diku-dk
bfast() integration
Thanks for your work. Are there plans to integrate the "traditional" bfast() function as well?
You're welcome! Yes, we are currently working on the integration of the BFAST algorithm (bfast() R function). We have an early prototype of the Python backend, and it would be integrated to the bfast-experimental branch in the near future. Regarding the OpenCL backend, it is a huge amount of work that hopefully would be somewhat ready around summer.
Awesome! Ultimately, a Python version of R bfast() enhanced with OpenCL would be a massive benefit as regards performance. Do you expect the native Python version (ie. without OpenCL) to be already superior to R bfast() from a performance point of view?
Sadly, I expect the native Python version to be a bit slower, since the most computationally intensive operations in the R version are written in C++. Multiprocessing can be utilized to get some speedup though
Argh, alright.. in any event, I am eager to see both the native and OpenCL based approach being implemented (:
@fdetsch while @mortvest is right that the most intensive parts of the R version are written in C++, this is only true for the latest version of strucchange and bfast found at https://github.com/bfast2 . The default CRAN version is slower.
Even so, I would expect the Python version to be less memory intensive because R strictly uses 4 bytes numbers.
