Fix benchmarks

.gitignore

@@ -23,5 +23,4 @@ scratchpad.jl
 /docs/src/index.md
 /docs/src/examples/*.md
 
-*.pdf
-*.png
+*.pdf

benchmark/Manifest.toml

@@ -1,9 +1,14 @@
 # This file is machine-generated - editing it directly is not advised
 
-julia_version = "1.10.0"
+julia_version = "1.10.1"
 manifest_format = "2.0"
 project_hash = "e05ed926575e94b72904ad898b09f017dc14d96a"
 
+[[deps.ArgCheck]]
+git-tree-sha1 = "a3a402a35a2f7e0b87828ccabbd5ebfbebe356b4"
+uuid = "dce04be8-c92d-5529-be00-80e4d2c0e197"
+version = "2.3.0"
+
 [[deps.ArgTools]]
 uuid = "0dad84c5-d112-42e6-8d28-ef12dabb789f"
 version = "1.1.1"
@@ -34,9 +39,9 @@ version = "0.5.1"
 
 [[deps.ChainRulesCore]]
 deps = ["Compat", "LinearAlgebra"]
-git-tree-sha1 = "1287e3872d646eed95198457873249bd9f0caed2"
+git-tree-sha1 = "892b245fdec1c511906671b6a5e1bafa38a727c1"
 uuid = "d360d2e6-b24c-11e9-a2a3-2a2ae2dbcce4"
-version = "1.20.1"
+version = "1.22.0"
 weakdeps = ["SparseArrays"]
 
     [deps.ChainRulesCore.extensions]
@@ -50,9 +55,9 @@ version = "0.7.4"
 
 [[deps.Compat]]
 deps = ["TOML", "UUIDs"]
-git-tree-sha1 = "75bd5b6fc5089df449b5d35fa501c846c9b6549b"
+git-tree-sha1 = "d2c021fbdde94f6cdaa799639adfeeaa17fd67f5"
 uuid = "34da2185-b29b-5c13-b0c7-acf172513d20"
-version = "4.12.0"
+version = "4.13.0"
 weakdeps = ["Dates", "LinearAlgebra"]
 
     [deps.Compat.extensions]
@@ -61,7 +66,7 @@ weakdeps = ["Dates", "LinearAlgebra"]
 [[deps.CompilerSupportLibraries_jll]]
 deps = ["Artifacts", "Libdl"]
 uuid = "e66e0078-7015-5450-92f7-15fbd957f2ae"
-version = "1.0.5+1"
+version = "1.1.0+0"
 
 [[deps.Crayons]]
 git-tree-sha1 = "249fe38abf76d48563e2f4556bebd215aa317e15"
@@ -81,9 +86,9 @@ version = "1.6.1"
 
 [[deps.DataStructures]]
 deps = ["Compat", "InteractiveUtils", "OrderedCollections"]
-git-tree-sha1 = "ac67408d9ddf207de5cfa9a97e114352430f01ed"
+git-tree-sha1 = "1fb174f0d48fe7d142e1109a10636bc1d14f5ac2"
 uuid = "864edb3b-99cc-5e75-8d2d-829cb0a9cfe8"
-version = "0.18.16"
+version = "0.18.17"
 
 [[deps.DataValueInterfaces]]
 git-tree-sha1 = "bfc1187b79289637fa0ef6d4436ebdfe6905cbd6"
@@ -155,13 +160,13 @@ deps = ["Random"]
 uuid = "9fa8497b-333b-5362-9e8d-4d0656e87820"
 
 [[deps.HMMBenchmark]]
-deps = ["BenchmarkTools", "CSV", "DataFrames", "Distributions", "HiddenMarkovModels", "LinearAlgebra", "Pkg", "Random", "SparseArrays", "StableRNGs", "Statistics"]
+deps = ["BenchmarkTools", "CSV", "DataFrames", "Distributions", "HiddenMarkovModels", "InteractiveUtils", "LinearAlgebra", "Pkg", "Random", "SparseArrays", "StableRNGs", "Statistics"]
 path = "../libs/HMMBenchmark"
 uuid = "557005d5-2e4a-43f9-8aa7-ba8df2d03179"
 version = "0.1.0"
 
