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Performance Issues with layer_likelihood (sparse matrix representation) #8

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IngoScholtes opened this issue Sep 14, 2018 · 0 comments
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enhancement New feature or request performance ⚡

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@IngoScholtes
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From pathpy created by verginer : sg-dev/pathpy#50

The layer_likelihood function in tests has a bottleneck the indexing of the transition matrix
https://github.com/sg-dev/pathpy/blob/595fc2d497b7446112ad34c562582d57079f6656/pathpy/classes/multi_order_model.py#L473-L480

Some stats changing the type of sparse matrix used:

dense lil csr csc
layer_likelihood 2.8 3.5 10 27
estimate_order 16.8 17.6 24 42
with instantiation 29.1 30 41 51
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Labels
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