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Speedup calc_scores() by caching outputs of calc_error(). #17

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Speedup calc_scores() by caching outputs of calc_error(). #17

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19 changes: 18 additions & 1 deletion src/scenicplus/BASCA.py
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Original file line number Diff line number Diff line change
Expand Up @@ -81,6 +81,20 @@ def calc_error(vect, P, i, j):
return np.sum(((vect - z) ** 2)[0: N])


@numba.jit(nopython=True)
def calc_errors(calc_errors_matrix, calc_errors_is_cached, vect, P, i, j):
# Check if we have the cost_ab(vect, a, b) value cached.
if calc_errors_is_cached[i, j] == np.bool_(True):
return calc_errors_matrix[i, j]

# Else calculate cost_ab(vect, a, b) and cache it for next time.
current_calc_error = calc_error(vect, P, i, j)
calc_errors_matrix[i, j] = current_calc_error
calc_errors_is_cached[i, j] = np.bool_(True)

return current_calc_error


@numba.jit(nopython=True)
def moving_block_bootstrap(v):
N = v.shape[0]
Expand Down Expand Up @@ -177,13 +191,16 @@ def calc_scores(vect, P):
# stores the index of the discontinuity with the maximum score for each step function
ind_Q_max = np.zeros(N, dtype=np.int64)

calc_errors_matrix = np.zeros((N, N - 1), np.float64)
calc_errors_is_cached = np.zeros((N, N - 1), np.bool_)

for j in range(0, N):
q_max = -1
ind_q_max = -1
for i in range(0, j + 1):
# calculate jump height
h = calc_jump_height(vect, P, i, j)
e = calc_error(vect, P, i, j)
e = calc_errors(calc_errors_matrix, calc_errors_is_cached, vect, P, i, j)
q = h / e
if q > q_max:
q_max = q
Expand Down