Optimize einsum_sparse using np.einsum_path - #1057
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Problem
The
einsum_sparseimplementation ineconml/utilities.pywas merging sparse tensor dimensions using an arbitrary left-to-right reduction order. This could create unnecessarily large intermediate tensors, leading to excessive memory allocations and computations for complex sparseeinsumoperations. There was already a TODO indicating that the contraction order could be optimized.Solution
einsum_sparseto utilizenp.einsum_path.np.einsum_pathevaluates the optimal memory and time complexity for a given contraction without actually allocating heavy intermediate objects.np.einsum_path, rather than doing a fixed pop.Validation
test_einsum_sparse_optimizationto verify correctness. It performs an optimized sparse operation against dense equivalents vianp.einsumand validates the resulting dense outputs map equivalently.pytest econml/tests/test_utilities.pyandeconml/tests/test_two_stage_least_squares.py), ensuring complete accuracy with no regressions.