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aangelopoulos / ppi_py

A package for statistically rigorous scientific discovery using machine learning. Implements prediction-powered inference.
MIT License
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The optimal lambda computation can be optimized #8

Closed PierreBoyeau closed 6 months ago

PierreBoyeau commented 7 months ago

The computation of lhat is slow due to a for loop to compute the numerator of the optimal lambda. Replacing this for loop with a matrix product drastically improves performance.

aangelopoulos commented 6 months ago

Sounds like this was merged in #7 :)