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JuliaStats / MixedModels.jl

A Julia package for fitting (statistical) mixed-effects models
http://juliastats.org/MixedModels.jl/stable
MIT License
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Consider RegressionTests.jl and Chairmarks.jl for benchmarking #753

Open dmbates opened 4 months ago

dmbates commented 4 months ago
dmbates commented 4 months ago

On an M1 Macbook Pro the results were

Table with 3 columns and 19 rows:
      dsnm        secs  frm
    ┌─────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────
 1  │ dyestuff2   0.1   yield ~ 1 + :(1 | batch)
 2  │ dyestuff    0.1   yield ~ 1 + :(1 | batch)
 3  │ machines    0.1   score ~ 1 + :(1 | Worker) + :(1 | Machine)
 4  │ pastes      0.1   strength ~ 1 + :(1 | batch & cask)
 5  │ pastes      0.1   strength ~ 1 + :(1 | batch / cask)
 6  │ penicillin  0.1   diameter ~ 1 + :(1 | plate) + :(1 | sample)
 7  │ sleepstudy  0.1   reaction ~ 1 + days + :(1 | subj)
 8  │ sleepstudy  0.1   reaction ~ 1 + days + :(zerocorr((1 + days) | subj))
 9  │ sleepstudy  0.1   reaction ~ 1 + days + :(1 | subj) + :((0 + days) | subj)
 10 │ sleepstudy  0.1   reaction ~ 1 + days + :((1 + days) | subj)
 11 │ kb07        0.1   :(log(rt_trunc)) ~ 1 + spkr + prec + load + :(1 | subj) + :(1 | item)
 12 │ kb07        0.1   :(log(rt_trunc)) ~ 1 + spkr + prec + load + spkr & prec + spkr & load + prec & load + spkr & prec & load + :(1 | …
 13 │ mrk17_exp1  1.0   :(1000 / rt) ~ 1 + F + P + Q + lQ + lT + F & P + F & Q + P & Q + F & lQ + P & lQ + Q & lQ + F & lT + P & lT + Q &…
 14 │ insteval    5.0   y ~ 1 + service + dept + service & dept + :(1 | s) + :(1 | d)
 15 │ insteval    5.0   y ~ 1 + service + :(1 | s) + :(1 | d) + :(1 | dept)
 16 │ kb07        5.0   :(log(rt_trunc)) ~ 1 + spkr + prec + load + spkr & prec + spkr & load + prec & load + spkr & prec & load + :((1 +…
 17 │ mrk17_exp1  25.0  :(1000 / rt) ~ 1 + F + P + Q + lQ + lT + F & P + F & Q + P & Q + F & lQ + P & lQ + Q & lQ + F & lT + P & lT + Q &…
 18 │ d3          25.0  y ~ 1 + u + :((1 + u) | g) + :((1 + u) | h) + :((1 + u) | i)
 19 │ ml1m        25.0  y ~ 1 + :(1 | g) + :(1 | h)

julia> res = runbmrk(tbl)
Table with 3 columns and 19 rows:
      dsnm        bmk                                                          frm
    ┌─────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────
 1  │ dyestuff2   Sample(time=8.2583e-5, allocs=1039, bytes=53040)             yield ~ 1 + :(1 | batch)
 2  │ dyestuff    Sample(time=8.3209e-5, allocs=1044, bytes=53136)             yield ~ 1 + :(1 | batch)
 3  │ machines    Sample(time=0.000216375, allocs=2029, bytes=102688)          score ~ 1 + :(1 | Worker) + :(1 | Machine)
 4  │ pastes      Sample(time=0.000117083, allocs=1477, bytes=91336)           strength ~ 1 + :(1 | batch & cask)
 5  │ pastes      Sample(time=0.000245833, allocs=2391, bytes=130592)          strength ~ 1 + :(1 | batch / cask)
 6  │ penicillin  Sample(time=0.000349334, allocs=2875, bytes=155280)          diameter ~ 1 + :(1 | plate) + :(1 | sample)
 7  │ sleepstudy  Sample(time=0.000109375, allocs=1187, bytes=95368)           reaction ~ 1 + days + :(1 | subj)
 8  │ sleepstudy  Sample(time=0.000215125, allocs=1753, bytes=128544)          reaction ~ 1 + days + :(zerocorr((1 + days) | subj))
 9  │ sleepstudy  Sample(time=0.000246875, allocs=2044, bytes=170896)          reaction ~ 1 + days + :(1 | subj) + :((0 + days) | subj)
 10 │ sleepstudy  Sample(time=0.000618667, allocs=2490, bytes=142272)          reaction ~ 1 + days + :((1 + days) | subj)
 11 │ kb07        Sample(time=0.00159417, allocs=12691, bytes=1293768)         :(log(rt_trunc)) ~ 1 + spkr + prec + load + :(1 | subj) + …
 12 │ kb07        Sample(time=0.00517542, allocs=15926, bytes=2628872)         :(log(rt_trunc)) ~ 1 + spkr + prec + load + spkr & prec + …
 13 │ mrk17_exp1  Sample(time=0.0700094, allocs=161656, bytes=118467680, gc_…  :(1000 / rt) ~ 1 + F + P + Q + lQ + lT + F & P + F & Q + P…
 14 │ insteval    Sample(time=0.297278, allocs=299482, bytes=141469552, gc_f…  y ~ 1 + service + dept + service & dept + :(1 | s) + :(1 |…
 15 │ insteval    Sample(time=0.579619, allocs=303283, bytes=53943424)         y ~ 1 + service + :(1 | s) + :(1 | d) + :(1 | dept)
 16 │ kb07        Sample(time=0.146926, allocs=57548, bytes=5561244)           :(log(rt_trunc)) ~ 1 + spkr + prec + load + spkr & prec + …
 17 │ mrk17_exp1  Sample(time=4.40508, allocs=263701, bytes=153506900, gc_fr…  :(1000 / rt) ~ 1 + F + P + Q + lQ + lT + F & P + F & Q + P…
 18 │ d3          Sample(time=4.36566, allocs=732859, bytes=165737656, gc_fr…  y ~ 1 + u + :((1 + u) | g) + :((1 + u) | h) + :((1 + u) | …
 19 │ ml1m        Sample(time=11.3488, allocs=2004602, bytes=430842888, gc_f…  y ~ 1 + :(1 | g) + :(1 | h)

