nmatrix.rb

require 'benchmark'

n = 10000
df = Daru::DataFrame.new({
  a: Statsample::Shorthand.rnorm(n),
  b: Statsample::Shorthand.rnorm(n),
  c: Statsample::Shorthand.rnorm(n),
  d: Statsample::Shorthand.rnorm(n),
})
df[:y] = df.a * 3 + df.b * 5 + df.c * -2 + df.d * 2
df[:y].map! { |i| 1/(1+Math::exp(-i)) }
require 'nmatrix/lapacke'

Benchmark.bm do |x|
  x.report do
    Statsample::GLM.compute df, :y, :logistic, algorithm: :mle ;
  end
end

# Result with NMatrix-lapacke
       user     system      total        real
   2.810000   0.000000   2.810000 (  2.810950)
   
# Result with Matrix
       user     system      total        real
   1.180000   0.000000   1.180000 (  1.186723)