7369
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Ran 13 Feb 2018 04:44PM UTC

Jobs 10

Files 138

Run time 25min

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Build # 7369

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push

travis-ci

Committed by

ColCarroll

Commit Message

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.

Run Details

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

15519 of 17655 relevant lines covered (87.9%)

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New Missed Lines in Diff

Lines	Coverage	∆	File
4	100.0		pymc3/stats.py

Jobs

ID	Job ID	Ran	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	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	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	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	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	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	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	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	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	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	29.97	Travis Job 7369.11

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