faster featurizer

Open djsutherland opened this issue 9 years ago • 1 comments

The old Cython featurizer only took two minutes on low1 once dummies had been created; this new one takes two hours. Dunno how long dummies took, but not two hours.

What's the significant difference? Speed that up....

Jul 28 '16 07:07 djsutherland

One thing that might help is to call MKL straight instead of through numpy: gemm would save a dot-then-scale, sincos is much faster than np.sin plus np.cos (https://github.com/numpy/numpy/issues/2626#issuecomment-235785553), probably some other savings to be had in rff_embedding (or use fastfood).

Sep 05 '16 23:09 djsutherland