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Enhancement: Use Python's multiprocessing to speed up the algorithm. #6

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federicomariamassari opened this issue Oct 18, 2017 · 0 comments

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@federicomariamassari
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federicomariamassari commented Oct 18, 2017

Currently, the linear programming problem is the bottleneck of the willow tree algorithm, since the additional constraint on probabilities, i.e. return no p such that p < 0 or p > 1, make it considerably sluggish for ~n >= 20.

Python's multiprocessing module should allow to terminate any linear programming problem if it takes too long, to continue with the next one, and to replace the wrong transition matrix with an interpolated version, if possible.

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