Speed up numerai_corr x 2 #37
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This PR introduces a benchmark for the power function and numerai_corr, running each function 1000 times to measure performance. Additionally, a significant speedup was achieved by optimizing a slow assertion in the power function, and replacing the power function with a more efficient numpy based implementation.
The results of the speedup are:
Master:
Execution time power_bench: 3.6272 seconds
Execution time numerai_corr_bench: 10.5109 seconds
This branch:
Execution time power_bench: 0.7179 seconds
Execution time numerai_corr_bench: 4.9527 seconds
To run the benchmark do:
python -m tests.test_scoring
Additionally, it can be run with --profile argument to do profiling of the functions.