Matvec not dot. (#308)

* Matvec not dot. * Updated matrix version * Update conda recipe * Use matvec instead of dot. .dot() had a comeback when the master was merged into this branch. * Add changelog entry. Co-authored-by: Elizabeth Santorella <[email protected]> Co-authored-by: Jan Tilly <[email protected]> Co-authored-by: Jan Tilly <[email protected]>
Quantco · Nov 12, 2020 · 0654ad6 · 0654ad6
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diff --git a/CHANGELOG.rst b/CHANGELOG.rst
@@ -7,6 +7,12 @@
 Changelog
 =========
 
+1.0.1 - 2020-11-12
+------------------
+
+This is a maintenance release to be compatible with `quantcore.matrix>=1.0.0`.
+
+
 1.0.0 - 2020-11-11
 ------------------
 

diff --git a/conda.recipe/meta.yaml b/conda.recipe/meta.yaml
@@ -41,7 +41,7 @@ requirements:
     - scikit-learn >=0.23
     - scipy
     - sparse_dot_mkl >=0.4.0
-    - quantcore.matrix >=0.0.3,<1.0.0
+    - quantcore.matrix >=1.0.0
 
 test:
   requires:

diff --git a/environment.yml b/environment.yml
@@ -35,7 +35,7 @@ dependencies:
   - xsimd
   - dask-ml
   - tqdm
-  - quantcore.matrix>=0.0.6,<1.0.0
+  - quantcore.matrix>=1.0.0
   - sphinx
   - sphinx_rtd_theme
   - sphinxcontrib-apidoc

diff --git a/src/quantcore/glm/_util.py b/src/quantcore/glm/_util.py
@@ -13,10 +13,7 @@ def _safe_lin_pred(
     """Compute the linear predictor taking care if intercept is present."""
     idx_offset = 0 if X.shape[1] == coef.shape[0] else 1
     nonzero_coefs = np.where(coef[idx_offset:] != 0.0)[0].astype(np.int32)
-    res = X.dot(
-        coef[idx_offset:],
-        cols=nonzero_coefs,
-    )
+    res = X.matvec(coef[idx_offset:], cols=nonzero_coefs)
 
     if idx_offset == 1:
         res += coef[0]
@@ -47,7 +44,7 @@ def _safe_sandwich_dot(
         dim = result.shape[0] + 1
         res_including_intercept = np.empty((dim, dim), dtype=X.dtype)
         res_including_intercept[0, 0] = d.sum()
-        res_including_intercept[1:, 0] = X.transpose_dot(d, rows, cols)
+        res_including_intercept[1:, 0] = X.transpose_matvec(d, rows, cols)
         res_including_intercept[0, 1:] = res_including_intercept[1:, 0]
         res_including_intercept[1:, 1:] = result
     else:

diff --git a/src/quantcore/glm_benchmarks/util.py b/src/quantcore/glm_benchmarks/util.py
@@ -95,7 +95,11 @@ def get_obj_val(
 
     full_coefs = np.concatenate(([intercept], coefs))
     offset = dat.get("offset")
-    X_dot_coef = dat["X"].dot(coefs) + intercept
+    if isinstance(dat["X"], mx.MatrixBase):
+        X_dot_coef = dat["X"].matvec(coefs)
+    else:
+        X_dot_coef = dat["X"].dot(coefs)
+    X_dot_coef += intercept
     if isinstance(X_dot_coef, pd.Series):
         X_dot_coef = X_dot_coef.values
     if offset is not None: