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p-gw / FactorRotations.jl

Rotation methods for factor analysis and principal component analysis in Julia
https://p-gw.github.io/FactorRotations.jl/
MIT License
7 stars 2 forks source link

Inline calculations #58

Closed alyst closed 6 months ago

alyst commented 6 months ago

Switches to in-line criterion_and_gradient!(), as well as in-line gradient_f!() and in-line project_X!().

I have tried to reduce temporary array allocations by using methods like 5-arg mul!() or axpy!() and made some tweaks in specific rotation methods. But more in-depth code analysis + profiling would be required to tune the performance (in future PRs).

Note that I have changed the reference Quartimax loadings (pub matrix) in the test: after the crieterion_and_gradient!() changes it started to fail, and increasing atol did not help. So I have checked what is the output of the GPArotation package (from the same authors as the original 2005 publication), and it was also different from pub. The Quartimax criterion based on the original pub loadings is smaller (by ~1e-6), but I suspect that is the result of the rounding error, and the corresponding rotation matrix would have been non-orthogonal. The criterion difference between GPArotation and Quartimax was ~1e-16.

Fixes #57

alyst commented 6 months ago

This is how profiling looks for varimax of 732x30 matrix after this PR: image

This is zoom into criterion_and_gradient!(): image

codecov[bot] commented 6 months ago

Codecov Report

All modified and coverable lines are covered by tests :white_check_mark:

Project coverage is 98.68%. Comparing base (9f687b9) to head (70e7980). Report is 2 commits behind head on main.

:exclamation: Current head 70e7980 differs from pull request most recent head 6c2c0c7. Consider uploading reports for the commit 6c2c0c7 to get more accurate results

Additional details and impacted files ```diff @@ Coverage Diff @@ ## main #58 +/- ## ========================================== - Coverage 98.69% 98.68% -0.01% ========================================== Files 23 23 Lines 459 456 -3 ========================================== - Hits 453 450 -3 Misses 6 6 ```

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alyst commented 6 months ago

@p-gw Gentle ping :)

p-gw commented 6 months ago

@p-gw Gentle ping :)

I'll most likely get to review it this week.

alyst commented 6 months ago

The overall changes look good to me, nice speed up in rotate as well. Before we can merge this we need to rebase on the current main branch.

Thank you for the review! I've rebased the PR, the CI tests pass except for nightly, which is due to Ezyme problems not related to the PR.