Speed up and possibly fuse both functions.
Suggestions:
- if score_type=='pearson':
- use
np.corrcoef to replace at least one for-loop (in case of scoring when multioutput & evaluating alphas: first change order of for-loops to then replace the then inner for-loop over targets)
- if score_type!='pearson':
- use numba/etc for remaining for-loop
Speed up and possibly fuse both functions.
Suggestions:
np.corrcoefto replace at least one for-loop (in case ofscoringwhen multioutput & evaluating alphas: first change order of for-loops to then replace the then inner for-loop over targets)mapfunc