Hi,
as the others have already said, move all the invariants out of the
loop. It is also not useful to randomly draw a vector out of random
array. Some other small things:
for i in range(len(x)): do something with x[i]
should probably be replaced by
for xi in x: do something with xi
this saves an array index operation, don't know if this works for a
numeric array
You use the y**2 twice. A good compiler might notice this, but Python
is interpreted...
use += instead of + for w, the calculation can be done in place, this
might save the creation of a new array/variable
I am not sure what you are doing with x, bit it seems that you are
transposing it a few times to many. Mightbe you can declare x as the
transpose of what you do now, thereby saving the transpose in the loop?
so my guess (not tested):
x=random((1000,100)) # 1000 input vectors, declared differently
for xx in x:
y=dot(xx,w)
y2 = y*y
w+=ETA*(y*xx-y2*w);
th+= INV_TAU*(y2-th);
Hope it helps,
Bas
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