Mahalanobis implementation?

intel / scikit-learn-intelex

Intel(R) Extension for Scikit-learn is a seamless way to speed up your Scikit-learn application

https://intel.github.io/scikit-learn-intelex/

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Mahalanobis implementation? #381

Closed apiszcz closed 3 years ago

apiszcz commented 4 years ago

Are there any plans for a daal4py Mahalanobis implementation that would operate on numpy arrays? Thank you.

PetrovKP commented 4 years ago

Hi! What is this metric interested for you? Support for algorithms such as KNN? Or just a computation?

apiszcz commented 4 years ago

Support for algorithms, this specific calculation is the majority of the time for certain filters. Thank you.

PetrovKP commented 4 years ago

Are there examples of algorithms that are interesting? Or some scripts? The main problem is that we are computed distances on the side oneDAL. And using numpy just won't work. :) If you share cases where it is needed, it will be easier for us to make a decision on extend a libraries to compute this metric.