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Memory optimization and optional parallelization for GWR/MGWR #52
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Reviewed with @TaylorOshan and agreed on merging. |
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Hi, this PR is mainly to solve the memory issue with GWR and MGWR. It may seem a lot of changes. I tried my best to conform with what we have right now. All previous tests are passed. I also added several new test cases. Thanks!
Major changes:
Kernel class, we used to compute entire spatial weights for all locations. This will need to storeW (n by n)in memory. The update will be computing spatial weights on the fly when doing each local regression at location i, which results in not storing entire spatial W matrix. This allows GWR fitting to be applied to large dataset (n >20k).multiprocessing.Poolobject can be passed toSel_BW.search(pool=pool)andGWR.fit()Example notebook is added.search.multi_bw()toMGWR.fit(). Also, add a new method for computing MGWR inference in chunks by introducing an_chunksargument inMGWR.fit(n_chunks). e.g. when n_chunks=2 (n_chunks=k), the overall memory usage is reduced by a factor of 2 (k). This allows MGWR fitting to be applied to relatively large dataset (10k ~ 40k) within a reasonable time. The effectiveness in reducing memory by increasingn_chunkscan be found here.hat_matrix=Falseas default option forGWR() and MGWR(). Inference statistics are computed on the fly in each local regression. If entire hat matrix is needed for some reasons, one can specifyhat_matrix=True, and then hat matrix can be obtained byGWRResults\MGWRResults.S.Minor changes:
Bug fixes:
offsetandsphericalparameters inSet_BWare not passed togwr_func, thus not in effect. Fixed.Sel_BWw/wooffsetand w/wospherical.Enhancement:
adj_R2for gaussian andD2 and adj_D2 (%of deviance explained)for Binomial and Poisson.adj_R2, D2and validated against gwr4.