If you print the second column with MIME("text/plain") you get the compact version.

julia> res.bmk
19-element Vector{Chairmarks.Sample}:
 82.583 μs (1039 allocs: 51.797 KiB)
 83.209 μs (1044 allocs: 51.891 KiB)
 216.375 μs (2029 allocs: 100.281 KiB)
 117.083 μs (1477 allocs: 89.195 KiB)
 245.833 μs (2391 allocs: 127.531 KiB)
 349.334 μs (2875 allocs: 151.641 KiB)
 109.375 μs (1187 allocs: 93.133 KiB)
 215.125 μs (1753 allocs: 125.531 KiB)
 246.875 μs (2044 allocs: 166.891 KiB)
 618.667 μs (2490 allocs: 138.938 KiB)
 1.594 ms (12691 allocs: 1.234 MiB)
 5.175 ms (15926 allocs: 2.507 MiB)
 70.009 ms (161656 allocs: 112.980 MiB, 1.94% gc time)
 297.278 ms (299482 allocs: 134.916 MiB, 0.54% gc time)
 579.619 ms (303283 allocs: 51.444 MiB)
 146.926 ms (57548 allocs: 5.304 MiB)
 4.405 s (263701 allocs: 146.396 MiB, 0.08% gc time)
 4.366 s (732859 allocs: 158.060 MiB, 0.04% gc time)
 11.349 s (2004602 allocs: 410.884 MiB, 0.11% gc time)

I'm not sure how to get that version in the display of the table.

codecov[bot] commented 4 months ago

Codecov Report

All modified and coverable lines are covered by tests :white_check_mark:

Project coverage is 96.93%. Comparing base (34899cf) to head (c90f3ab).

Additional details and impacted files ```diff @@ Coverage Diff @@ ## main #753 +/- ## ======================================= Coverage 96.93% 96.93% ======================================= Files 34 34 Lines 3358 3358 ======================================= Hits 3255 3255 Misses 103 103 ``` | [Flag](https://app.codecov.io/gh/JuliaStats/MixedModels.jl/pull/753/flags?src=pr&el=flags&utm_medium=referral&utm_source=github&utm_content=comment&utm_campaign=pr+comments&utm_term=JuliaStats) | Coverage Δ | | |---|---|---| | [current](https://app.codecov.io/gh/JuliaStats/MixedModels.jl/pull/753/flags?src=pr&el=flag&utm_medium=referral&utm_source=github&utm_content=comment&utm_campaign=pr+comments&utm_term=JuliaStats) | `96.87% <ø> (ø)` | | | [minimum](https://app.codecov.io/gh/JuliaStats/MixedModels.jl/pull/753/flags?src=pr&el=flag&utm_medium=referral&utm_source=github&utm_content=comment&utm_campaign=pr+comments&utm_term=JuliaStats) | `96.83% <ø> (ø)` | | | [nightly](https://app.codecov.io/gh/JuliaStats/MixedModels.jl/pull/753/flags?src=pr&el=flag&utm_medium=referral&utm_source=github&utm_content=comment&utm_campaign=pr+comments&utm_term=JuliaStats) | `96.43% <ø> (ø)` | | Flags with carried forward coverage won't be shown. [Click here](https://docs.codecov.io/docs/carryforward-flags?utm_medium=referral&utm_source=github&utm_content=comment&utm_campaign=pr+comments&utm_term=JuliaStats#carryforward-flags-in-the-pull-request-comment) to find out more.

