This code takes 60+ secs to execute on my machine. The Java equivalent
takes only 0.2 secs!!! Please tell me how to optimise the following
code.begin
begin
N = 10000
K = 100
rate = 1e-2
ITERATIONS = 1
# generate y
y = rand(N)
# generate x
x = rand(K, N)
# generate w
w = zeros(Float64, K)
tic()
for i=1:ITERATIONS
for n=1:N
y_hat = 0.0
for k=1:K
y_hat += w[k] * x[k,n]
end
for k=1:K
w[k] += rate * (y[n] - y_hat) * x[k,n]
end
end
end
toc()
end
Sorry for repeated posting, I did so to properly indent the code..