Merge branch 'main' into fisher-linop

.github/workflows/test.yaml

@@ -29,11 +29,11 @@ jobs:
  python -m pip install --upgrade pip
  make install-test
  - name: Run test
- if: contains('refs/heads/master refs/heads/development', github.ref)
+ if: contains('refs/heads/main', github.ref)
  run: |
  make test
  - name: Run test-light
- if: contains('refs/heads/master refs/heads/development', github.ref) != 1
+ if: contains('refs/heads/main', github.ref) != 1
  run: |
  make test-light
 

changelog.md

@@ -16,6 +16,9 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
 - Update Github action versions and cache `pip`
  ([PR](https://github.com/f-dangel/curvlinops/pull/129))
 
+- Re-activate Monte-Carlo tests, refactor, and reduce their run time
+ ([PR](https://github.com/f-dangel/curvlinops/pull/131))
+
 ## [2.0.0] - 2024-08-15
 
 This major release is almost fully backward compatible with the `1.x.y` release

curvlinops/examples/utils.py

@@ -31,9 +31,13 @@ def report_nonclose(
  if allclose(array1, array2, rtol=rtol, atol=atol, equal_nan=equal_nan):
  print("Compared arrays match.")
  else:
+ nonclose_entries = 0
  for a1, a2 in zip(array1.flatten(), array2.flatten()):
  if not isclose(a1, a2, atol=atol, rtol=rtol, equal_nan=equal_nan):
  print(f"{a1} ≠ {a2} (ratio {a1 / a2:.5f})")
+ nonclose_entries += 1
  print(f"Max: {array1.max():.5f}, {array2.max():.5f}")
  print(f"Min: {array1.min():.5f}, {array2.min():.5f}")
+ print(f"Nonclose entries: {nonclose_entries} / {array1.size}")
+ print(f"rtol = {rtol}, atol= {atol}")
  raise ValueError("Compared arrays don't match.")

test/test_fisher.py

@@ -1,7 +1,7 @@
 """Contains tests for ``curvlinops/fisher.py``."""
 
 from collections.abc import MutableMapping
-from contextlib import suppress
+from contextlib import redirect_stdout, suppress
 
 from numpy import random, zeros_like
 from pytest import mark, raises
@@ -10,11 +10,11 @@
 from curvlinops.examples.functorch import functorch_ggn
 from curvlinops.examples.utils import report_nonclose
 
-MAX_REPEATS_MC_SAMPLES = [(1_000_000, 1), (10_000, 100)]
+MAX_REPEATS_MC_SAMPLES = [(10_000, 1), (100, 100)]
 MAX_REPEATS_MC_SAMPLES_IDS = [
  f"max_repeats={n}-mc_samples={m}" for (n, m) in MAX_REPEATS_MC_SAMPLES
 ]
-CHECK_EVERY = 1_000
+CHECK_EVERY = 100
 
 
 @mark.montecarlo
@@ -59,17 +59,17 @@ def test_LinearOperator_matvec_expectation(
  Gx = G_functorch @ x
 
  Fx = zeros_like(x)
- atol, rtol = 1e-5, 1e-1
+ atol = 5e-3 * max(abs(Gx))
+ rtol = 1e-1
 
  for m in range(max_repeats):
  Fx += F @ x
  F_torch._seed += 1
 
  total_samples = (m + 1) * mc_samples
  if total_samples % CHECK_EVERY == 0:
- with suppress(ValueError):
+ with redirect_stdout(None), suppress(ValueError):
  report_nonclose(Fx / (m + 1), Gx, rtol=rtol, atol=atol)
- print(f"Converged after {m} iterations")
  return
 
  report_nonclose(Fx / max_repeats, Gx, rtol=rtol, atol=atol)
@@ -106,17 +106,17 @@ def test_LinearOperator_matmat_expectation(
  GX = G_functorch @ X
 
  FX = zeros_like(X)
- atol, rtol = 1e-5, 1e-1
+ atol = 5e-3 * max(abs(GX.flatten()))
+ rtol = 1.5e-1
 
  for m in range(max_repeats):
  FX += F @ X
  F_torch._seed += 1
 
  total_samples = (m + 1) * mc_samples
  if total_samples % CHECK_EVERY == 0:
- with suppress(ValueError):
+ with redirect_stdout(None), suppress(ValueError):
  report_nonclose(FX / (m + 1), GX, rtol=rtol, atol=atol)
- print(f"Converged after {m} iterations")
  return
 
- report_nonclose(FX, GX, rtol=rtol, atol=atol)
+ report_nonclose(FX / max_repeats, GX, rtol=rtol, atol=atol)