Benchmark against PySTAN

.gitignore

@@ -2,5 +2,5 @@ build
 .vscode
 .*
 !.travis.yml
-lib
+lib/*
 !lib/CMakeLists.txt

CMakeLists.txt

@@ -58,11 +58,16 @@ if (AUTOPPL_ENABLE_TEST)
     # Set directories for third-party libraries
     # tests in other subdirectories require access to these as well
     set(GTEST_DIR ${CMAKE_CURRENT_SOURCE_DIR}/lib/benchmark/googletest/googletest)
-    set(GBENCH_DIR ${CMAKE_CURRENT_SOURCE_DIR}/lib/benchmark)
 
     add_subdirectory(${PROJECT_SOURCE_DIR}/test ${PROJECT_BINARY_DIR}/test)
 endif()
 
+# Configure benchmarking
+if (AUTOPPL_ENABLE_BENCHMARK)
+	add_subdirectory(${PROJECT_SOURCE_DIR}/benchmark ${PROJECT_BINARY_DIR}/benchmark)
+    set(GBENCH_DIR ${CMAKE_CURRENT_SOURCE_DIR}/lib/benchmark)
+endif()
+
 # Add lib subdirectory
 add_subdirectory(${PROJECT_SOURCE_DIR}/lib ${PROJECT_BINARY_DIR}/lib)
 

benchmark/CMakeLists.txt

@@ -0,0 +1,4 @@
+
+add_executable(normal_two_prior_distribution ${CMAKE_CURRENT_SOURCE_DIR}/normal_two_prior_distribution.cpp)
+target_include_directories(normal_two_prior_distribution PRIVATE ${GBENCH_DIR}/include ${AUTOPPL_INCLUDE_DIRS})
+target_link_libraries(normal_two_prior_distribution benchmark benchmark_main pthread ${AUTOPPL_LIBS})

benchmark/normal_two_prior_distribution.cpp

@@ -0,0 +1,33 @@
+#include <benchmark/benchmark.h>
+#include <autoppl/autoppl.hpp>
+
+namespace ppl {
+
+static void BM_NormalTwoPrior(benchmark::State& state) {
+	std::normal_distribution n(0.0, 1.0);
+	std::mt19937 gen(0);
+	ppl::Data<double> y;
+
+	ppl::Param<double> lambda1, lambda2;
+	auto model = (
+		lambda1 |= ppl::normal(0.0, 10.0),
+		lambda2 |= ppl::normal(0.0, 10.0),
+		y |= ppl::normal(lambda1 + lambda2, 1.0)
+	);
+
+	for (int i = 0; i < 100; i++) {
+		y.observe(n(gen));
+	}
+
+	std::array<double, 1000> l1_storage, l2_storage;
+	lambda1.set_storage(l1_storage.data());
+	lambda2.set_storage(l2_storage.data());
+
+	for (auto _ : state) {
+		ppl::nuts(model, 1000, 1000, 1000);
+	}
+}
+
+BENCHMARK(BM_NormalTwoPrior);
+
+} // namespace ppl

benchmark/normal_two_prior_distribution.py

@@ -0,0 +1,30 @@
+import pystan
+import numpy as np
+
+cool_code = """
+data {
+  int N;
+  real y[N];
+}
+parameters {
+  real lambda1;
+  real lambda2;
+}
+transformed parameters {
+  real mu;
+  mu = lambda1 + lambda2;
+}
+model {
+  lambda1 ~ normal(0, 10);
+  lambda2 ~ normal(0, 10);
+  y ~ normal(mu, 1);
+}
+"""
+
+N = 100
+y = np.random.normal(size = N)
+cool_dat = { 'N' : N, 'y' : y }
+
+sm = pystan.StanModel(model_code=cool_code)
+fit = sm.sampling(data=cool_dat, chains=1)
+print(fit)

lib/CMakeLists.txt

@@ -12,7 +12,7 @@ endif()
 
