A general reminder that speed-ups are possible for many methods #344
Labels
Comments
kahaaga
added a commit
that referenced
this issue
Oct 4, 2023
…ing dedicated TE estimators (#350) * Fix issue #348 * More effective estimation for `Lindner` when doing e.g. surrogate tests partially addresses #344 * Typos * Add tests * Up patch version * Correctly scale * Make sure we have enough samples for tests * Better test organization * It is the estimator that controls what happens, not the measure * Add note to `LocalPermutationTest` docstring about transfer entropy * Error should occur only for `TransferEntropyEstimator`s * More tests * Improve test comments. * Fix #349 And also mention conditioning in `Zhu1` docs
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
As mentioned in #341, independence testing can be very slow. The slow runtime is mostly due to intrinsic properties of the methods. However For example, in #341 it is mentioned that
The reason this is so slow is because
LocalPermutationTestuses repeated nearest neighbor searches. In general, there is a huge potential for speed-ups both here and in ComplexityMeasures.jl for the kNN-based methods. Potential avenues for improvements are approximate kNN searches, and implementing in-place neighbor searches, so that we can re-use memory when re-searching for neighbors for surrogate realizations.The text was updated successfully, but these errors were encountered: