lucasmaystre / choix

Inference algorithms for models based on Luce's choice axiom
MIT License
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Speed up parameter inference #14

Open lucasmaystre opened 4 years ago

lucasmaystre commented 4 years ago

Currently the various parameter inference algorithms are implemented in pure python (with some vectorized operations via numpy).

Since most of these algorithms are iterative, the implementation is still relatively slow and inefficient. From experience, numba could potentially speed up the code by several orders of magnitude.

I hence intend to speed up some of the inference algorithms with numba, starting with the opt_* functions.

sethtroisi commented 4 years ago

You might consider checking out cython

http://stephanhoyer.com/2015/04/09/numba-vs-cython-how-to-choose/