Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Jump to bottom

Batched online algorithm for computing PearsonCorrcoef #290

Closed
ramonemiliani93 opened this issue Jun 10, 2021 · 3 comments
Closed

Batched online algorithm for computing PearsonCorrcoef #290

ramonemiliani93 opened this issue Jun 10, 2021 · 3 comments
Labels
enhancement New feature or request help wanted Extra attention is needed

Comments

@ramonemiliani93
Copy link
Contributor

🚀 Feature

Motivation

At the moment PearsonCorrcoef stores values by appending to a list until the compute method is called. This implementation as noted in the warning can lead to a large memory footprint.

Pitch

I suggest implementing a solution very similar to what dmuir has here. Instead of a single sample we could use a batch (similar to here).
@ramonemiliani93 ramonemiliani93 added enhancement New feature or request help wanted Extra attention is needed labels Jun 10, 2021
@SkafteNicki
Copy link
Member

@ramonemiliani93 sound like a great enhancement, would you like to send a PR?

@ramonemiliani93
Copy link
Contributor Author

@SkafteNicki Sure! I'll start working on it.

@SkafteNicki
Copy link
Member

Fixed by #380.

Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Assignees
No one assigned
Labels
enhancement New feature or request help wanted Extra attention is needed
Projects
None yet
Milestone
No milestone
Development

No branches or pull requests
2 participants
@ramonemiliani93 @SkafteNicki