Performance Testing

Introduction

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

qinfer.perf_test(model, n_particles, prior, n_exp, heuristic_class, true_model=None, true_prior=None, true_mps=None, extra_updater_args=None)[source]

Runs a trial of using SMC to estimate the parameters of a model, given a number of particles, a prior distribution and an experiment design heuristic.

Parameters:
  • model (qinfer.Model) – Model whose parameters are to be estimated.
  • n_particles (int) – Number of SMC particles to use.
  • prior (qinfer.Distribution) – Prior to use in selecting SMC particles.
  • n_exp (int) – Number of experimental data points to draw from the model.
  • heuristic_class (qinfer.Heuristic) – Constructor function for the experiment design heuristic to be used.
  • true_model (qinfer.Model) – Model to be used in generating experimental data. If None, assumed to be model.
  • true_prior (qinfer.Distribution) – Prior to be used in selecting the true model parameters. If None, assumed to be prior.
  • true_mps (np.ndarray) – The true model parameters. If None, it will be sampled from true_prior. Note that the performance record can only handle one outcome and therefore ONLY ONE TRUE MODEL. An error will occur if true_mps.shape[0] > 1 returns True.
  • extra_updater_args (dict) – Extra keyword arguments for the updater, such as resampling and zero-weight policies.
Rtype np.ndarray:
 

See Performance Results Structure for more details on the type returned by this function.

Returns:

A record array of performance metrics, indexed by the number of experiments performed.

qinfer.perf_test_multiple(n_trials, model, n_particles, prior, n_exp, heuristic_class, true_model=None, true_prior=None, apply=<class 'qinfer.perf_testing.apply_serial'>, tskmon_client=None, allow_failures=False, extra_updater_args=None, progressbar=None)[source]

Performance Results Structure

Perfromance results, as collected by perf_test(), are returned as a record array with several fields, each describing a different metric collected by QInfer about the performance. For a single performance trial, the shape of this array is (n_exp, ), such that perf[idx_exp] returns metrics describing the performance immediately following collecting the datum idx_exp.

Field Type Description
elapsed_time float 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 Decision-theoretic loss incured by the estimate after updating with this experiment, given by the quadratic loss \(\Tr(Q (\hat{\vec{x}} - \vec{x}) (\hat{\vec{x}} - \vec{x})^{\mathrm{T}})\).
resample_count int Number of times that resampling was performed on the SMC updater.