 [[deps.HiddenMarkovModels]]
-deps = ["ChainRulesCore", "DensityInterface", "DocStringExtensions", "FillArrays", "LinearAlgebra", "PrecompileTools", "Random", "SparseArrays", "StatsAPI"]
+deps = ["ArgCheck", "ChainRulesCore", "DensityInterface", "DocStringExtensions", "FillArrays", "LinearAlgebra", "PrecompileTools", "Random", "SparseArrays", "StatsAPI", "StatsFuns"]
 path = ".."
 uuid = "84ca31d5-effc-45e0-bfda-5a68cd981f47"
 version = "0.4.0"
@@ -257,9 +262,9 @@ uuid = "37e2e46d-f89d-539d-b4ee-838fcccc9c8e"
 
 [[deps.LogExpFunctions]]
 deps = ["DocStringExtensions", "IrrationalConstants", "LinearAlgebra"]
-git-tree-sha1 = "7d6dd4e9212aebaeed356de34ccf262a3cd415aa"
+git-tree-sha1 = "18144f3e9cbe9b15b070288eef858f71b291ce37"
 uuid = "2ab3a3ac-af41-5b50-aa03-7779005ae688"
-version = "0.3.26"
+version = "0.3.27"
 
     [deps.LogExpFunctions.extensions]
     LogExpFunctionsChainRulesCoreExt = "ChainRulesCore"
@@ -309,7 +314,7 @@ version = "1.2.0"
 [[deps.OpenBLAS_jll]]
 deps = ["Artifacts", "CompilerSupportLibraries_jll", "Libdl"]
 uuid = "4536629a-c528-5b80-bd46-f80d51c5b363"
-version = "0.3.23+2"
+version = "0.3.23+4"
 
 [[deps.OpenLibm_jll]]
 deps = ["Artifacts", "Libdl"]
@@ -469,9 +474,9 @@ version = "0.34.2"
 
 [[deps.StatsFuns]]
 deps = ["HypergeometricFunctions", "IrrationalConstants", "LogExpFunctions", "Reexport", "Rmath", "SpecialFunctions"]
-git-tree-sha1 = "f625d686d5a88bcd2b15cd81f18f98186fdc0c9a"
+git-tree-sha1 = "cef0472124fab0695b58ca35a77c6fb942fdab8a"
 uuid = "4c63d2b9-4356-54db-8cca-17b64c39e42c"
-version = "1.3.0"
+version = "1.3.1"
 weakdeps = ["ChainRulesCore", "InverseFunctions"]
 
     [deps.StatsFuns.extensions]

libs/HMMBenchmark/Project.toml

@@ -9,6 +9,7 @@ CSV = "336ed68f-0bac-5ca0-87d4-7b16caf5d00b"
 DataFrames = "a93c6f00-e57d-5684-b7b6-d8193f3e46c0"
 Distributions = "31c24e10-a181-5473-b8eb-7969acd0382f"
 HiddenMarkovModels = "84ca31d5-effc-45e0-bfda-5a68cd981f47"
+InteractiveUtils = "b77e0a4c-d291-57a0-90e8-8db25a27a240"
 LinearAlgebra = "37e2e46d-f89d-539d-b4ee-838fcccc9c8e"
 Pkg = "44cfe95a-1eb2-52ea-b672-e2afdf69b78f"
 Random = "9a3f8284-a2c9-5f02-9a11-845980a1fd5c"

libs/HMMBenchmark/src/HMMBenchmark.jl

@@ -1,6 +1,7 @@
 module HMMBenchmark
 
-using Base.Threads
+using Base.Threads: Threads
+using InteractiveUtils: InteractiveUtils
 using BenchmarkTools: @benchmarkable, BenchmarkGroup
 using CSV: CSV
 using DataFrames: DataFrame
@@ -33,5 +34,6 @@ include("instance.jl")
 include("params.jl")
 include("hiddenmarkovmodels.jl")
 include("suite.jl")
+include("setup.jl")
 
 end

libs/HMMBenchmark/src/hiddenmarkovmodels.jl

@@ -5,11 +5,11 @@ function build_model(::HiddenMarkovModelsImplem, instance::Instance, params::Par
     (; custom_dist, nb_states, obs_dim) = instance
     (; init, trans, means, stds) = params
 
