I have some code that I need help vectorizing.
I want to convert the following to vector form, how can I? I want to get rid of
the inner loop - apparently, it's possible to do so.
X is an NxD matrix. y is a 1xD vector.
def foo(X, y, mylambda, N, D, epsilon):
...
for j in xrange(D):
aj = 0
cj = 0
for i in xrange(N):
aj += 2 * (X[i,j] ** 2)
cj += 2 * (X[i,j] * (y[i] - w.transpose()*X[i].transpose() +
w[j]*X[i,j]))
...
If I call numpy.vectorize() on the function, it throws an error at runtime.
Thanks
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