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fix: Approx. entropy in eager mode #61

Merged
merged 16 commits into from
Oct 2, 2023
Merged

fix: Approx. entropy in eager mode #61

merged 16 commits into from
Oct 2, 2023

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abstractqqq
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@abstractqqq abstractqqq commented Oct 1, 2023

  1. Fixed approximate_entropy. It works in eager mode now and is a lot faster than tsfresh
  2. Reverted .count() back to .len(), because Series do not have .count(). I guess the 1-level of indirection is negligible.
  3. Improved perf for absolute_maximum by 30-50%, and potentially lowered the memory usage by a lot. The is done by noticing that the max of abs(x) is either abs(x.max()) or abs(x.min()). So we do not need to create an intermediate series x.abs(), which saves a lot of memory. The speed up also comes from the fact that we can use pl.max_horizontal to parallelize the computation for abs(x.max()) and abs(x.min()).
  4. Fixed some test cases, but not all. Longest_strike's test cases are still failing.
  5. Added Heiner's change on mean_second_derivative_central which makes it work for both Expr and Series.
  6. Improved perf for cid_ce and root_mean_square by using .dot. The reason is again due to the small memory footprint of .dot.
  7. Improved last/first_loc_of_min/max by noticing a quirk. The speed up is due to a performance regression on arg_max, and therefore the alternative method is now faster. I will keep this in mind and revert it once the issue with arg_max is solved.
  8. Slightly improved perf for autoregressive_coefficients by generating the data matrix faster using Polars instead of NumPy vstack.

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@topher-lo topher-lo added the bug Something isn't working label Oct 2, 2023
@topher-lo topher-lo changed the title Fix/apen fix: Approx. entropy in eager mode Oct 2, 2023
@MathieuCayssol MathieuCayssol deleted the fix/apen branch October 2, 2023 19:08
topher-lo pushed a commit that referenced this pull request Dec 19, 2023
Co-authored-by: Mathieu Cayssol <mathieu.cayssol@gmail.com>
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3 participants