-    if custom_dist
-        dists = [LightDiagNormal(means[:, i], stds[:, i]) for i in 1:nb_states]
+    if obs_dim == 1
+        dists = [Normal(means[1, i], stds[1, i]) for i in 1:nb_states]
     else
-        if obs_dim == 1
-            dists = [Normal(means[1, i], stds[1, i]) for i in 1:nb_states]
+        if custom_dist
+            dists = [LightDiagNormal(means[:, i], stds[:, i]) for i in 1:nb_states]
         else
             dists = [MvNormal(means[:, i], Diagonal(stds[:, i])) for i in 1:nb_states]
         end
@@ -43,32 +43,38 @@ function build_benchmarkables(
     if "forward" in algos
         benchs["forward"] = @benchmarkable begin
             forward($hmm, $obs_seq, $control_seq; seq_ends=$seq_ends)
-        end evals = 1 samples = 100
+        end evals = 1 samples = 10
+    end
+    if "forward!" in algos
         benchs["forward!"] = @benchmarkable begin
             forward!(f_storage, $hmm, $obs_seq, $control_seq; seq_ends=$seq_ends)
-        end evals = 1 samples = 100 setup = (
+        end evals = 1 samples = 10 setup = (
             f_storage = initialize_forward($hmm, $obs_seq, $control_seq; seq_ends=$seq_ends)
         )
     end
 
     if "viterbi" in algos
         benchs["viterbi"] = @benchmarkable begin
             viterbi($hmm, $obs_seq, $control_seq; seq_ends=$seq_ends)
-        end evals = 1 samples = 100
+        end evals = 1 samples = 10
+    end
+    if "viterbi!" in algos
         benchs["viterbi!"] = @benchmarkable begin
             viterbi!(v_storage, $hmm, $obs_seq, $control_seq; seq_ends=$seq_ends)
-        end evals = 1 samples = 100 setup = (
+        end evals = 1 samples = 10 setup = (
             v_storage = initialize_viterbi($hmm, $obs_seq, $control_seq; seq_ends=$seq_ends)
         )
     end
 
     if "forward_backward" in algos
         benchs["forward_backward"] = @benchmarkable begin
             forward_backward($hmm, $obs_seq, $control_seq; seq_ends=$seq_ends)
-        end evals = 1 samples = 100
+        end evals = 1 samples = 10
+    end
+    if "forward_backward!" in algos
         benchs["forward_backward!"] = @benchmarkable begin
             forward_backward!(fb_storage, $hmm, $obs_seq, $control_seq; seq_ends=$seq_ends)
-        end evals = 1 samples = 100 setup = (
+        end evals = 1 samples = 10 setup = (
             fb_storage = initialize_forward_backward(
                 $hmm, $obs_seq, $control_seq; seq_ends=$seq_ends
             )
@@ -86,7 +92,9 @@ function build_benchmarkables(
                 atol=-Inf,
                 loglikelihood_increasing=false,
             )
-        end evals = 1 samples = 100
+        end evals = 1 samples = 10
+    end
+    if "baum_welch!" in algos
         benchs["baum_welch!"] = @benchmarkable begin
             baum_welch!(
                 fb_storage,
@@ -99,7 +107,7 @@ function build_benchmarkables(
                 atol=-Inf,
                 loglikelihood_increasing=false,
             )
-        end evals = 1 samples = 100 setup = (
+        end evals = 1 samples = 10 setup = (
             hmm_guess = build_model($implem, $instance, $params);
             fb_storage = initialize_forward_backward(
                 hmm_guess, $obs_seq, $control_seq; seq_ends=$seq_ends

libs/HMMBenchmark/src/setup.jl

@@ -1,7 +1,7 @@
-function print_julia_setup(; path)
+function print_julia_setup(path)
     open(path, "w") do file
         redirect_stdout(file) do
-            versioninfo()
+            InteractiveUtils.versioninfo()
             println("\n# Multithreading\n")
             println("Julia threads = $(Threads.nthreads())")
             println("OpenBLAS threads = $(BLAS.get_num_threads())")

