No, its 4 lines of code. I just benchmarked for myself. All it is for 2 vectors x and y of average length 50, and 5 parameters, with exponential, addition, and multiplication, and ultimately sum to return to the optimizer. I was also surprised as I expected c to be much faster. And with Rccp, its actually slower than the R, overhead I guess. When I looked into it, apparently R has really fast code for such vector calculations. With julia, admittingly I did not use simd which would likely make it faster.
Now, I generally use Julia for heavy computes, and usually its much faster than R. But not always.
And this little bit of code runs for hours on the largest instance on AWS every day. Why I was looking so speed it up.
n4r9|2 years ago
BrandonS113|2 years ago
Now, I generally use Julia for heavy computes, and usually its much faster than R. But not always.
And this little bit of code runs for hours on the largest instance on AWS every day. Why I was looking so speed it up.