JuliaGaussianProcesses / JuliaGaussianProcesses/LinearMixingModels.jl

Speed up `logpdf` and `posterior` for the ILMM

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Dominant language
Julia
Stars
5
Forks
0
PR merge metrics
No merged PRs in 30d

Description

These are still taking longer than they should.

Changing how we typecast sped these up by an order of magnitude but they should be faster than they currently are (as benchmarked in the examples notebook, which will be linked when it is merged).

Some investigation in to reshaping, typecasting, etc... should be done.

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First steps

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  3. Fork the repository and make your change on a branch.
  4. Open a pull request that references the issue number.

Research direction

Start with the ILMM logpdf and posterior entry points and review the typecasting changes in PR #29. Run the examples notebook benchmarks once it is available, then investigate reshaping and typecasting costs. Done means both operations are measurably faster in those benchmarks.

Written by the indexing model from the issue text.

Assessment

Tech stack
julia
Domain
machine-learning, performance
Issue type
Refactor
Difficulty
4/5
Estimated time
3-5 days
Activity status
Stale
Clarity
Needs clarification
Newbie friendliness
35/100

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