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transferwise / hisel

Feature selection tool based on Hilbert-Schmidt Independence Criterion
Apache License 2.0
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Profiling scripts - Assess function performance #39

Closed claudio-tw closed 1 year ago

claudio-tw commented 1 year ago

Context

This PR contains some scripts that can be used to profile the functions of the package. Moreover, there are scripts that try to compare the speed of hisel with the speed of pyHSICLasso.

The most meaningful comparison is the one between the computations of Gram matrices, in the script profiling/gram_comparison.py. Running it on my laptop gave:

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# hisel_time: 17.697329
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# pyhsiclasso_time: 36.207262
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