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[query] Weighted linear regression rows #10632

Merged
merged 29 commits into from
Jul 8, 2021
Merged

[query] Weighted linear regression rows #10632

merged 29 commits into from
Jul 8, 2021

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johnc1231
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@tpoterba
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tpoterba commented Jul 1, 2021

sweet!

patrick-schultz
patrick-schultz previously requested changes Jul 1, 2021
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This looks good to me, though I didn't think very hard about the quality of the IR being generated. I do wonder if it might be worth trying to avoid the multiplications by 1 in the unweighted case, but that could be a future optimization.

hail/src/main/scala/is/hail/expr/ir/ndarrays/EmitNDArray.scala Outdated
// )((accum, v) => accum.concat(v.toS).concat(" "))
// .concat("] vs [ ")
// )((accum, v) => accum.concat(v.toS).concat(" "))
// .concat(s"] and operation ${Pretty(body)}"))
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debug

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I can remove multiplications by 1 in a subsequent PR. I think not hard and probably not much of a difference. At the moment, the only person using this method will be using it to enable weighted linreg anyway, so not super worried.

patrick-schultz
patrick-schultz previously approved these changes Jul 1, 2021
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@johnc1231 johnc1231 added the WIP label Jul 1, 2021
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Something is wrong with the annotate_globals. It's taking way too long when used on something modestly large. I think it's redoing work somewhere.

@tpoterba tpoterba assigned tpoterba and unassigned patrick-schultz Jul 7, 2021
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tpoterba commented Jul 7, 2021 •
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Reassigning to me since Patrick is OOO this week

@johnc1231 johnc1231 removed the WIP label Jul 7, 2021
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johnc1231 commented Jul 7, 2021 •
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Great, thanks. Should be ready to be reviewed now, the performance is now where I want it to be. (18x faster than aggregators for Caitlin's use case)

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Looks good! One question.

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Also made it so that y and cov don't get scaled when weights is None, and then sqrt_weights can just be missing.

@danking danking merged commit 06b81b7 into hail-is:main Jul 8, 2021
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