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Don't recompute constant part of utility in sorting #66

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mattwigway opened this issue Dec 24, 2020 · 1 comment
Open

Don't recompute constant part of utility in sorting #66

mattwigway opened this issue Dec 24, 2020 · 1 comment
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@mattwigway
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In sorting, we used to compute non-price utilities. Now that endogenous variables are supported, we are recomputing the full utility on each iteration. However, most of the variables are exogenous - so that part of the utility function could be kept constant.
@mattwigway
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I'm going to put this on the back burner for now - now that utility computation is multithreaded, it only adds ~10 mins per iteration on the 16-core, 128 GB RAM instances I'm using to estimate these models.

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