-
Notifications
You must be signed in to change notification settings - Fork 792
Optimizing NormalInferenceResults confidence interval method speed #879
New issue
Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.
By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.
Already on GitHub? Sign in to your account
Conversation
kbattocchi
left a comment
There was a problem hiding this comment.
Choose a reason for hiding this comment
The reason will be displayed to describe this comment to others. Learn more.
Thanks for the contribution! If _safe_norm_ppf already correctly handles arrays as inputs, could you also change the other places that we're doing this unnecessary zipping as part of this PR? Specifically, PopulationSummaryResults.conf_int_mean in _inference.py, and _StatsModelsWrapper.coef__interval, _StatsModelsWrapper.intercept__interval, and _StatsModelsWrapper.predict_interval in linear_model.py.
Signed-off-by: gdaiha <[email protected]> Signed-off-by: Gabriel Daiha <[email protected]>
Signed-off-by: gdaiha <[email protected]> Signed-off-by: Gabriel Daiha <[email protected]>
Signed-off-by: gdaiha <[email protected]> Signed-off-by: Gabriel Daiha <[email protected]>
Signed-off-by: gdaiha <[email protected]> Signed-off-by: Gabriel Daiha <[email protected]>
Signed-off-by: gdaiha <[email protected]> Signed-off-by: Gabriel Daiha <[email protected]>
Signed-off-by: gdaiha <[email protected]> Signed-off-by: Gabriel Daiha <[email protected]>
Signed-off-by: gdaiha <[email protected]> Signed-off-by: Gabriel Daiha <[email protected]>
Signed-off-by: Gabriel Daiha <[email protected]>
|
Some tests are having unstable results. |
|
@gdaiha Recent changes to the GitHub |
We've run into some unanticipated making these fixes to the build system - I'll take care of merging them into this branch once they're ready. Thanks again for your contribution! |
…y-why#879) * Fixed normal inference results confidence interval unnecessary loop Signed-off-by: gdaiha <[email protected]> Signed-off-by: Gabriel Daiha <[email protected]> Signed-off-by: Gabriel Daiha <[email protected]>
…y-why#879) * Fixed normal inference results confidence interval unnecessary loop Signed-off-by: gdaiha <[email protected]> Signed-off-by: Gabriel Daiha <[email protected]> Signed-off-by: Gabriel Daiha <[email protected]>
Fixing issue #878, making an optimization to NormalInferenceResults.conf_int method speed, replacing a unnecessary loop by the main usage of scipy.stats.norm.ppf function. This allows big inputs to be calculated at least 50x faster (conservative estimation).