Releases: Quantco/tabmat
Releases · Quantco/tabmat
tabmat 3.0.0
3.0.0 - 2021-10-07
It's public! Yay!
Breaking changes:
- The package has been renamed to
tabmat
. CELEBRATE! - The
one_over_var_inf_to_val
function has been made private. - The
csc_to_split
function has been re-named totabmat.from_csc
to match thetabmat.from_pandas
function. - The
tabmat.MatrixBase.get_col_means
andtabmat.MatrixBase.get_col_stds
methods have been made private. - The
cross_sandwich
method has also been made private.
Bug fixes:
StandardizedMatrix.transpose_matvec
was giving the wrong answer when theout
parameter was provided. This is now fixed.SplitMatrix.__repr__
now calls the__repr__
method of component matrices instead of__str__
.
Other changes:
- Optimized the
tabmat.SparseMatrix.matvec
andtabmat.SparseMatrix.tranpose_matvec
for whenrows
andcols
are None. - Implemented
CategoricalMatrix.__rmul__
- Reorganizing the documentation and updating the text to match the current API.
- Enable indexing the rows of a
CategoricalMatrix
. PreviouslyCategoricalMatrix.__getitem__
only supported column indexing. - Allow creating a
SplitMatrix
from a list of anyMatrixBase
objects including anotherSplitMatrix
. - Reduced memory usage in
tabmat.SplitMatrix.matvec
.
quantcore.matrix 2.0.3
2.0.3 - 2021-07-15
Bug fix:
- In
SplitMatrix.sandwich
, when a col subset was specified, incorrect output was produced if the components of the indices array were not sorted.SplitMatrix.__init__
now checks for sorted indices and maintains sorted index lists when combining matrices.
Other changes:
SplitMatrix.__init__
now filters out any empty matrices.StandardizedMatrix.sandwich
passesrows=None
andcols=None
onwards to the underlying matrix instead of replacing them with full arrays of indices. This should improve performance slightly.SplitMatrix.__repr__
now includes the type of the underlying matrix objects in the string output.
quantcore.matrix 2.0.2
Bug fix:
- Sparse matrices now accept 64-bit indices on Windows.
quantcore.matrix 2.0.1
2.0.1 - 2021-06-20
Bug fix:
- Split matrices now also work on Windows.
quantcore.matrix 2.0.0
2.0.0 - 2021-06-17
Breaking changes:
We renamed several public functions to make them private. These include functions in quantcore.matrix.benchmark
that are unlikely to be used outside of this package as well as
quantcore.matrix.dense_matrix._matvec_helper
quantcore.matrix.sparse_matrix._matvec_helper
quantcore.matrix.split_matrix._prepare_out_array
Other changes:
- We removed the dependency on
sparse_dot_mkl
. We now usescipy.sparse.csr_matvec
instead ofsparse_dot_mkl.dot_product_mkl
on all platforms, because the former suffered from poor performance, especially on narrow problems. This also means that we removed the functionquantcore.matrix.sparse_matrix._dot_product_maybe_mkl
. - We updated the pre-commit hooks and made sure the code is line with the new hooks.
quantcore.matrix 1.0.6
Windows releases 🚀
quantcore.matrix 1.0.5
Fix Windows CI upload.
quantcore.matrix 1.0.3
Bug fixes:
- Added a check that matrices are two-dimensional in the
SplitMatrix.__init__
- Replace
np.int
withnp.int64
where appropriate due to NumPy deprecation ofnp.int
.
quantcore.matrix 1.0.2
- Added Python 3.9 support.
- Use
scipy.sparse
dot product when MKL isn't available.
quantcore.matrix 1.0.1
Bug fixes:
- Handling for nulls when setting up a
CategoricalMatrix
- Fixes to make several functions work with both row and col restrictions and out
Other changes:
- Added various tests and documentation improvements