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Vectorize theoretical.cdf_from_ppf with scipy.optimize.elementwise.bracket_root on scipy>=1.15 #362

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jorenham opened this issue Dec 4, 2024 · 0 comments
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enhancement New feature or request performance Runtime performance and benchmarking

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@jorenham
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jorenham commented Dec 4, 2024

It's guaranteeed to find a bracket if the function is monotonic, which is (or should be) the case for quantile functions (i.e. the ppf argument of cdf_from_ppf).

According to the (upcoming) release notes:

Compared to existing functions (e.g.scipy.optimize.root_scalar and scipy.optimize.minimize_scalar), these functions can offer speedups of over 100x when used with NumPy arrays, and even greater gains are possible with other Array API Standard compatible array libraries (e.g. CuPy).

docs

SciPy 1.15.0 "final" is expected to be released on 2025-01-06.

@jorenham jorenham added enhancement New feature or request performance Runtime performance and benchmarking labels Dec 4, 2024
@jorenham jorenham changed the title Vectorize theoretical.cdf_from_ppf with scipy.optimize.elementwise.bracket_root on scipy>=1.15.0rc1 Vectorize theoretical.cdf_from_ppf with scipy.optimize.elementwise.bracket_root on scipy>=1.15 Dec 4, 2024
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