dtw
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Vectorized implementation
StackOverflow just reminded me of my old post, where I made your implementation of dtw 435 times faster. I have no use of it now (the Kaggle competition has ended years ago), but maybe others could use it.
The solution is very simple, just removing the for loops :) It would however needs some adaptation as your code have changed since.
Thanks, indeed this could really save some CPU time :) I'l try to integrate it when I have some free time!
Could you elaborate a little more on this? For instance, which part of the codes should I change?