Fast QR Factorization on GPU #81
Merged
Conversation
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
Codecov ReportAll modified and coverable lines are covered by tests ✅
Additional details and impacted files@@ Coverage Diff @@
## endogenize_investments #81 +/- ##
==========================================================
+ Coverage 91.49% 91.68% +0.18%
==========================================================
Files 40 42 +2
Lines 3387 3464 +77
==========================================================
+ Hits 3099 3176 +77
Misses 288 288 ☔ View full report in Codecov by Sentry. 🚀 New features to boost your workflow:
|
hmgaudecker
reviewed
Mar 17, 2025
Member
hmgaudecker
left a comment
hmgaudecker
left a comment
There was a problem hiding this comment.
Looks great, thanks!
Haven't looked at the algorithm yet.
In addition to the couple of suggestions on the tests, can you please:
- Set
endogenize_investmentsas the target branch. - Run the pre-commit hooks on your changes (
pixi global install pre-commit,pre-commit run --files src/skillmodels/kalman_filters.pyetc.)
Member
|
Thanks a lot! |
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
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Outdated suggestions cannot be applied.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.
There is an Error in the Jax QR Factorization that leads to slow execution for batches of small matrices when calculating the gradient. This PR tries to fix this, by implementing our own QR Factorization that runs much faster when using a GPU.