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Improve performance of pairwise distances computation #40

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vnmabus opened this issue Dec 9, 2022 · 0 comments
Open

Improve performance of pairwise distances computation #40

vnmabus opened this issue Dec 9, 2022 · 0 comments
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enhancement help wanted

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@vnmabus
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vnmabus commented Dec 9, 2022

The computation of pairwise distances is the main bottleneck of the naive algorithm for distance covariance. Currently we use scipy's cdist for Numpy arrays, and a broadcasting computation in other case.

Any performance improvement to this function is thus well received.
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