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The DeLong variance in the AUC gaps explainer is quadratic and takes 17 seconds #1169
Current gap: The placement values are computed with a Python loop over every positive and every negative ((neg < p).mean()), so a group of 10,000 rows takes most of the script's 17 seconds. The other five new explainer scripts take under 2.5 seconds.
Repro:
$ time PYTHONPATH=. python3 explainers/code/auc-gaps-by-group.py # real 17s
Suggested approach: Compute the placement values from ranks (scipy.stats.rankdata) in O(n log n), check the numbers are unchanged, and update the markdown.
Done when: the script runs in under 3 seconds with identical printed output.
i can replace the quadratic pairwise placement loops with ranks, then verify the generated output is unchanged and the script runs under three seconds.
Activity
dxnnystyles commentedon Oct 28, 2026
i can replace the quadratic pairwise placement loops with ranks, then verify the generated output is unchanged and the script runs under three seconds.
dxnnystyles commentedon Oct 29, 2026
i wasn't able to get this to the performance target in the issue, so i'm stepping back from it for now. leaving it open for someone else to take.