Conversation
Verifies that get_initial_mean(offsets) == F^i @ initial_mean for each group's offset, covering integer and datetime offsets, multiple groups, and with/without decay. Tests pass against both the original iterative implementation and the new closed-form one. Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
Season.get_initial_mean previously stepped through O(period) matrix multiplications on every forward pass to rotate the initial state to each group's starting phase. For day_in_year (period=8766h) this was ~8767 matmuls per forward call. The new implementation decomposes each 2x2 block of F into its rotation angle and magnitude, then applies F^i = decay^i * R(i * lam) analytically in a single vectorised op. Also changed MeasurementModel.nonlinear_processes from @Property to @cached_property, eliminating a list-comprehension rebuild on every timestep (~124K calls per 5-epoch benchmark run). Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
Performance optimizations
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
1 participant
Add this suggestion to a batch that can be applied as a single commit.This suggestion is invalid because no changes were made to the code.Suggestions cannot be applied while the pull request is closed.Suggestions cannot be applied while viewing a subset of changes.Only one suggestion per line can be applied in a batch.Add this suggestion to a batch that can be applied as a single commit.Applying suggestions on deleted lines is not supported.You must change the existing code in this line in order to create a valid suggestion.Outdated suggestions cannot be applied.This suggestion has been applied or marked resolved.Suggestions cannot be applied from pending reviews.Suggestions cannot be applied on multi-line comments.Suggestions cannot be applied while the pull request is queued to merge.Suggestion cannot be applied right now. Please check back later.
No description provided.