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dmbates commented 4 months ago

Another data point

julia> res = runbmrk(tbl)
Table with 3 columns and 19 rows:
      bmk                                                                             dsnm        frm
    ┌────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────
 1  │ Sample(time=9.4062e-5, allocs=1029, bytes=52176)                                dyestuff2   yield ~ 1 + :(1 | batch)
 2  │ Sample(time=9.5404e-5, allocs=1034, bytes=52272)                                dyestuff    yield ~ 1 + :(1 | batch)
 3  │ Sample(time=0.000273862, allocs=2165, bytes=104800)                             machines    score ~ 1 + :(1 | Worker) + :(1 | Machine)
 4  │ Sample(time=0.000146979, allocs=1466, bytes=90456)                              pastes      strength ~ 1 + :(1 | batch & cask)
 5  │ Sample(time=0.000284636, allocs=2371, bytes=128864)                             pastes      strength ~ 1 + :(1 | batch / cask)
 6  │ Sample(time=0.000392762, allocs=2855, bytes=153424)                             penicillin  diameter ~ 1 + :(1 | plate) + :(1 | sample)
 7  │ Sample(time=0.000123226, allocs=1151, bytes=93560)                              sleepstudy  reaction ~ 1 + days + :(1 | subj)
 8  │ Sample(time=0.000373249, allocs=1743, bytes=127104)                             sleepstudy  reaction ~ 1 + days + :(zerocorr((1 + days) | subj))
 9  │ Sample(time=0.000417766, allocs=2033, bytes=169472)                             sleepstudy  reaction ~ 1 + days + :(1 | subj) + :((0 + days) | subj)
 10 │ Sample(time=0.00109645, allocs=2480, bytes=140832)                              sleepstudy  reaction ~ 1 + days + :((1 + days) | subj)
 11 │ Sample(time=0.00163458, allocs=12461, bytes=1281736)                            kb07        :(log(rt_trunc)) ~ 1 + spkr + prec + load + :(1 | subj) + :(1 | item)
 12 │ Sample(time=0.00758549, allocs=16064, bytes=2632632)                            kb07        :(log(rt_trunc)) ~ 1 + spkr + prec + load + spkr & prec + spkr & load + prec & load + spkr & prec & load + :(1 | subj) + :((1 + prec) | item)
 13 │ Sample(time=0.0767897, allocs=159445, bytes=118266464, gc_fraction=0.00927004)  mrk17_exp1  :(1000 / rt) ~ 1 + F + P + Q + lQ + lT + F & P + F & Q + P & Q + F & lQ + P & lQ + Q & lQ + F & lT + P & lT + Q & lT + lQ & lT + F & P & Q + F & P & lQ + F & Q & lQ + P & Q &…
 14 │ Sample(time=0.389135, allocs=299479, bytes=141466336, gc_fraction=0.00219119)   insteval    y ~ 1 + service + dept + service & dept + :(1 | s) + :(1 | d)
 15 │ Sample(time=0.797134, allocs=303602, bytes=53942976)                            insteval    y ~ 1 + service + :(1 | s) + :(1 | d) + :(1 | dept)
 16 │ Sample(time=0.188412, allocs=52410, bytes=5451148)                              kb07        :(log(rt_trunc)) ~ 1 + spkr + prec + load + spkr & prec + spkr & load + prec & load + spkr & prec & load + :((1 + spkr + prec + load) | subj) + :((1 + spkr + prec + load) | i…
 17 │ Sample(time=5.92026, allocs=281198, bytes=153694324, gc_fraction=0.000424185)   mrk17_exp1  :(1000 / rt) ~ 1 + F + P + Q + lQ + lT + F & P + F & Q + P & Q + F & lQ + P & lQ + Q & lQ + F & lT + P & lT + Q & lT + lQ & lT + F & P & Q + F & P & lQ + F & Q & lQ + P & Q &…
 18 │ Sample(time=13.6477, allocs=733319, bytes=165914536, gc_fraction=0.000517121)   d3          y ~ 1 + u + :((1 + u) | g) + :((1 + u) | h) + :((1 + u) | i)
 19 │ Sample(time=19.5966, allocs=2004582, bytes=430835656, gc_fraction=0.00134264)   ml1m        y ~ 1 + :(1 | g) + :(1 | h)

julia> versioninfo()
Julia Version 1.10.2
Commit bd47eca2c8a (2024-03-01 10:14 UTC)
Build Info:
  Official https://julialang.org/ release
Platform Info:
  OS: Linux (x86_64-linux-gnu)
  CPU: 8 × 11th Gen Intel(R) Core(TM) i7-1165G7 @ 2.80GHz
  WORD_SIZE: 64
  LIBM: libopenlibm
  LLVM: libLLVM-15.0.7 (ORCJIT, tigerlake)
Threads: 8 default, 0 interactive, 4 GC (on 8 virtual cores)
dmbates commented 3 weeks ago

It turns out that using RegressionTests.jl and @track to check for changes in benchmark runs takes a very long time and I don't think it is worth the cost. It is not terribly interesting to determine if there is a small decrease in time to fit a simple model and the methodology of RegressionTests.jl is not well-suited to comparing fitting speed on complex models.