str_func benchmarks are generally very slow (5-12 seconds for some of the parameter combinations) -> those were added recently in PERF: groupby with string dtype #43634 (cc @debnathshoham)
• rolling.NumbaEngine.time_expanding_apply benchmarks are generally quite fast individually, but because of the large parametrization matrix contributes a lot to the total time -> added two weeks ago in BENCH: Add more numba rolling benchmarks #44283 (cc @mroeschke)

(the first two items are by far adding the most time of the whole suite)

[jreback]

going to close this based on #44475, but will open a new issue about separating the benchmarks to another build.

[jbrockmendel]

i expect joris's diagnosis is correct and trimming the groupby parameterizations will go a long way towards fixing this.

for e.g. ncols param that often has cases with [1, 2, 5, 10], might find a way to only do the ncols=1, ncols=2 cases on the CI?

[jorisvandenbossche]

The rolling benchmarks were not the biggest "offender", so let's keep this open for at least the other two I listed.

for e.g. ncols param that often has cases with [1, 2, 5, 10], might find a way to only do the ncols=1, ncols=2 cases on the CI?

Or just skip ncols > 2 always for at least describe? (might need to check if there are other ones that are much slower)
Or does the 5 instead of 2 columns add a lot of additional information? (with 2 we already have a case of "not a single column")) This should certainly be sufficient to catch regressions in the describe algo in general I think?

[jbrockmendel]

seems reasonable