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Make gaussian_kde faster #200

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fealho opened this issue Dec 22, 2020 · 0 comments · Fixed by #201
Closed

Make gaussian_kde faster #200

fealho opened this issue Dec 22, 2020 · 0 comments · Fixed by #201
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@k15z
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internal The issue doesn't change the API or functionality
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0.4.0

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@fealho
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fealho commented Dec 22, 2020 •
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The current implementation of the GaussianKDE is very slow, particularly for sampling.

I believe the culprit is the line below, since it calls scipy's ndtr so many times:

uppers = np.vstack([ndtr((x - self._model.dataset) / stdev)[0] for x in X])
@k15z k15z mentioned this issue Dec 22, 2020
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@csala csala added this to the 0.3.4 milestone Jan 22, 2021
@csala csala added the internal The issue doesn't change the API or functionality label Jan 22, 2021
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internal The issue doesn't change the API or functionality
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Vectorize cdf, ppf sdv-dev/Copulas
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