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pymc-devs / pymc3 / 7369
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DEFAULT BRANCH: master
Ran 13 Feb 2018 04:44PM UTC
Jobs 10
Files 138
Run time 25min
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ColCarroll
Fix effective sample size estimation (#2854)

* Fix effective sample size estimation

Close #2810
Reference implementation in PyStan: https://github.com/stan-dev/pystan/pull/415
- improve autocorr and autocov function, use fft convolve for autocorrelation computation

* Improve effective sample size implementation

Effective sample size computed using autocov and Geyer's initial monotone sequence criterion for vhat.

* Improve effective sample size implementation

Effective sample size computed using autocov and Geyer's initial monotone sequence criterion for vhat.

Co-authored-by: Junpeng Lao <junpeng.lao@unifr.ch>
Co-authored-by: Sharan Yalburgi <sharanyalburgi@gmail.com>

* Turn off automatic convergent check for short chain

* update release note

* Turn off convergent check in benchmark model

To have more accurate computation of the things we want to benchmark. 
effective_n computation is slower than before for large number of samples (at 10000 sample it is around 10x slower).
There should be a large increase in effective_n benchmark.

65 of 65 new or added lines in 4 files covered. (100.0%)

15519 of 17655 relevant lines covered (87.9%)

4.5 hits per line

New Missed Lines in Diff

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100.0
pymc3/stats.py
Jobs
ID Job ID Ran Files Coverage
1 7369.1 (PYTHON_VERSION=2.7 FLOATX='float32' TESTCMD="--durations=10 --ignore=pymc3/tests/test_examples.py --cov-append --ignore=pymc3/tests/test_distributions_random.py --ignore=pymc3/tests/test_variational_inference.py --ignore=pymc3/tests/test_shared.py --ignore=pymc3/tests/test_smc.py --ignore=pymc3/tests/test_updates.py --ignore=pymc3/tests/test_posteriors.py --ignore=pymc3/tests/test_sampling.py") 13 Feb 2018 04:53PM UTC 0
71.92
Travis Job 7369.1
2 7369.2 (PYTHON_VERSION=2.7 FLOATX='float32' RUN_PYLINT="true" TESTCMD="--durations=10 --cov-append pymc3/tests/test_distributions_random.py pymc3/tests/test_shared.py pymc3/tests/test_smc.py pymc3/tests/test_sampling.py") 13 Feb 2018 04:47PM UTC 0
39.73
Travis Job 7369.2
3 7369.3 (PYTHON_VERSION=2.7 FLOATX='float32' TESTCMD="--durations=10 --cov-append pymc3/tests/test_examples.py pymc3/tests/test_posteriors.py") 13 Feb 2018 04:44PM UTC 0
26.56
Travis Job 7369.3
5 7369.5 (PYTHON_VERSION=2.7 FLOATX='float64' TESTCMD="--durations=10 --ignore=pymc3/tests/test_examples.py --cov-append --ignore=pymc3/tests/test_distributions_random.py --ignore=pymc3/tests/test_variational_inference.py --ignore=pymc3/tests/test_shared.py --ignore=pymc3/tests/test_smc.py --ignore=pymc3/tests/test_updates.py --ignore=pymc3/tests/test_posteriors.py --ignore=pymc3/tests/test_sampling.py") 13 Feb 2018 04:51PM UTC 0
73.23
Travis Job 7369.5
6 7369.6 (PYTHON_VERSION=2.7 FLOATX='float64' RUN_PYLINT="true" TESTCMD="--durations=10 --cov-append pymc3/tests/test_distributions_random.py pymc3/tests/test_shared.py pymc3/tests/test_smc.py pymc3/tests/test_sampling.py") 13 Feb 2018 05:00PM UTC 0
40.25
Travis Job 7369.6
7 7369.7 (PYTHON_VERSION=2.7 FLOATX='float64' TESTCMD="--durations=10 --cov-append pymc3/tests/test_examples.py pymc3/tests/test_posteriors.py") 13 Feb 2018 04:56PM UTC 0
27.07
Travis Job 7369.7
8 7369.8 (PYTHON_VERSION=3.6 FLOATX='float64' TESTCMD="--durations=10 --cov-append --ignore=pymc3/tests/test_examples.py --ignore=pymc3/tests/test_distributions_random.py --ignore=pymc3/tests/test_variational_inference.py --ignore=pymc3/tests/test_shared.py --ignore=pymc3/tests/test_smc.py --ignore=pymc3/tests/test_updates.py --ignore=pymc3/tests/test_posteriors.py --ignore=pymc3/tests/test_sampling.py") 13 Feb 2018 05:08PM UTC 0
73.44
Travis Job 7369.8
9 7369.9 (PYTHON_VERSION=3.6 FLOATX='float64' TESTCMD="--durations=10 --cov-append pymc3/tests/test_distributions_random.py pymc3/tests/test_shared.py pymc3/tests/test_smc.py pymc3/tests/test_sampling.py") 13 Feb 2018 05:06PM UTC 0
40.29
Travis Job 7369.9
10 7369.10 (PYTHON_VERSION=3.6 FLOATX='float64' BUILD_DOCS="true" TESTCMD="--durations=10 --cov-append pymc3/tests/test_examples.py pymc3/tests/test_posteriors.py") 13 Feb 2018 05:09PM UTC 0
27.13
Travis Job 7369.10
11 7369.11 (PYTHON_VERSION=3.6 FLOATX='float64' TESTCMD="--durations=10 --cov-append pymc3/tests/test_variational_inference.py pymc3/tests/test_updates.py") 13 Feb 2018 05:10PM UTC 0
29.97
Travis Job 7369.11
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