I've tried to make
SequentialDataset support Cython fused types, but it seems really expensive.
You can find the modified code in this branch.
seq_dataset.pyx is heavily bound with
After I modified
seq_dataset.pyx, this line in
sag_fast.pyx requires to change as well since this pointer is passed into
SequentialDataset's function. However, my past experience is that one can only declare local
floating variable when at least one of the function's argument variable also belongs to
floating type. Nonetheless, that's not the case here, unless we make this function's arguments
np.ndarray[double, ndim=2, mode='c'] weights_array
np.ndarray[double, ndim=1, mode='c'] intercept_array