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Josh Levy-Kramer joshlk

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@bshishov
bshishov / forecasting_metrics.py
Last active April 20, 2024 04:29
Python Numpy functions for most common forecasting metrics
import numpy as np
EPSILON = 1e-10
def _error(actual: np.ndarray, predicted: np.ndarray):
""" Simple error """
return actual - predicted
@ctokheim
ctokheim / cython_tricks.md
Last active March 4, 2024 23:27
cython tricks

Cython

Cython has two major benefits:

  1. Making python code faster, particularly things that can't be done in scipy/numpy
  2. Wrapping/interfacing with C/C++ code

Cython gains most of it's benefit from statically typing arguments. However, statically typing is not required, in fact, regular python code is valid cython (but don't expect much of a speed up). By incrementally adding more type information, the code can speed up by several factors. This gist just provides a very basic usage of cython.