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translate coordinate descent to cython #104
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sounds great! thanks @rvraghav93 I'm also dropping here is alex gramfort's PR for gap safe screening rules in case we add it to our coordinate descent implementation: https://github.com/scikit-learn/scikit-learn/pull/5075/files |
Just fyi, I have implemented and tested newton coordinate descent in pure python for the Meanwhile, I've been trying to accelerate by jit compiling with |
we're going to experiment with cython in the coming weekend hopefully. It's a 4 day weekend here ;) Neither me or @raghavrv have experience with |
Sounds great! My WIP PR will give you a pure python code so that you can focus on translating to cython or numba. I'll aim to get it in to you guys for Bastille day. |
Ok, PR is now updated to solve the |
Thanks @pavanramkumar ! We almost sat down with the intention of hacking cython today but ended up enjoying food in a delicious asian veg restaurant instead. I blame it on Paris! We'll try to get down to it soon ... hopefully tomorrow :) |
Hey guys! @jasmainak @raghavrv I haven't been able to carve out time for cython experiments myself, but I ran into SWIG today: http:https://www.swig.org/tutorial.html A useful alternative to cython could be:
In any case, if you guys want to take a stab at Cython let me know! |
@pavanramkumar sorry I haven't been able to look into cython yet. But maybe it's a good thing that we don't rush premature optimization. Do we already have comparable performance (in terms of accuracy) to scikit-learn and R? |
I can start working on this during the weekend. |
@pavanramkumar I fear we may have to do this before |
Was this ever knocked off? |
unfortunately not ... we haven't been actively developing. Please feel free to make a PR if you have the bandwidth! |
I just chatted with @rvraghav93 and he is willing to help us with cython code.
This might be a good starting point: https://github.com/scikit-learn/scikit-learn/blob/master/sklearn/linear_model/cd_fast.pyx
it might also be easier to benchmark with R / scikit-learn that way.
Also, he mentioned this to check scikit-learn compatibility: https://github.com/scikit-learn-contrib/scikit-learn-contrib
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