擅长:python、mysql、java
<p>您可以轻松地将函数矢量化:</p>
<pre><code>import numpy as np
def fast_multinormpdf(x, mu, var):
mu = np.asarray(mu)
var = np.asarray(var)
k = x.shape[-1]
det = np.linalg.det(var)
inv = np.linalg.inv(var)
denominator = np.sqrt(((2*np.pi)**k)*det)
numerator = np.dot((x - mu), inv)
numerator = np.sum((x - mu) * numerator, axis=-1)
numerator = np.exp(-0.5 * numerator)
return numerator/denominator
arr = np.array([[42, 234, 124],
[123, 222, 112],
[42, 213, 11],
[42, 213, 11]])
mu = [0, 0, 1]
var = [[1, 100, 100],
[100, 1, 100],
[100, 100, 1]]
slow_out = np.array([multinormpdf(i, mu, var) for i in arr])
fast_out = fast_multinormpdf(arr, mu, var)
np.allclose(slow_out, fast_out) # True
</code></pre>
<p>由于<code>fast_multinormpdf</code>比未定位的函数快1000倍:</p>
^{pr2}$