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Fast trimmed least squares #18

Merged
merged 5 commits into from
Mar 10, 2021
Merged

Fast trimmed least squares #18

merged 5 commits into from
Mar 10, 2021

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mapi1
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@mapi1 mapi1 commented Mar 9, 2021

I had to add StatsBase as an dependency for sample. Not sure if this is the most performant implementation, profiling showed that most of the time is spent in sortperm (partialsortperm makes it slower somehow) and \ which seems reasonable. There exists a nested version for long data, which is currently not implemented. I hope the documentation is somewhat clear.

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codecov bot commented Mar 9, 2021

Codecov Report

Merging #18 (ad653ce) into master (43fc5b6) will decrease coverage by 1.09%.
The diff coverage is 92.45%.

Impacted file tree graph

@@            Coverage Diff             @@
##           master      #18      +/-   ##
==========================================
- Coverage   98.82%   97.73%   -1.10%     
==========================================
  Files           2        3       +1     
  Lines         256      309      +53     
==========================================
+ Hits          253      302      +49     
- Misses          3        7       +4     
Flag Coverage Δ
unittests 97.73% <92.45%> (-1.10%) ⬇️

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Impacted Files Coverage Δ
src/TotalLeastSquares.jl 96.87% <ø> (ø)
src/flts.jl 92.45% <92.45%> (ø)

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@baggepinnen baggepinnen left a comment

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Thanks for this contribution with tests and everything right from the get-go! I pushed a commit 7ad5e70 with some very minor changes (please ignore the erroneous correction of minimize, I must be tired :P), if you are okay with them, I'll go ahead and merge this PR :)

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mapi1 commented Mar 10, 2021

Great! Your changes look good to me, small details that make the code much clearer. :)

@baggepinnen baggepinnen merged commit 70ed4fa into baggepinnen:master Mar 10, 2021
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2 participants