scikit-learn/scikit-learn — pull request #1754 by NelleV (2013-03-08 14:20:51+00:00)
Title: Isotonic speedups

This PR aims at speeding up the isotonic regression on large datasets.

I've gain a 2.5 speed up on the following test case::

import numpy as np
from sklearn.isotonic import isotonic_regression

seed = 0
random_state = np.random.RandomState(seed=seed)

n = 100000
y = np.arange(n) + 50 * random_state.randn(n)
y_fit = isotonic_regression(y)

If @agramfort and @fabianp could have a look at this PR, that would be great.