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I should note that the FFT results in the benchmarks above are for single-threaded scipy.fftpack as the fft backend. It is likely multi-threaded FFT backend would give additional benefit in batched operation. |
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Backwards-compatible, and seems like a nice usability improvement. I mostly just reviewed the tests and description. |
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Users requested batched operation for
cwtin #445. This can be done by adding anaxisargument as in this PR. This PR allows the input data to be n-dimensional with batched operation over all axes aside from the specified cwtaxis. For 1D data, the behavior is unchanged from before.The final shape of the output for n-dimensional
databecomes:(len(scales),) + data.shape(i.e. the scales dimension is always first as it was for the 1D case previously)For the
'conv'case implementation is via a simple for loop, but for the'fft'case we do not have to repeat the FFT of the wavelet filter for each item in the batch, so there is a performance benefit to batched operation.a subset of benchmark results.
first, for non-batch cases
a few batch (n_batch=5) cases
Summary for the 2048/shan/float32 case:
closes #445