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Consider advanced libraries for GPFA #33
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E.g. check if scikit-learn's FA is exchangeable or compatible with the existing code. |
fastfa() used in gpfaEngine.py can be replaced by sklearn.decomposition.FactorAnalysis(), which is faster than fastfa(). |
Thanks @Junji110. That sounds very promising, then we should have a version with sklearn and as a fallback a version with the native implementation. For the latter we can split the code in a new module and call it if sklearn is not installed (the usual |
I've also found that minimize() in learnGPparams.py can be replaced by scipy.optimize.minimize(), which is slightly faster than the home-brew minimize(). |
I've applied the suggested changes to the codes under |
Test if advanced libraries can be used instead of home-brew implementations of certain algorithms (or keep them as fall-back)
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