search

cesium-ml / cesium

Machine Learning Time-Series Platform
Other
670 stars 101 forks source link

Optimize `delta_t_hist` using convolutions #223

Closed bnaul closed 7 years ago

bnaul commented 7 years ago

26,244x faster for n=41442:

Old:

%time cf.delta_t_hist(t)
Wall time: 1min 56s

New:

%time cf.delta_t_hist(t)
Wall time: 4.42 ms
stefanv commented 7 years ago

Excellent!

acrellin commented 7 years ago

:+1: pending tests