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@patrikhuber patrikhuber released this 30 Apr 11:02
· 118 commits to master since this release

This update again increases the speed of the regressor training a lot (10x-20x). In most cases, the learning should not take more than a few minutes anymore. This is achieved by separating the LinAlg solver from the regressor (1ffa80e), using a PartialPivLU decomposition (c7ef596) and finally we set PartialPivLUSolver as the default (02b4a47). The main thing that matters now is only how fast the projection/feature extraction is.

Additionally, the PartialPivLUSolver can run in parallel if compiled with -fopenmp (gcc/clang) or /openmp (VS).

I posted an analysis of Eigen's different methods to solve linear system of equations on my blog.