Merge branch 'master' of github.com:floswald/SMM.jl into better_parallel

.github/workflows/ci.yml

@@ -0,0 +1,71 @@
+name: CI
+on:
+  push:
+    branches: [master]
+    tags: ["*"]
+  pull_request:
+jobs:
+  test:
+    if: "!contains(github.event.head_commit.message, 'skip ci')"
+    name: Julia ${{ matrix.version }} - ${{ matrix.os }} - ${{ matrix.arch }} - ${{ github.event_name }}
+    runs-on: ${{ matrix.os }}
+    strategy:
+      fail-fast: false
+      matrix:
+        version:
+          - '1' # automatically expands to the latest stable 1.x release of Julia
+        os:
+          - ubuntu-latest
+        arch:
+          - x64
+          - x86
+        include:
+          # test macOS and Windows with latest Julia only
+          - os: macOS-latest
+            arch: x64
+            version: 1
+          - os: windows-latest
+            arch: x64
+            version: 1
+          - os: windows-latest
+            arch: x86
+            version: 1
+    steps:
+      - uses: actions/checkout@v2
+      - uses: julia-actions/setup-julia@v1
+        with:
+          version: ${{ matrix.version }}
+          arch: ${{ matrix.arch }}
+      - uses: actions/cache@v1
+        env:
+          cache-name: cache-artifacts
+        with:
+          path: ~/.julia/artifacts
+          key: ${{ runner.os }}-test-${{ env.cache-name }}-${{ hashFiles('**/Project.toml') }}
+          restore-keys: |
+            ${{ runner.os }}-test-${{ env.cache-name }}-
+            ${{ runner.os }}-test-
+            ${{ runner.os }}-
+      - uses: julia-actions/julia-buildpkg@v1
+      - uses: julia-actions/julia-runtest@v1
+      # - uses: julia-actions/julia-processcoverage@v1
+      # - uses: codecov/codecov-action@v1
+      #   with:
+      #     file: lcov.info
+  # docs:
+  #   name: Documentation
+  #   runs-on: ubuntu-latest
+  #   steps:
+  #     - uses: actions/checkout@v2
+  #     - uses: julia-actions/setup-julia@v1
+  #       with:
+  #         version: '1'
+  #     - run: |
+  #         julia --project=docs -e '
+  #           using Pkg
+  #           Pkg.develop(PackageSpec(path=pwd()))
+  #           Pkg.instantiate()'
+  #     - run: julia --project=docs docs/make.jl
+  #       env:
+  #         GITHUB_TOKEN: ${{ secrets.GITHUB_TOKEN }}
+  #         DOCUMENTER_KEY: ${{ secrets.DOCUMENTER_KEY }}

Project.toml

@@ -20,6 +20,7 @@ PDMats = "90014a1f-27ba-587c-ab20-58faa44d9150"
 Plots = "91a5bcdd-55d7-5caf-9e0b-520d859cae80"
 ProgressMeter = "92933f4c-e287-5a05-a399-4b506db050ca"
 Random = "9a3f8284-a2c9-5f02-9a11-845980a1fd5c"
+Revise = "295af30f-e4ad-537b-8983-00126c2a3abe"
 Statistics = "10745b16-79ce-11e8-11f9-7d13ad32a3b2"
 StatsPlots = "f3b207a7-027a-5e70-b257-86293d7955fd"
 Test = "8dfed614-e22c-5e08-85e1-65c5234f0b40"

README.md

@@ -28,9 +28,75 @@ This package provides a `Julia` infrastructure for *[Simulated Method of Moments
 [![][docs-stable-img]][docs-stable-url]
 
 
-### Example Notebook
+### Examples
 
-Please check out a fully worked example in [`src/example.ipynb`](src/example.ipynb).
+Please check out a fully worked example in [`src/Examples.jl`](src/Examples.jl).
+
+Here is a working session comparing serial vs parallel performance on a test objective function. Notice that parallel performance hinges on the objective function being reasonably expensive to compute (at least 0.1 seconds per function evaluation) - otherwise the overhead from data transfer is just too high.
+
+```julia
+julia> using SMM
+[ Info: Precompiling SMM [bc769cb7-f249-5bba-802a-79f18cb247ec]
+
+julia> x = SMM.serialNormal(2,200,slow = true)
+[ Info: Starting estimation loop.
+Progress: 100%|██████████████████████████████████████████████| Time: 0:01:05
+┌ Warning: could not find 'filename' in algo.opts - not saving anything
+└ @ SMM ~/.julia/dev/SMM/src/mopt/AlgoAbstract.jl:67
+[ Info: Done with estimation after 1.1 minutes
+summary(MA) = 3×5 DataFrame
+ Row │ id     acc_rate   perc_exchanged  exchanged_most_with  best_val
+     │ Int64  Float64    Float64         Int64                Float64
+─────┼──────────────────────────────────────────────────────────────────
+   1 │     1  0.0793651             5.5                    2  0.0023224
+   2 │     2  0.0819672             8.5                    1  0.0126754
+   3 │     3  0.115183              4.5                    2  0.0145625
+(
+BGP Algorithm with 3 BGPChains
+============================
+
+Algorithm
+---------
+Current iteration: 200
+Number of params to estimate: 2
+Number of moments to match: 2
+
+, Plot{Plots.GRBackend() n=2}, Plot{Plots.GRBackend() n=3})
+
+julia> using Distributed
+
+julia> addprocs(2, exeflags="--project=.")  # you don't need the `exeflag` if you `add`ed the package regularly!
+2-element Array{Int64,1}:
+ 2
+ 3
+
+julia> @everywhere using SMM
+
+julia> x = SMM.serialNormal(2,200,slow = true)
+[ Info: Starting estimation loop.
+Progress: 100%|█████████████████████████████████████████████| Time: 0:00:49
+┌ Warning: could not find 'filename' in algo.opts - not saving anything
+└ @ SMM ~/.julia/dev/SMM/src/mopt/AlgoAbstract.jl:67
+[ Info: Done with estimation after 0.8 minutes
+summary(MA) = 3×5 DataFrame
+ Row │ id     acc_rate   perc_exchanged  exchanged_most_with  best_val
+     │ Int64  Float64    Float64         Int64                Float64
+─────┼───────────────────────────────────────────────────────────────────
+   1 │     1  0.117347              2.0                    2  0.00246371
+   2 │     2  0.0899471             5.5                    3  0.103399
+   3 │     3  0.161458              4.0                    2  0.139263
+(
+BGP Algorithm with 3 BGPChains
+============================
+
+Algorithm
+---------
+Current iteration: 200
+Number of params to estimate: 2
+Number of moments to match: 2
+
+, Plot{Plots.GRBackend() n=2}, Plot{Plots.GRBackend() n=3})
+```
 
 ## Contributing
 

src/SMM.jl

@@ -2,8 +2,6 @@
 
 module SMM
 
-__precompile__(false)
-
 # Dependencies
 # ############