 # Build googletest
 if (AUTOPPL_ENABLE_TEST)
-    add_library(gtest_main STATIC ${GTEST_DIR}/src/gtest-all.cc ${GTEST_DIR}/src/gtest_main.cc)
-    target_compile_features(gtest_main PRIVATE cxx_std_11)
-    target_include_directories(gtest_main PRIVATE ${GTEST_DIR}/include ${GTEST_DIR})
+    add_library(autoppl_gtest_main STATIC ${GTEST_DIR}/src/gtest-all.cc ${GTEST_DIR}/src/gtest_main.cc)
+    target_compile_features(autoppl_gtest_main PRIVATE cxx_std_11)
+    target_include_directories(autoppl_gtest_main PRIVATE ${GTEST_DIR}/include ${GTEST_DIR})
 endif()

test/CMakeLists.txt

@@ -25,7 +25,7 @@ if (AUTOPPL_ENABLE_TEST_COVERAGE)
     target_link_libraries(util_unittest gcov)
 endif()
 target_link_libraries(util_unittest
-    gtest_main pthread ${AUTOPPL_LIBS})
+    autoppl_gtest_main pthread ${AUTOPPL_LIBS})
 add_test(util_unittest util_unittest)
 
 ######################################################
@@ -46,7 +46,7 @@ if (AUTOPPL_ENABLE_TEST_COVERAGE)
     target_link_libraries(sample_unittest gcov)
 endif()
 target_link_libraries(sample_unittest
-    gtest_main pthread ${AUTOPPL_LIBS})
+    autoppl_gtest_main pthread ${AUTOPPL_LIBS})
 add_test(sample_unittest sample_unittest)
 
 ######################################################
@@ -70,7 +70,7 @@ if (AUTOPPL_ENABLE_TEST_COVERAGE)
     target_link_libraries(var_unittest gcov)
 endif()
 target_link_libraries(var_unittest
-    gtest_main pthread ${AUTOPPL_LIBS})
+    autoppl_gtest_main pthread ${AUTOPPL_LIBS})
 add_test(var_unittest var_unittest)
 
 ######################################################
@@ -92,7 +92,7 @@ if (AUTOPPL_ENABLE_TEST_COVERAGE)
     target_link_libraries(dist_expr_unittest gcov)
 endif()
 target_link_libraries(dist_expr_unittest
-    gtest_main pthread ${AUTOPPL_LIBS})
+    autoppl_gtest_main pthread ${AUTOPPL_LIBS})
 add_test(dist_expr_unittest dist_expr_unittest)
 
 ######################################################
@@ -112,7 +112,7 @@ if (AUTOPPL_ENABLE_TEST_COVERAGE)
     target_link_libraries(model_expr_unittest gcov)
 endif()
 target_link_libraries(model_expr_unittest
-    gtest_main pthread ${AUTOPPL_LIBS})
+    autoppl_gtest_main pthread ${AUTOPPL_LIBS})
 add_test(model_expr_unittest model_expr_unittest)
 
 ######################################################
@@ -137,7 +137,7 @@ if (AUTOPPL_ENABLE_TEST_COVERAGE)
     target_link_libraries(algorithm_unittest gcov)
 endif()
 target_link_libraries(algorithm_unittest
-    gtest_main pthread ${AUTOPPL_LIBS})
+    autoppl_gtest_main pthread ${AUTOPPL_LIBS})
 
 # Only on Linux: link with openblas and lapack
 if (UNIX AND NOT APPLE)
@@ -164,5 +164,5 @@ if (AUTOPPL_ENABLE_TEST_COVERAGE)
     target_link_libraries(expr_builder_unittest gcov)
 endif()
 target_link_libraries(expr_builder_unittest
-    gtest_main pthread ${AUTOPPL_LIBS})
+    autoppl_gtest_main pthread ${AUTOPPL_LIBS})
 add_test(expr_builder_unittest expr_builder_unittest)