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Vectorize diagnostic.error_sensitivity with scipy.optimize.elementwise.find_minimum on scipy>=1.15 #363

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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

The minimization objective function in lmo.diagnostic.error_sensitivity is scalar (univariate). The EIF that this uses should be vectorized, which already is the case for those obtained from lmo.theoretical.l_{moment,ratio}_influence_from_cdf.

related to #362 and #330

@jorenham jorenham added enhancement New feature or request performance Runtime performance and benchmarking labels Dec 4, 2024
@jorenham jorenham changed the title Vectorize diagnostic.error_sensitivity with scipy.optimize.elementwise.find_minimum Vectorize diagnostic.{error,shift}_sensitivity with scipy.optimize.elementwise.find_minimum Dec 4, 2024
@jorenham jorenham changed the title Vectorize diagnostic.{error,shift}_sensitivity with scipy.optimize.elementwise.find_minimum Vectorize diagnostic.{error,shift}_sensitivity with scipy.optimize.elementwise.find_minimum on scipy>=1.15 Dec 4, 2024
@jorenham jorenham changed the title Vectorize diagnostic.{error,shift}_sensitivity with scipy.optimize.elementwise.find_minimum on scipy>=1.15 Vectorize diagnostic.*_sensitivity with scipy.optimize.elementwise.find_minimum on scipy>=1.15 Dec 4, 2024
@jorenham jorenham changed the title Vectorize diagnostic.*_sensitivity with scipy.optimize.elementwise.find_minimum on scipy>=1.15 Vectorize diagnostic.error_sensitivity with scipy.optimize.elementwise.find_minimum on scipy>=1.15 Dec 4, 2024
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