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53 changes: 31 additions & 22 deletions .github/workflows/runtime-benchmark.yml
Original file line number Diff line number Diff line change
Expand Up @@ -11,8 +11,10 @@ jobs:
include:
- label: before
ref: 08253156d0ff883986f8326825ddd062feb005eb
backend: statsmodels
- label: after
ref: main
backend: smoothstate
runs-on: ubuntu-latest
steps:
- uses: actions/checkout@v4
Expand Down Expand Up @@ -61,30 +63,37 @@ jobs:

- name: LOWESS microbenchmark
shell: bash
env:
BENCH_BACKEND: ${{ matrix.backend }}
run: |
.venv/bin/python - <<'PY'
import timeit, numpy as np
rng=np.random.default_rng(2026)
p=np.sort(rng.uniform(.01,.99,2000))
y=rng.binomial(1,p).astype(float)
pseudo=np.clip(y+rng.normal(0,.15,len(y)),-.5,1.5)
try:
from smoothstate import smooth_state_lowess
def binary(): smooth_state_lowess(p,y)
def continuous(): smooth_state_lowess(p,pseudo)
backend='smoothstate'
except (ImportError, AttributeError):
import os, timeit, numpy as np

rng = np.random.default_rng(2026)
p = np.sort(rng.uniform(.01, .99, 2000))
y = rng.binomial(1, p).astype(float)
pseudo = np.clip(y + rng.normal(0, .15, len(y)), -.5, 1.5)
backend = os.environ['BENCH_BACKEND']

if backend == 'statsmodels':
from statsmodels.nonparametric.smoothers_lowess import lowess
def run(v):
s=lowess(v,p,it=0)
x=np.linspace(0,1,101)
np.clip(np.interp(x,s[:,0],s[:,1]),0,1)
def binary(): run(y)
def continuous(): run(pseudo)
backend='statsmodels'
binary(); continuous()
n=10
print('BACKEND='+backend)
print(f'BINARY_SECONDS_PER_CALL={timeit.timeit(binary,number=n)/n:.6f}')
print(f'PSEUDO_SECONDS_PER_CALL={timeit.timeit(continuous,number=n)/n:.6f}')
s = lowess(v, p, it=0)
x = np.linspace(0, 1, 101)
return np.clip(np.interp(x, s[:, 0], s[:, 1]), 0, 1)
elif backend == 'smoothstate':
from smoothstate import smooth_state_lowess
def run(v):
return smooth_state_lowess(p, v)['y'].to_numpy()
else:
raise ValueError(f'Unknown benchmark backend: {backend}')

binary_result = run(y)
pseudo_result = run(pseudo)
n = 20
print('BACKEND=' + backend)
print(f'BINARY_SECONDS_PER_CALL={timeit.timeit(lambda: run(y), number=n)/n:.6f}')
print(f'PSEUDO_SECONDS_PER_CALL={timeit.timeit(lambda: run(pseudo), number=n)/n:.6f}')
print(f'BINARY_CHECKSUM={binary_result.sum():.12f}')
print(f'PSEUDO_CHECKSUM={pseudo_result.sum():.12f}')
PY
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