improve kNearestNeighbour imputation speed

add spline reference
fslaborg · Feb 13, 2020 · 4380084 · 4380084
1 parent 2c45f0a
commit 4380084
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Showing 2 changed files with 3 additions and 3 deletions.
diff --git a/src/FSharp.Stats/Fitting/Spline.fs b/src/FSharp.Stats/Fitting/Spline.fs
@@ -23,7 +23,7 @@ module Spline =
         if l < 0. then failwith "smoothing parameter should be positive"
     /// Creates a smoothing spline through some data. Takes as spline points the x-values given by basispts
     let smoothingSpline (data: (float*float) []) (basispts : float [])=
-
+        //https://robjhyndman.com/etc5410/splines.pdf
         // Some preprocessing
         let xdata,ydata = data |> preprocess |> Array.unzip
         let ydata = vector ydata

diff --git a/src/FSharp.Stats/ML/Impute.fs b/src/FSharp.Stats/ML/Impute.fs
@@ -73,9 +73,9 @@ module Impute =
                 |> Array.sortBy fst
                 |> Array.take k    
 
-            let euclNan = DistanceMetrics.euclidean
+            let euclNanSq = DistanceMetrics.euclideanNaNSquared
             let tmpArr =
-                kNearestFrom euclNan k (data |> Array.ofSeq) arr
+                kNearestFrom euclNanSq k (data |> Array.ofSeq) arr
                 |> Array.map snd
                 |> JaggedArray.transpose
                 |> Array.map Seq.mean