Closed nightscape closed 9 years ago
I use both ejml and breeze at the moment, so the possible performance gain depends on which inference engine is used.
Second, with bayesian networks, especially with gaussian processes, the real gain in performance improvement is obtain by getting around the O(n^3) time complexity by using some approximations.
Still, pull request has been merged.
Using breeze-native should improve overall performance as it has packaged LAPACK and BLAS versions that are used for matrix multiplications.