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Performance of compute residuals

See original GitHub issue

@ybagdasa wrote

@CamDavidsonPilon I’m trying to use compute_residuals on a dataframe with 5M observations and after tens of minutes it is unclear whether it will ever finish computing. I suspect the dataframe is probably too large to do the computation as is in a reasonable amount of time. I’d like to avoid significantly scaling down as events constitute a small fraction of the observations and I need the statistics. Is there an existing solution for this?

@ybagdasa, to confirm, you were computing the schoenfeld residuals?

Issue Analytics

  • State:open
  • Created 3 years ago
  • Comments:9 (4 by maintainers)

github_iconTop GitHub Comments

ybagdasacommented, Jul 8, 2020

@CamDavidsonPilon Yes that’s fitting.

I ended up doing a little workaround where I divied up the data into 50 k samples and then ran those in parallel and combined the coefficients and covariance matrix afterwards using some normal approximation assumptions. Took about 6 hours to run. Not the most ideal, but it worked.

ybagdasacommented, Jun 26, 2020

like 6 covariates to fit

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