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Speed up GLM mode #246

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jr-leary7 opened this issue Oct 12, 2024 · 1 comment
Open

Speed up GLM mode #246

jr-leary7 opened this issue Oct 12, 2024 · 1 comment
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enhancement New feature or request GLM related to the GLM model backend

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@jr-leary7
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jr-leary7 commented Oct 12, 2024

  • GLM mode is the fastest already but i imagine there are some speedups to be had
  • for example, switching to using the speedglm package instead of MASS for fitting the NB GLM might be an easy improvement
    • speedglm appears to be orders of magnitude faster than MASS::glm.nb() based on some preliminary testing
    • however, this appears to partially stem from the fact that speedglm does not iteratively estimate the overdispersion parameter $\theta$
    • whether this matters is unclear, so do some testing using marge2() and see if results meaningfully differ
@jr-leary7 jr-leary7 added enhancement New feature or request GLM related to the GLM model backend labels Oct 12, 2024
@jr-leary7 jr-leary7 self-assigned this Oct 12, 2024
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commit 4dc10cd added a basic version of this to marge2() for testing

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