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PSLmodels / OG-Core

An overlapping generations model framework for evaluating fiscal policies.
https://pslmodels.github.io/OG-Core/
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Testing alternative SS solutions -- DO NOT MERGE #905

Closed jdebacker closed 7 months ago

jdebacker commented 7 months ago

Included in this PR:

  1. A modification of SS.run_SS, which provides an argument to allow the user to specify if they would like to use the SS.SS_fsolve with opt.root to find the SS equilibrium (fsolve=True) or if they would like to use SS.SS_solver to use a bisection method to solve for the SS.
  2. Adds a script to run_examples to test the performance of these two.
jdebacker commented 7 months ago

My results were as follows:

Run time with SS fsolve =  45.24485778808594
Run time with SS Solver =  78.92088389396667

Also, note that the SS solver method (which does not use a root finder in the outer loop) was the only method of the two that generated performance warnings (although not many of them). e.g.:

2024-03-01 20:46:42,941 - distributed.utils_perf - WARNING - full garbage collections took 35% CPU time recently (threshold: 10%)

These results suggest that the worry I had after talking with @talumbau today -- that using parallelization through dask inside of a root finder was causing serious performance issues -- may not be well founded.

cc @rickecon