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Speed up GEE mode #241

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jr-leary7 opened this issue Oct 10, 2024 · 2 comments
Open

Speed up GEE mode #241

jr-leary7 opened this issue Oct 10, 2024 · 2 comments
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enhancement New feature or request GEE related to the GEE model backend

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@jr-leary7
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jr-leary7 commented Oct 10, 2024

  • what it says in the title
  • couple options for speedups ...
    • benchmark usage of Eigen matrix multiplication via RcppEigen versus doing so using the efficient Matrix package, and change to Matrix if it's better
    • replace usage of summary.gamlss() in backward_sel_WIC() with a getter function for the wald statistics based on the variance-covariance matrix and coefficient values, calculated like so: $\mathbf{W} = \symbf{\beta} / \sqrt{\text{Diag}(\mathbf{V})}$
    • see if any improvements can be had in score_fun_gee(), which is taking the most time currently (based on profiling with profvis)
    • replace usage of stats::lm.fit() in several scoring functions with RcppEigen::fastLmPure() as it seems to be about twice as fast (mean of 66mcs vs. 131mcs using microbenchmark with 500 trials)
@jr-leary7 jr-leary7 added enhancement New feature or request GEE related to the GEE model backend labels Oct 10, 2024
@jr-leary7 jr-leary7 self-assigned this Oct 10, 2024
@jr-leary7
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commit cff92ec addresses this to some extent ... still more to be done though

@jr-leary7
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summary: Eigen matrix multiplication is faster than that of Matrix, replaced usage of summary.gamlss() with more efficient version complete with error handling, and replaced stats::lm.fit() with RcppEigen::fastLmPure()

jr-leary7 added a commit that referenced this issue Oct 13, 2024
sped up matrix (pseudo)inversion throughout -- related to #241 and #246
jr-leary7 added a commit that referenced this issue Oct 21, 2024
changed scale.fix to TRUE throughout -- related to #241
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Labels
enhancement New feature or request GEE related to the GEE model backend
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