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Collinearity Speed Up v2 #421

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merged 19 commits into from
Jul 15, 2022
Merged

Collinearity Speed Up v2 #421

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93f3d06
Collinearit Speed Up v2
ChadGueli Jun 21, 2022
5ce5c7a
small fix
ChadGueli Jun 21, 2022
49deb77
added a dash of numerical stability
ChadGueli Jun 21, 2022
99b5e88
Merge branch 'mage-ai:master' into mcollin_prob
ChadGueli Jun 21, 2022
1b70947
added comment
ChadGueli Jun 21, 2022
5d02bc3
Merge branch 'mcollin_prob' of github.com:ChadGueli/mage-ai into mcol…
ChadGueli Jun 21, 2022
22e31d9
Merge branch 'mage-ai:master' into mcollin_prob
ChadGueli Jun 22, 2022
366bc60
Merge branch 'mage-ai:master' into mcollin_prob
ChadGueli Jun 22, 2022
3c9e626
Merge branch 'mage-ai:master' into mcollin_prob
ChadGueli Jun 22, 2022
ae06e6f
just faster now
ChadGueli Jun 22, 2022
785f61e
Merge branch 'mcollin_prob' of github.com:ChadGueli/mage-ai into mcol…
ChadGueli Jun 22, 2022
914b6d4
Merge branch 'mage-ai:master' into mcollin_prob
ChadGueli Jun 22, 2022
c52de2c
added safety
ChadGueli Jun 22, 2022
55c06f1
Merge branch 'mcollin_prob' of github.com:ChadGueli/mage-ai into mcol…
ChadGueli Jun 22, 2022
7bab946
issues resolved
ChadGueli Jun 27, 2022
aba3192
sync
ChadGueli Jun 27, 2022
7652a5b
Merge branch 'mage-ai-master' into mcollin_prob
ChadGueli Jun 27, 2022
6a8087e
name correction
ChadGueli Jun 27, 2022
f061d19
Merge branch 'mage-ai:master' into mcollin_prob
ChadGueli Jun 28, 2022
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added a dash of numerical stability
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@ChadGueli
ChadGueli committed Jun 21, 2022
commit 49deb7715b0d46eac4ae6058fe0f49ece31830e6
2 changes: 1 addition & 1 deletion mage_ai/data_cleaner/cleaning_rules/remove_collinear_columns.py
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Expand Up @@ -22,7 +22,7 @@ def evaluate(self):
X = self.numeric_df.assign(bias=1.).to_numpy()
X /= np.linalg.norm(X, axis=0)
_, evecs = np.linalg.eigh(X.T @ X)
vdps = evecs / np.sum(evecs*evecs, axis=0)
vdps = evecs / (np.sum(evecs*evecs, axis=0) + self.EPSILON)

problem = vdps < self.VDP_UB
for i in range(n_cols+1):
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