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Releases: Quantco/tabmat

tabmat 3.0.0

07 Oct 15:23
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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 to tabmat.from_csc to match the tabmat.from_pandas function.
  • The tabmat.MatrixBase.get_col_means and tabmat.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 the out 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 and tabmat.SparseMatrix.tranpose_matvec for when rows and cols are None.
  • Implemented CategoricalMatrix.__rmul__
  • Reorganizing the documentation and updating the text to match the current API.
  • Enable indexing the rows of a CategoricalMatrix. Previously CategoricalMatrix.__getitem__ only supported column indexing.
  • Allow creating a SplitMatrix from a list of any MatrixBase objects including another SplitMatrix.
  • Reduced memory usage in tabmat.SplitMatrix.matvec.

quantcore.matrix 2.0.3

15 Jul 20:34
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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 passes rows=None and cols=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

24 Jun 15:10
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Bug fix:

  • Sparse matrices now accept 64-bit indices on Windows.

quantcore.matrix 2.0.1

20 Jun 19:09
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2.0.1 - 2021-06-20

Bug fix:

  • Split matrices now also work on Windows.

quantcore.matrix 2.0.0

17 Jun 16:47
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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 use scipy.sparse.csr_matvec instead of sparse_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 function quantcore.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

26 Apr 18:38
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Windows releases 🚀

quantcore.matrix 1.0.5

26 Apr 12:22
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Fix Windows CI upload.

quantcore.matrix 1.0.3

22 Apr 09:54
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Bug fixes:

  • Added a check that matrices are two-dimensional in the SplitMatrix.__init__
  • Replace np.int with np.int64 where appropriate due to NumPy deprecation of np.int.

quantcore.matrix 1.0.2

20 Apr 18:03
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  • Added Python 3.9 support.
  • Use scipy.sparse dot product when MKL isn't available.

quantcore.matrix 1.0.1

25 Nov 07:28
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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