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speed up & refactor fitting/scoring.py

Open PhilippKaniuth opened this issue 3 years ago • 0 comments

Speed up and possibly fuse both functions.

Suggestions:

  • if score_type=='pearson':
    • use np.corrcoef to replace at least one for-loop (in case of scoring when multioutput & evaluating alphas: first change order of for-loops to then replace the then inner for-loop over targets)
  • if score_type!='pearson':
    • use some sort of mapfunc
  • use numba/etc for remaining for-loop

PhilippKaniuth avatar Oct 15 '21 12:10 PhilippKaniuth