Improve sparse X cluster aggregation performance

jolars / slopecd

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Improve sparse X cluster aggregation performance #10

Closed Klopfe closed 2 years ago

Klopfe commented 2 years ago

See if one can improve the computation of X[:, current_cluster] @ sign_w[current_cluster] performance for sparse matrices. See profiling below

Klopfe commented 2 years ago

Capture d’écran 2022-03-17 à 14 28 23

Klopfe commented 2 years ago

I think our best option might be to construct a sparse X_reduced matrix which would contain the aggregated columns of X for each cluster with corresponding signs. What do you think @mathurinm @jolars ?