Merge branch 'main' into performance-changes

optimagic-dev · Apr 26, 2024 · 20562e2 · 20562e2
2 parents 9dab4fb + 5574283
commit 20562e2
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diff --git a/.envs/testenv-linux.yml b/.envs/testenv-linux.yml
@@ -16,13 +16,14 @@ dependencies:
   - click  # run, tests
   - cloudpickle  # run, tests
   - joblib  # run, tests
-  - numba  # run, tests
   - numpy>=1.17.0  # run, tests
   - pandas  # run, tests
   - plotly  # run, tests
   - pybaum >= 0.1.2  # run, tests
   - scipy>=1.2.1  # run, tests
   - sqlalchemy  # run, tests
+  - tranquilo>=0.0.4  # dev, tests
+  - seaborn  # dev, tests
   - pip:  # dev, tests, docs
       - DFO-LS  # dev, tests
       - Py-BOBYQA  # dev, tests

diff --git a/.envs/testenv-others.yml b/.envs/testenv-others.yml
@@ -4,7 +4,7 @@ channels:
   - conda-forge
   - nodefaults
 dependencies:
-  - cyipopt
+  - cyipopt<=1.2.0
   - nlopt  # dev, tests
   - pip  # dev, tests, docs
   - pytest  # dev, tests
@@ -15,13 +15,14 @@ dependencies:
   - click  # run, tests
   - cloudpickle  # run, tests
   - joblib  # run, tests
-  - numba  # run, tests
   - numpy>=1.17.0  # run, tests
   - pandas  # run, tests
   - plotly  # run, tests
   - pybaum >= 0.1.2  # run, tests
   - scipy>=1.2.1  # run, tests
   - sqlalchemy  # run, tests
+  - tranquilo>=0.0.4  # dev, tests
+  - seaborn  # dev, tests
   - pip:  # dev, tests, docs
       - DFO-LS  # dev, tests
       - Py-BOBYQA  # dev, tests

diff --git a/.envs/testenv-pandas.yml b/.envs/testenv-pandas.yml
@@ -0,0 +1,31 @@
+---
+name: estimagic
+channels:
+  - conda-forge
+  - nodefaults
+dependencies:
+  - pandas<2.0.0
+  - nlopt  # dev, tests
+  - pip  # dev, tests, docs
+  - pytest  # dev, tests
+  - pytest-cov  # tests
+  - pytest-xdist  # dev, tests
+  - statsmodels  # dev, tests
+  - bokeh<=2.4.3  # run, tests
+  - click  # run, tests
+  - cloudpickle  # run, tests
+  - joblib  # run, tests
+  - numpy>=1.17.0  # run, tests
+  - plotly  # run, tests
+  - pybaum >= 0.1.2  # run, tests
+  - scipy>=1.2.1  # run, tests
+  - sqlalchemy  # run, tests
+  - tranquilo>=0.0.4  # dev, tests
+  - seaborn  # dev, tests
+  - pip:  # dev, tests, docs
+      - DFO-LS  # dev, tests
+      - Py-BOBYQA  # dev, tests
+      - fides==0.7.4  # dev, tests
+      - kaleido  # dev, tests
+      - simoptlib==1.0.1  # dev, tests
+      - -e ../
diff --git a/.envs/update_envs.py b/.envs/update_envs.py
@@ -32,16 +32,28 @@ def main():
 
     ## test environment others
     test_env_others = deepcopy(test_env)
-    test_env_others.insert(_insert_idx, "  - cyipopt")
+    test_env_others.insert(_insert_idx, "  - cyipopt<=1.2.0")
+
+    ## test environment for pandas version 1
+    test_env_pandas = deepcopy(test_env)
+    test_env_pandas = [line for line in test_env_pandas if "pandas" not in line]
+    test_env_pandas.insert(_insert_idx, "  - pandas<2.0.0")
 
     # create docs testing environment
 
     docs_env = [line for line in lines if _keep_line(line, "docs")]
     docs_env.append("      - -e ../")  # add local installation
 
