Eliminate duplicated calculations and unnecessary work for linear regression #25922
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Update to 15 March
rhettinger
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LGTM! |
| x, y = regressor, dependent_variable | ||
| xbar = fsum(x) / n | ||
| ybar = fsum(y) / n | ||
| sxy = fsum((xi - xbar) * (yi - ybar) for xi, yi in zip(x, y)) |
rhettinger
May 6, 2021
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That was an existing line take from covariance(). I think it is the fastest way the run this computation.
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Thanks @rhettinger for the PR |
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Sorry @rhettinger, I had trouble checking out the |
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Thanks @rhettinger for the PR |
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GH-25945 is a backport of this pull request to the 3.10 branch. |
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…ression (pythonGH-25922) (cherry picked from commit 55b78ce) Co-authored-by: Raymond Hettinger <rhettinger@users.noreply.github.com>
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The current code, while pretty, does repeated calculations and unnecessary work:
covariance() and variance() both divide by
n - 1which is thrown away in the slope calculation. This also causes two unnecessary roundings.covariance(x,y) and variance(x) both compute fmean(x). This doesn't need to be done twice.
variance(x) uses the extremely slow internal _ss(), _sum(), and _convert() functions whose purpose is to preserve type information. However, that type information is thrown away by linear_regression(x, y) which always returns a pair of floats:
the intercept calculation makes two more redundant fmean() calls that are unnecessary.
The inlined code makes the actual calculation more clear. It matches this typical presentation: slope = s_{x,y} / s^2_x