Faster GLM preprocessing by fusing kernels #4549
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achirkin
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## branch-22.04 #4549 +/- ##
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cjnolet
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Feb 10, 2022
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vimarsh6739
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Oct 9, 2023
Fuse fit_intercept and normalize kernels when both are enabled. This change reduces the preprocess/postprocess runtime almost by half when the data is normalized (which is false by default though). Furthermore, it changes the behavior of the "normalize" switch from dividing by the column-wise L2 norm to dividing by the column-wise standard deviation. Authors: - Artem M. Chirkin (https://github.com/achirkin) Approvers: - Corey J. Nolet (https://github.com/cjnolet) URL: rapidsai#4549
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Fuse fit_intercept and normalize kernels when both are enabled. This change reduces the preprocess/postprocess runtime almost by half when the data is normalized (which is false by default though).
Furthermore, it changes the behavior of the "normalize" switch from dividing by the column-wise L2 norm to dividing by the column-wise standard deviation.