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[FEAT] Faster aggregate function + Gaussian Log Score #150

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merged 3 commits into from
Jan 4, 2023
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@kdgutier kdgutier commented Jan 3, 2023

  • Added multivariate Gaussian log score to evaluation utils.
  • Added efficient util's aggregate function with 10x speed improvements over aggregate_before
  • Added new unit tests for aggregate function in utils.ipnb

@kdgutier kdgutier requested a review from cchallu January 3, 2023 16:06
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@kdgutier kdgutier linked an issue Jan 4, 2023 that may be closed by this pull request
@kdgutier kdgutier changed the title [FEAT] Gaussian Log Score [FEAT] Faster aggregate function + Gaussian Log Score Jan 4, 2023
@cchallu cchallu merged commit e3347b5 into main Jan 4, 2023
@cchallu cchallu deleted the log_score branch January 4, 2023 19:09
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aggregate function performance improvement for large number of series
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