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I have noticed that for larger numbers of samples,
PriorDict.rescale
becomes quite slow due to theflatten
operation, which iterates over all entries with a (slow) native python for loop.The following PR provides a relatively simple fix that should be able to handle anything
rescale
methods can reasonably throw at it. In my testing, for only one sample, the new version is roughly equivalent to the old version (if anything slightly faster already). For larger counts, the new method is significantly faster.On a related note, would it not make sense to let the return value have the appropriate shape for
rescale
s of more than one sample?