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@poetair poetair commented Oct 27, 2022

The original function involves a lot of repeated operations, and when the number of features is large, it takes a lot of time. Using a dict R to store the calculated correlation values can improve the speed by 1-2 orders of magnitude.

The original function involves a lot of repeated operations, and when the number of features is large, it takes a lot of time. Using a dict R to store the calculated correlation values can improve the speed by 1-2 orders of magnitude.
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