Permalink
Browse files

More on LARS performance: triangular solving and cholesky deletes.

seems to be working ...
  • Loading branch information...
1 parent c463cea commit a79553e56f014819f407d71e73893fc991082aeb @fabianp fabianp committed Sep 14, 2010
@@ -221,12 +221,14 @@ def lars_path(X, y, Gram=None, max_iter=None, alpha_min=0,
beta[n_iter, active] = beta[n_iter - 1, active] + gamma_ * b
if drop:
+ arrayfuncs.cholesky_delete (L[:n_pred, :n_pred], idx)
n_pred -= 1
drop_idx = active.pop (idx)
unactive.append(drop_idx)
active_mask[drop_idx] = False
- Xa = Xt[active] # duplicate
- L[:n_pred, :n_pred] = linalg.cholesky(np.dot(Xa, Xa.T), lower=True)
+ # pdb.set_trace()
+ # Xa = Xt[active] # duplicate
+ # L[:n_pred, :n_pred] = linalg.cholesky(np.dot(Xa, Xa.T), lower=True)
sign_active = np.delete (sign_active, idx) # do an append to maintain size
sign_active = np.append (sign_active, 0.)
# should be done using cholesky deletes
Oops, something went wrong.

0 comments on commit a79553e

Please sign in to comment.