     # write environments
-    for name, env in zip(["linux", "others"], [test_env_linux, test_env_others]):
-        Path(f".envs/testenv-{name}.yml").write_text("\n".join(env) + "\n")
+    for name, env in zip(
+        ["linux", "others", "pandas"],
+        [test_env_linux, test_env_others, test_env_pandas],
+    ):
+        # Specify newline to avoid wrong line endings on Windows.
+        # See: https://stackoverflow.com/a/69869641
+        Path(f".envs/testenv-{name}.yml").write_text(
+            "\n".join(env) + "\n", newline="\n"
+        )
 
 
 if __name__ == "__main__":

diff --git a/.github/workflows/main.yml b/.github/workflows/main.yml
@@ -21,9 +21,10 @@ jobs:
         os:
           - ubuntu-latest
         python-version:
-          - '3.8'
           - '3.9'
           - '3.10'
+          - '3.11'
+          - '3.12'
     steps:
       - uses: actions/checkout@v3
       - name: create build environment
@@ -54,9 +55,9 @@ jobs:
           - macos-latest
           - windows-latest
         python-version:
-          - '3.8'
           - '3.9'
           - '3.10'
+          - '3.11'
     steps:
       - uses: actions/checkout@v3
       - name: create build environment
@@ -72,6 +73,36 @@ jobs:
         run: |
           micromamba activate estimagic
           pytest -m "not slow and not jax"
+  run-tests-with-old-pandas:
+    # This job is only for testing if estimagic works with older pandas versions, as
+    # many pandas functions we use will be deprecated in pandas 3. estimagic's behavior
+    # for older verions is handled in src/estimagic/compat.py.
+    name: Run tests for ${{ matrix.os}} on ${{ matrix.python-version }} with pandas 1
+    runs-on: ${{ matrix.os }}
+    strategy:
+      fail-fast: false
+      matrix:
+        os:
+          - ubuntu-latest
+        python-version:
+          - '3.11'
+    steps:
+      - uses: actions/checkout@v3
+      - name: create build environment
+        uses: mamba-org/provision-with-micromamba@main
+        with:
+          environment-file: ./.envs/testenv-pandas.yml
+          environment-name: estimagic
+          cache-env: true
+          extra-specs: |
+            python=${{ matrix.python-version }}
+      - name: run pytest
+        shell: bash -l {0}
+        run: |
+          micromamba activate estimagic
+          pytest tests/visualization
+          pytest tests/parameters
+          pytest tests/inference
   code-in-docs:
     name: Run code snippets in documentation
     runs-on: ubuntu-latest

diff --git a/.gitignore b/.gitignore
@@ -73,7 +73,9 @@ instance/
 docs/_build/
 docs/build/
 docs/source/_build/
-docs/source/getting_started/*.db
+docs/source/**/*.db
+docs/source/**/*.db-shm
+docs/source/**/*.db-wal
 docs/source/refs.bib.bak
 
 # PyBuilder

diff --git a/.pre-commit-config.yaml b/.pre-commit-config.yaml
@@ -6,7 +6,7 @@ repos:
       - id: check-useless-excludes
         # - id: identity  # Prints all files passed to pre-commits. Debugging.
   - repo: https://github.com/lyz-code/yamlfix
-    rev: 1.9.0
+    rev: 1.16.0
     hooks:
       - id: yamlfix
         exclude: tests/optimization/fixtures
@@ -19,7 +19,7 @@ repos:
         always_run: true
         require_serial: true
   - repo: https://github.com/pre-commit/pre-commit-hooks
-    rev: v4.4.0
+    rev: v4.5.0
     hooks:
       - id: check-added-large-files
         args:
@@ -52,22 +52,22 @@ repos:
       - id: check-docstring-first
         exclude: src/estimagic/optimization/algo_options.py
   - repo: https://github.com/adrienverge/yamllint.git
-    rev: v1.29.0
+    rev: v1.35.1
     hooks:
       - id: yamllint
         exclude: tests/optimization/fixtures
   - repo: https://github.com/psf/black
-    rev: 23.1.0
+    rev: 24.3.0
     hooks:
       - id: black
         language_version: python3.10
   - repo: https://github.com/asottile/blacken-docs
-    rev: 1.13.0
+    rev: 1.16.0
     hooks:
       - id: blacken-docs
         exclude: docs/source/how_to_guides/optimization/how_to_specify_constraints.md
   - repo: https://github.com/PyCQA/docformatter
-    rev: v1.5.1
+    rev: v1.7.5
     hooks:
       - id: docformatter
         args:
@@ -77,26 +77,18 @@ repos:
           - --wrap-descriptions
           - '88'
           - --blank
-  - repo: https://github.com/charliermarsh/ruff-pre-commit
-    rev: v0.0.254
+        exclude: src/estimagic/optimization/algo_options.py
+  - repo: https://github.com/astral-sh/ruff-pre-commit
+    rev: v0.3.5
     hooks:
       - id: ruff
-      #   args:
-      #     - --verbose
-  # - repo: https://github.com/kynan/nbstripout
-  #   rev: 0.6.1
-  #   hooks:
-  #     - id: nbstripout
-  #       args:
-  #         - --extra-keys
-  #         - metadata.kernelspec metadata.language_info.version metadata.vscode
   - repo: https://github.com/nbQA-dev/nbQA
-    rev: 1.6.3
+    rev: 1.8.5
     hooks:
       - id: nbqa-black
       - id: nbqa-ruff
   - repo: https://github.com/executablebooks/mdformat
-    rev: 0.7.16
+    rev: 0.7.17
     hooks:
       - id: mdformat
         additional_dependencies:
@@ -107,7 +99,7 @@ repos:
           - '88'
         files: (README\.md)
   - repo: https://github.com/executablebooks/mdformat
-    rev: 0.7.16
+    rev: 0.7.17
     hooks:
       - id: mdformat
         additional_dependencies:
@@ -118,7 +110,7 @@ repos:
           - '88'
         files: (docs/.)
   - repo: https://github.com/asottile/setup-cfg-fmt
-    rev: v2.2.0
+    rev: v2.5.0
     hooks:
       - id: setup-cfg-fmt
   - repo: https://github.com/mgedmin/check-manifest

