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new benchmark with sum of mvnorm pdfs #434

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merged 4 commits into from
Aug 27, 2024
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R-M-Lee
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@R-M-Lee R-M-Lee commented Aug 26, 2024

I had fun experimenting with this trying to make benchmarks that I thought were similar to real problems.

Perhaps it might prove interesting and useful to others too.

@R-M-Lee R-M-Lee requested a review from jduerholt August 26, 2024 19:33
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Looks good to me. I only added two minor comments. Just merge it when you are ready. And of course, I am interested in your benchmark results ;)

),
"valid_y": np.ones(len(X)),
},
index=range(len(X)),
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This is not necessary as the index is set to the range by default.

opt_on_boundary: bool = False,
N_unimportant_inputs: int = 2,
means: Optional[list] = None,
covmats: Optional[np.ndarray] = None,
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It would be nice to also add a seed argument of type seed: Optional[int] = None, to be able to reproduce randomly generated response surfaces.

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We should then also test in the test that it produces the same numbers when a seed is set.

@R-M-Lee R-M-Lee merged commit 13e2184 into main Aug 27, 2024
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@R-M-Lee R-M-Lee deleted the multinormal_pdf_benchmark branch August 27, 2024 12:57
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2 participants