[benchmark] Fix quantile estimation type

The correct quantile estimation type for printing all measurements in the summary report while `quantile == num-samples - 1` is R-1, SAS-3.  It's the inverse of empirical distribution function.

References:
* https://en.wikipedia.org/wiki/Quantile#Estimating_quantiles_from_a_sample
* discussion in https://github.com/apple/swift/pull/19097#issuecomment-421238197
This commit is contained in:
Pavol Vaskovic
2018-09-19 22:42:40 +02:00
parent 541c48f9e4
commit a9f0ce4338
3 changed files with 21 additions and 16 deletions

View File

@@ -34,8 +34,7 @@ import re
import sys
from bisect import bisect, bisect_left, bisect_right
from collections import namedtuple
from decimal import Decimal, ROUND_HALF_EVEN
from math import sqrt
from math import ceil, sqrt
class Sample(namedtuple('Sample', 'i num_iters runtime')):
@@ -143,15 +142,12 @@ class PerformanceTestSamples(object):
return self.samples[-1].runtime
def quantile(self, q):
"""Return runtime of a sample nearest to the quantile.
"""Return runtime for given quantile.
Explicitly uses round-half-to-even rounding algorithm to match the
behavior of numpy's quantile(interpolation='nearest') and quantile
estimate type R-3, SAS-2. See:
Equivalent to quantile estimate type R-1, SAS-3. See:
https://en.wikipedia.org/wiki/Quantile#Estimating_quantiles_from_a_sample
"""
index = int(Decimal((self.count - 1) * Decimal(q))
.quantize(0, ROUND_HALF_EVEN))
index = max(0, int(ceil(self.count * float(q))) - 1)
return self.samples[index].runtime
@property

View File

@@ -62,6 +62,17 @@ class TestPerformanceTestSamples(unittest.TestCase):
self.assertEquals(s.num_iters, 42)
self.assertEquals(s.runtime, 1000)
def test_quantile(self):
self.assertEquals(self.samples.quantile(1), 1000)
self.assertEquals(self.samples.quantile(0), 1000)
self.samples.add(Sample(2, 1, 1100))
self.assertEquals(self.samples.quantile(0), 1000)
self.assertEquals(self.samples.quantile(1), 1100)
self.samples.add(Sample(3, 1, 1050))
self.assertEquals(self.samples.quantile(0), 1000)
self.assertEquals(self.samples.quantile(.5), 1050)
self.assertEquals(self.samples.quantile(1), 1100)
def assertEqualFiveNumberSummary(self, ss, expected_fns):
e_min, e_q1, e_median, e_q3, e_max = expected_fns
self.assertEquals(ss.min, e_min)
@@ -81,7 +92,7 @@ class TestPerformanceTestSamples(unittest.TestCase):
self.samples, (1000, 1000, 1050, 1100, 1100))
self.samples.add(Sample(4, 1, 1025))
self.assertEqualFiveNumberSummary(
self.samples, (1000, 1025, 1050, 1050, 1100))
self.samples, (1000, 1000, 1025, 1050, 1100))
self.samples.add(Sample(5, 1, 1075))
self.assertEqualFiveNumberSummary(
self.samples, (1000, 1025, 1050, 1075, 1100))
@@ -447,7 +458,7 @@ Totals,2"""
self.assertTrue(isinstance(result, PerformanceTestResult))
self.assertEquals(result.min, 350815)
self.assertEquals(result.max, 376131)
self.assertEquals(result.median, 363094)
self.assertEquals(result.median, 358817)
self.assertAlmostEquals(result.sd, 8443.37, places=2)
self.assertAlmostEquals(result.mean, 361463.25, places=2)
self.assertEquals(result.num_samples, 8)

View File

@@ -31,15 +31,13 @@ struct BenchResults {
self.stats = self.samples.reduce(into: Stats(), Stats.collect)
}
/// Return sample at index nearest to the `quantile`.
/// Return measured value for given `quantile`.
///
/// Explicitly uses round-half-to-even rounding algorithm to match the
/// behavior of numpy's quantile(interpolation='nearest') and quantile
/// estimate type R-3, SAS-2. See:
/// Equivalent to quantile estimate type R-1, SAS-3. See:
/// https://en.wikipedia.org/wiki/Quantile#Estimating_quantiles_from_a_sample
subscript(_ quantile: Double) -> T {
let index = Int(
(Double(samples.count - 1) * quantile).rounded(.toNearestOrEven))
let index = Swift.max(0,
Int((Double(samples.count) * quantile).rounded(.up)) - 1)
return samples[index]
}