profiling cd_fast with yep and google-profiler

cd_fast.prof

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profile_cd_fast.py

import numpy as np
from sklearn.linear_model import cd_fast
from sklearn.linear_model.cd_fast import enet_coordinate_descent
from sklearn.datasets.samples_generator import make_regression
import yep

X, y = make_regression(n_samples=50, n_features=200, n_informative=5,
                   random_state=0)
n_samples, n_features = X.shape
rho = 0.80
alpha = 10
alpha = alpha * rho * n_samples
beta = alpha * (1.0 - rho) * n_samples
w = np.zeros(n_features)
X = np.asfortranarray(X)

yep.start('cd_fast.prof')

result, gap, tol = cd_fast.enet_coordinate_descent(w, alpha, beta,
                                X, y, max_iter=1000, tol=1e-9, positive=False)
yep.stop()