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faster featurizer #5

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djsutherland opened this issue Jul 28, 2016 · 1 comment
Open

faster featurizer #5

djsutherland opened this issue Jul 28, 2016 · 1 comment
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enhancement

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@djsutherland
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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....
@djsutherland
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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 (numpy/numpy#2626 (comment)), probably some other savings to be had in rff_embedding (or use fastfood).

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@djsutherland