The current fit function is non-jitted.
Since fit is responsible for preparing the training data and initializing some params it can only be partially jitted.
I propose we break it down to 2 parts:
An un-jitable part which prepares the data.
A jitted part for running the optimization calculation.
If possible this part should be made easily parallelizable so it would be easy to use in the BDE implementation.
I propose the fit method should look something like this:
The current
fit
function is non-jitted. Sincefit
is responsible for preparing the training data and initializing some params it can only be partially jitted. I propose we break it down to 2 parts:I propose the
fit
method should look something like this: