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Speed up parameter inference

Open lucasmaystre opened this issue 5 years ago • 1 comments

Currently the various parameter inference algorithms are implemented in pure python (with some vectorized operations via numpy).

Since most of these algorithms are iterative, the implementation is still relatively slow and inefficient. From experience, numba could potentially speed up the code by several orders of magnitude.

I hence intend to speed up some of the inference algorithms with numba, starting with the opt_* functions.

lucasmaystre avatar May 27 '20 09:05 lucasmaystre

You might consider checking out cython

http://stephanhoyer.com/2015/04/09/numba-vs-cython-how-to-choose/

sethtroisi avatar May 27 '20 09:05 sethtroisi