Quantco / tabmat

Efficient matrix representations for working with tabular data

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Should we return MatrixBase more often?

MarcAntoineSchmidtQC opened this issue · comments

There are operations currently that return non-MatrixBase results. Is there a good reason to do this if the result does not become a scalar?

For instance, CategoricalMatrix * DenseMatrix -> scipy.sparse.csr_matrix instead of a SparseMatrix. Another one is indexing on SparseMatrix, which return a np.matrix type.

For the most part, I think we should treat these as bugs unless there's something that I'm missing.

But, I guess I have a general concern about the scale of the task set forth by quantcore.matrix. Is this only the tip of the iceberg in terms of objects that need to be converted back to MatrixBase objects? Or are there just a few operations to fix and we'll be done? Any guesses here?