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Speed tweaks for Robust algorithms & make examples faster #77

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merged 23 commits into from
Nov 16, 2020

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TimotheeMathieu
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Following issue #76 .
I added the same stopping criterion as for sklearn's SGDClassifier/SGDRegressor (i.e. stop if the loss does not change after n_iter_no_change steps). I also sub-sampled the California houses dataset example and clustering example.

Result :

  • examples/plot_robust_classification_diabete.py : 3s
  • examples/plot_robust_regression_california_houses.py: 6s
  • examples/plot_clustering.py: 4s
    On a recent CPU.

Is it sufficient or should I find examples that are faster to run ?

@TimotheeMathieu
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Added: cython code for kmeans loss (modified from sklearn implementation), significant speedup for RobustWeightedKMeans.

@TimotheeMathieu TimotheeMathieu changed the title Make stopping criterion for Robust algorithms Speed tweaks for Robust algorithms Nov 14, 2020
@TimotheeMathieu TimotheeMathieu changed the title Speed tweaks for Robust algorithms Speed tweaks for Robust algorithms & make examples faster Nov 14, 2020
@TimotheeMathieu TimotheeMathieu merged commit 0cee1e6 into scikit-learn-contrib:master Nov 16, 2020
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