perf: chan's parallel mean-var algorithm for dask-backed arrays (sparse/dense)#4143
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ilan-gold wants to merge 48 commits into
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perf: chan's parallel mean-var algorithm for dask-backed arrays (sparse/dense)#4143ilan-gold wants to merge 48 commits into
ilan-gold wants to merge 48 commits into
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Codecov Report❌ Patch coverage is
Additional details and impacted files@@ Coverage Diff @@
## main #4143 +/- ##
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+ Coverage 79.68% 79.71% +0.02%
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Files 120 120
Lines 12801 12832 +31
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+ Hits 10201 10229 +28
- Misses 2600 2603 +3
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ilan-gold
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@ilan-gold I added njit support, see: #4153 . This enables rank_gene_groups to use njit. I integrated this to the rank_gene_groups PR and benchmarked there as well as here and it gives a speedup on both at normal group x gene sizes. |
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Nice commented there about something, but once you got the pre-commit fixed as well, I'll merge into this |
Co-authored-by: Ilan Gold <ilanbassgold@gmail.com> Co-authored-by: pre-commit-ci[bot] <66853113+pre-commit-ci[bot]@users.noreply.github.com>
for more information, see https://pre-commit.ci
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See https://en.wikipedia.org/wiki/Algorithms_for_calculating_variance#Parallel_algorithm
Based on a #4118 (comment) with @zboldyga
This has two benefits - it allows us to calculate mean/var in one pass instead of effectively two (square sum and sum squared) and gets rid of a numerical instability issue that @zboldyga found the solution to (see removed comment)