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.. currentmodule:: qinfer

Performance Testing


These functions provide performance testing support, allowing for the quick comparison of models, experiment design heuristics and quality parameters. QInfer's performance testing functionality can be quickly applied without writing lots of boilerplate code every time. For instance:

>>> import qinfer
>>> n_particles = int(1e5)
>>> perf = qinfer.perf_test(
...     qinfer.SimplePrecessionModel(), n_particles,
...     qinfer.UniformDistribution([0, 1]), 200,
...     qinfer.ExpSparseHeuristic
... )

Function Reference

.. autofunction:: perf_test

.. autofunction:: perf_test_multiple

Performance Results Structure

Perfromance results, as collected by :func:`perf_test`, are returned as a record array with several fields, each describing a different metric collected by QInfer about the performance. In addition to these fields, each field in model.expparams_dtype is added as a field to the performance results structure to record what measurements are performed.

For a single performance trial, the shape of the performance results array is (n_exp, ), such that perf[idx_exp] returns metrics describing the performance immediately following collecting the datum idx_exp. Some fields are not scalar-valued, such that perf[field] then has shape (n_exp, ) + field_shape.

On the other hand, when multiple trials are collected by perf_test_multiple, the results are returned as an array with the same fields, but with an additional index over trials, for a shape of (n_trials, n_exp).

Field Type Shape
elapsed_time float scalar
Time (in seconds) elapsed during the SMC update for this experiment. Includes resampling, but excludes experiment design, generation of "true" data and calculation of performance metrics.
loss float scalar
Decision-theoretic loss incured by the estimate after updating with this experiment, given by the quadratic loss \Tr(Q (\hat{\vec{x}} -\vec{x}) (\hat{\vec{x}} - \vec{x})^{\mathrm{T}}). If the true and estimation models have different numbers of parameters, the loss will only be evaluated for those parameters that are in common (aligning the two vectors at the right).
resample_count int scalar
Number of times that resampling was performed on the SMC updater.
outcome int scalar
Outcome of the experiment that was performed.
true float (true_model.n_modelparams, )
Vector of model parameters used to simulate data. For time-dependent models, this changes with each experiment as per true_model.update_timestep.
est float (model.n_modelparams, )
Mean vector of model parameters over the current posterior.