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benchmarks/ubp.py

Lines changed: 1 addition & 22 deletions
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@@ -232,25 +232,4 @@ def step(y, dW):
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timer = Timer(stmt="_ = homemade_simu().block_until_ready()", globals=globals())
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total_time = timer.timeit(number=num_runs)
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print(f"Pure Jax: {total_time / num_runs:.6f}")
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"""
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Results on Mac M1 CPU:
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VBT: 0.204524
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Old UBP: 0.017464
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New UBP + Precompute: 0.002440
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Pure Jax: 0.002908
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Results on A100 GPU:
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VBT: 2.275057
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Old UBP: 0.112461
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New UBP + Precompute: 0.111837
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Pure Jax: 0.261937
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For small ndt (e.g. 100) the pure jax is faster, but the diffrax overhead
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becomes less important as the time increases.
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GPU being much slower isn't unsurprising and is a common trend for
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small-medium sized SDEs with VFs that are relatively cheap to evaluate
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(i.e. not neural networks).
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"""
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print(f"Pure Jax: {total_time / num_runs:.6f}")

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