ENH Improve efficiency of chi2 by converting the input to float first #22235
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rth
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Jan 18, 2022
doc/whats_new/v1.1.rst
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| - |Efficiency| Improve runtime performance of :func:`feature_selection.chi2` | ||
| with boolean arrays. :pr:`xxxxx` by `Thomas Fan`_. |
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| with boolean arrays. :pr:`xxxxx` by `Thomas Fan`_. | |
| with boolean arrays. :pr:`22235` by `Thomas Fan`_. |
| @@ -210,7 +210,7 @@ def chi2(X, y): | |||
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| # XXX: we might want to do some of the following in logspace instead for | |||
| # numerical stability. | |||
| X = check_array(X, accept_sparse="csr") | |||
| X = check_array(X, accept_sparse="csr", dtype=np.float64) | |||
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| X = check_array(X, accept_sparse="csr", dtype=np.float64) | |
| X = check_array(X, accept_sparse="csr", dtype=[np.float64, np.float32]) |
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Co-authored-by: Julien Jerphanion <git@jjerphan.xyz>
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Reference Issues/PRs
Fixes #22231
What does this implement/fix? Explain your changes.
This PR converts the input of
chi2into float sosafe_sparse_dotis faster. We will convertobservedintofloat64later:scikit-learn/sklearn/feature_selection/_univariate_selection.py
Line 157 in 0c65bbf
so I think it makes sense to do it ahead of time with
X, so that the matmul is faster.CC @glemaitre