p-gw / FactorRotations.jl

Rotation methods for factor analysis and principal component analysis in Julia
https://p-gw.github.io/FactorRotations.jl/
MIT License
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parallelize rotation with random starts #70

Closed p-gw closed 3 months ago

github-actions[bot] commented 3 months ago

Benchmark Results

main 8e81376e49a65b... main/8e81376e49a65b...
criterion_and_gradient!/FactorRotations.Biquartimin{FactorRotations.Oblique}() 0.414 ± 0.022 μs 0.578 ± 0.29 μs 0.716
criterion_and_gradient!/FactorRotations.CrawfordFerguson{FactorRotations.Oblique, Float64}(0.5) 0.391 ± 0.025 μs 0.391 ± 0.0079 μs 1
criterion_and_gradient!/FactorRotations.Geomin{Float64}(0.01) 0.594 ± 0.025 μs 0.596 ± 0.033 μs 0.997
criterion_and_gradient!/FactorRotations.Infomax{FactorRotations.Oblique}() 1.38 ± 0.034 μs 1.38 ± 0.043 μs 1
criterion_and_gradient!/FactorRotations.MinimumEntropy() 0.297 ± 0.0071 μs 0.299 ± 0.007 μs 0.996
criterion_and_gradient!/FactorRotations.MinimumEntropyRatio() 13.5 μs 15.4 μs 0.877
criterion_and_gradient!/FactorRotations.Oblimax{FactorRotations.Oblique}() 0.313 ± 0.001 μs 0.314 ± 0.001 μs 0.997
criterion_and_gradient!/FactorRotations.Oblimin{FactorRotations.Oblique, Float64}(0.5) 0.394 ± 0.0091 μs 0.391 ± 0.008 μs 1.01
criterion_and_gradient!/FactorRotations.Oblimin{FactorRotations.Orthogonal, Float64}(0.5) 0.394 ± 0.009 μs 0.392 ± 0.011 μs 1.01
criterion_and_gradient!/FactorRotations.Quartimax() 0.218 ± 0 μs 0.218 ± 0.0009 μs 1
criterion_and_gradient!/FactorRotations.Simplimax(5) 0.943 ± 0.16 μs 0.623 ± 0.023 μs 1.51
criterion_and_gradient!/FactorRotations.TandemCriterionI() 3.17 ± 0.19 μs 1.61 ± 0.045 μs 1.96
criterion_and_gradient!/FactorRotations.TandemCriterionII() 1.64 ± 1.6 μs 3.32 ± 0.22 μs 0.494
criterion_and_gradient!/FactorRotations.Varimax() 0.152 ± 0.001 μs 0.152 ± 0.001 μs 1
time_to_load 0.599 ± 0.0021 s 0.965 ± 0.0068 s 0.62