diff --git a/CHANGES.md b/CHANGES.md
@@ -4,6 +4,36 @@ This is a record of all past estimagic releases and what went into them in rever
 chronological order. We follow [semantic versioning](https://semver.org/) and all
 releases are available on [Anaconda.org](https://anaconda.org/OpenSourceEconomics/estimagic).
 
+Following the [scientific python guidelines](https://scientific-python.org/specs/spec-0000/)
+we drop the official support for Python 3.8.
+
+
+## 0.4.6
+
+This release drastically improves the optimizer benchmarking capabilities, especially
+with noisy functions and parallel optimizers. It makes tranquilo and numba optional
+dependencies and is the first version of estimagic to be compatible with Python
+3.11.
+
+
+- {gh}`464` Makes tranquilo and numba optional dependencies ({ghuser}`janosg`)
+- {gh}`461` Updates docstrings for procss_benchmark_results ({ghuser}`segsell`)
+- {gh}`460` Fixes several bugs in the processing of benchmark results with noisy
+  functions ({ghuser}`janosg`)
+- {gh}`459` Prepares benchmarking functionality for parallel optimizers
+  ({ghuser}`mpetrosian` and {ghuser}`janosg`)
+- {gh}`457` Removes some unused files ({ghuser}`segsell`)
+- {gh}`455` Improves a local pre-commit hook ({ghuser}`ChristianZimpelmann`)
+
+
+## 0.4.5
+
+- {gh}`379` Improves the estimation table ({ghuser}`ChristianZimpelmann`)
+- {gh}`445` fixes line endings in local pre-commit hook ({ghuser}`ChristianZimpelmann`)
+- {gh}`443`, {gh}`444`, {gh}`445`, {gh}`446`, {gh}`448` and {gh}`449` are a major
+  refactoring of tranquilo ({ghuser}`timmens` and {ghuser}`janosg`)
+- {gh}`441` Adds an aggregated convergence plot for benchmarks ({ghuser}`mpetrosian`)
+- {gh}`435` Completes the cartis-roberts benchmark set ({ghuser}`segsell`)
 
 ## 0.4.4
 

diff --git a/README.md b/README.md
@@ -23,7 +23,7 @@ provides functionality to perform statistical inference on estimated parameters.
 
 - estimagic wraps algorithms from *scipy.optimize*, *nlopt*, *pygmo* and more.
 - estimagic implements constraints efficiently via reparametrization, so you can solve
-  constrained problems with any optimzer that supports bounds.
+  constrained problems with any optimizer that supports bounds.
 - The parameters of an optimization problem can be arbitrary pytrees
 - The complete history of parameters and function evaluations can be saved in a database
   for maximum reproducibility.

diff --git a/codecov.yml b/codecov.yml
@@ -9,7 +9,7 @@ coverage:
   status:
     patch:
       default:
-        target: 70%
+        target: 30%
     project:
       default:
         target: 90%
@@ -25,3 +25,4 @@ ignore:
   - src/estimagic/optimization/subsolvers/_steihaug_toint_fast.py
   - src/estimagic/optimization/subsolvers/gqtpar_fast.py
   - src/estimagic/optimization/tranquilo/clustering.py
+  - tests/optimization/test_tao_optimizers.py
diff --git a/docs/rtd_environment.yml b/docs/rtd_environment.yml
@@ -4,7 +4,7 @@ channels:
   - conda-forge
   - nodefaults
 dependencies:
-  - python=3.9
+  - python=3.10
   - pip
   - setuptools_scm
   - toml
@@ -16,8 +16,7 @@ dependencies:
   - ipython
   - ipython_genutils
   - myst-nb
-  - pydata-sphinx-theme<=0.12.0
-  - numba
+  - pydata-sphinx-theme
   - pybaum
   - matplotlib
   - seaborn