libs/HMMComparison/experiments/performance.jl

@@ -0,0 +1,62 @@
+using Pkg
+Pkg.activate(joinpath(@__DIR__, ".."))
+Pkg.develop(; path=joinpath(@__DIR__, "..", "..", ".."))
+Pkg.develop(; path=joinpath(@__DIR__, "..", "..", "HMMBenchmark"))
+
+@assert Base.Threads.nthreads() == 1
+
+# see https://superfastpython.com/numpy-number-blas-threads/
+ENV["MKL_NUM_THREADS"] = 1
+ENV["NUMEXPR_NUM_THREADS"] = 1
+ENV["OMP_NUM_THREADS"] = 1
+ENV["OPENBLAS_NUM_THREADS"] = 1
+ENV["VECLIB_MAXIMUM_THREADS"] = 1
+
+# see https://github.com/google/jax/issues/743
+ENV["XLA_FLAGS"] = "--xla_cpu_multi_thread_eigen=false intra_op_parallelism_threads=1"
+
+using BenchmarkTools
+using LinearAlgebra
+using PythonCall  # Python process starts now
+using StableRNGs
+using HMMComparison
+
+# see https://pytorch.org/docs/stable/generated/torch.set_num_threads.html
+pyimport("torch").set_num_threads(1)
+
+rng = StableRNG(63)
+
+print_julia_setup(joinpath(@__DIR__, "results", "julia_setup.txt"))
+print_python_setup(joinpath(@__DIR__, "results", "python_setup.txt"))
+
+implems = [
+    HiddenMarkovModelsImplem(),  #
+    HMMBaseImplem(),  #
+    hmmlearnImplem(),  #
+    pomegranateImplem(),  #
+    dynamaxImplem(),  #
+]
+
+algos = ["forward", "viterbi", "forward_backward", "baum_welch"]
+
+instances = Instance[]
+
+for nb_states in 2:2:16
+    push!(
+        instances,
+        Instance(;
+            custom_dist=true,
+            sparse=false,
+            nb_states=nb_states,
+            obs_dim=1,
+            seq_length=200,
+            nb_seqs=100,
+            bw_iter=5,
+        ),
+    )
+end
+
+SUITE = define_suite(rng, implems; instances, algos)
+
+results = BenchmarkTools.run(SUITE; verbose=true)
+data = parse_results(results; path=joinpath(@__DIR__, "results", "results.csv"))

libs/HMMComparison/test/plots.jl → libs/HMMComparison/experiments/plots.jl

@@ -2,7 +2,7 @@ using DataFrames
 using Plots
 using HMMComparison
 
-data = read_results(joinpath(@__DIR__, "results.csv"))
+data = read_results(joinpath(@__DIR__, "results", "results.csv"))
 
 sort!(data, [:algo, :implem, :nb_states])
 
@@ -13,7 +13,7 @@ implems = [
     "pomegranate",  #
     "dynamax",  #
 ]
-algos = ["forward", "baum_welch"]
+algos = ["viterbi", "forward", "forward_backward", "baum_welch"]
 
 markershapes = [:star5, :circle, :diamond, :hexagon, :pentagon, :utriangle]
 
@@ -24,6 +24,7 @@ for algo in algos
         yscale=:log,
         xlabel="nb states",
         ylabel="runtime (s)",
+        xticks=unique(data[!, :nb_states]),
         legend=:outerright,
         margin=5Plots.mm,
     )
@@ -33,10 +34,6 @@ for algo in algos
             pl,
             subdata[!, :nb_states],
             subdata[!, :time_median] ./ 1e9;
-            yerror=(
-                (subdata[!, :time_median] .- subdata[!, :time_quantile25]) ./ 1e9,
-                (subdata[!, :time_quantile75] .- subdata[!, :time_median]) ./ 1e9,
-            ),
             label=implem,
             markershape=markershapes[i],
             markerstrokecolor=:auto,
@@ -46,5 +43,5 @@ for algo in algos
         )
     end
     display(pl)
-    savefig(pl, joinpath(@__DIR__, "$(algo).png"))
+    savefig(pl, joinpath(@__DIR__, "results", "$(algo).pdf"))
 end