Hi,

What would be the optimal way to calculate pairwaise correlations of 2 tensors?

I’m trying to replicate this pandas dataframe feature:

u = df[features_list].corrwith(df[‘prediction’])

https://docs.pymars.org/en/latest/reference/dataframe/generated/mars.dataframe.DataFrame.corrwith.html

Need to calculate a pairwise correlations of a matrix with a vector and I would like to do it on gpu (could do it with numpy and then convert to tensor but it’s quite slow).

Thanks in advance.