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Fuse sparse methods into dense methods #110

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kdgutier opened this issue Nov 3, 2022 · 1 comment
Open

Fuse sparse methods into dense methods #110

kdgutier opened this issue Nov 3, 2022 · 1 comment
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@kdgutier
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kdgutier commented Nov 3, 2022

Some methods like TopDown, BottomUp, ERM benefit a lot from sparse matrix operations.

Luckily the numpy's and scipy.sparse's matrix multiplications can both be expressed with .dot method.

It would be convenient to make the HierarchicalForecast library agnostic to the method's sparsity by changing all the corresponding matrix multiplications.
@kdgutier kdgutier mentioned this issue Nov 3, 2022
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As of #277, #284 and #281 a number of sparse methods are available as a separate method, using a small wrapper around the base reconciliation class.

Agree that it maybe better to fuse these classes.

@elephaint elephaint self-assigned this Nov 14, 2024
@elephaint elephaint changed the title Change matrix operations -> .dot method Fuse sparse methods into dense methods Nov 14, 2024
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