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fix: Approx. entropy in eager mode #61
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abstractqqq
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Oct 1, 2023
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- Fixed approximate_entropy. It works in eager mode now and is a lot faster than tsfresh
- Reverted .count() back to .len(), because Series do not have .count(). I guess the 1-level of indirection is negligible.
- 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()).
- Fixed some test cases, but not all. Longest_strike's test cases are still failing.
- Added Heiner's change on mean_second_derivative_central which makes it work for both Expr and Series.
- Improved perf for cid_ce and root_mean_square by using .dot. The reason is again due to the small memory footprint of .dot.
- 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.
- Slightly improved perf for autoregressive_coefficients by generating the data matrix faster using Polars instead of NumPy vstack.
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topher-lo
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Dec 19, 2023
Co-authored-by: Mathieu Cayssol <mathieu.cayssol@gmail.com>
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