Polars backend for Augment fourier #205
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added 5 commits
October 26, 2023 21:22
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I think I found a way to speedup the calc_fourier. I removed the three for loops and I compute 2 * np.pi * term * x only once with a numpy matrix multiplication. With 2 orders and 2 periods, it reduces the computation time from 2.3 ms to 1.38 ms according to my experiments. I will package it and push it later today :) |
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Excellent! |
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Hey, I wanted to get the preliminary merge complete. I noticed there were a few merge conflicts since @JustinKurland did some work on reducing memory usage. |
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Great, sorry I did not have much time I will do my best to deliver faster |
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The release date is for Friday. So if you can get something by tomorrow we should be ok. |
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Solves one task from #77
Finally I found a workaround not to update ts_summary with polars for now, as it was not that trivial to do. I will try to do it next. But I wanted to separate both tasks.
Normally it should work as expected. I also added some tests.