Show HN: VarLiNGAM-rs / Causal discovery in Rust, 50x faster than Python
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Re: Show HN: VarLiNGAM-rs / Causal discovery in Rust, 50x faster than Python
#2Author here. VarLiNGAM is the reference algorithm for causal discovery in time series. The Python implementation doesn't scale past ~10 variables. I rewrote it from scratch in pure Rust.
Results: 14-50x faster, 3-6x less memory, Happy to answer questions about the implementation choices.