How to speed up mTE?

[ghz weng]

Dear developer,

Thanks for your amazing work. Do you have suggestions to speed up mTE(multivariate_te)? 

After 12 hours, A dataset with 2500x2000 is still running(only one replication)

Look forward to your reply

[Joseph Lizier]

Hi - this sort of timing is normal, and indeed it's likely to require quite some more time yet. See the asymptotic runtime analysis and benchmarking in the appendix of our article "Large-scale directed network inference with multivariate transfer entropy and hierarchical statistical testing" https://arxiv.org/abs/1902.06828

Your best bet for serious speed up is to go for the linear Gaussian model estimator rather than the KSG estimator.

--joe

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