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danielkorzekwa / bayes-scala

Bayesian Networks in Scala
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Update breeze and add breeze-natives for faster execution. #21

Closed nightscape closed 9 years ago

nightscape commented 9 years ago

Using breeze-native should improve overall performance as it has packaged LAPACK and BLAS versions that are used for matrix multiplications.

danielkorzekwa commented 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.