TuringLang / JuliaBUGS.jl / 11174363245
78%

DEFAULT BRANCH: master
Ran
Jobs 1
Files 59
Run time 1min
Badge
Embed ▾
README BADGES
x

If you need to use a raster PNG badge, change the '.svg' to '.png' in the link

Markdown

Textile

RDoc

HTML

Rst
coverage: 82.985% (-0.1%) from 83.098%
11174363245

push

github

web-flow 
Add some benchmarking code with Stan and Nimble (#214)

The scripts can be used to run examples from Volume 1 of WinBUGS
examples.

Stan examples are more optimized (vectorized computation, human effort
went into transformed data and generated quantities, etc.).
~~Regardless, on these smaller problems, we should be able to match it's
performance when compilation works.~~ With `ReverseDiff` compiled tape,
JuliaBUGS gradient and density computation is several times (5- 10x)
slower than Stan. `ReverseDiff` is quite optimized, but it still has
some fundamental overhead with the tape. To get comparable performance
as Stan, I think we need to generate Julia code and use `Mooncake` or
`Enzyme`.

Nimble's interface is a bit more tricky, the logp and gradient
computation code is from [Chapter
17](https://r-nimble.org/html_manual/example-maximum-likelihood-estimation-using-optim-with-gradients-from-nimderivs..html).
(code from [Chapter
16](https://r-nimble.org/html_manual/cha-AD.html#derivatives-involving-model-calculations)
runs slowly). I am a bit confused by how to write `nimblefunction`. But
the speed is good and it seems to work. Nimble's BUGS examples are a bit
out-of-date, it looks to me some examples are from WinBUGS 0.5 era. But
the models are generally the same.

I think moving forward, use Stan as the target is good, easy to setup
and also a good performance aim.

- [x] integrate Stan into the current benchmark code

---------

Co-authored-by: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>

1468 of 1769 relevant lines covered (82.98%)

159059.07 hits per line

Uncovered Existing Lines

Lines Coverage ∆ File
2
27.62
 -1.9% src/BUGSPrimitives/distributions.jl
Jobs
ID Job ID Ran Files Coverage
1 11174363245.1 59
82.98
 GitHub Action Run
Source Files on build 11174363245