Make tranquilo an optional dependency (#464)

.envs/testenv-linux.yml

@@ -16,13 +16,13 @@ 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
   - pip:  # dev, tests, docs
       - DFO-LS  # dev, tests
       - Py-BOBYQA  # dev, tests

.envs/testenv-others.yml

@@ -15,13 +15,13 @@ 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
   - pip:  # dev, tests, docs
       - DFO-LS  # dev, tests
       - Py-BOBYQA  # dev, tests

.github/workflows/main.yml

@@ -21,9 +21,9 @@ jobs:
         os:
           - ubuntu-latest
         python-version:
-          - '3.8'
           - '3.9'
           - '3.10'
+          - '3.11'
     steps:
       - uses: actions/checkout@v3
       - name: create build environment
@@ -54,9 +54,9 @@ jobs:
           - macos-latest
           - windows-latest
         python-version:
-          - '3.8'
           - '3.9'
           - '3.10'
+          - '3.11'
     steps:
       - uses: actions/checkout@v3
       - name: create build environment

CHANGES.md

@@ -4,6 +4,27 @@ 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
 

docs/rtd_environment.yml

@@ -17,7 +17,6 @@ dependencies:
   - ipython_genutils
   - myst-nb
   - pydata-sphinx-theme<=0.12.0
-  - numba
   - pybaum
   - matplotlib
   - seaborn

docs/source/conf.py

@@ -77,6 +77,7 @@
     "petsc4py",
     "statsmodels",
     "numba",
+    "tranquilo",
 ]
 
 extlinks = {

environment.yml

@@ -22,7 +22,6 @@ 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
@@ -35,6 +34,7 @@ dependencies:
   - sphinx-copybutton  # docs
   - sphinx-panels  # docs
   - sphinxcontrib-bibtex  # docs
+  - tranquilo>=0.0.4  # dev, tests
   - pip:  # dev, tests, docs
       - DFO-LS  # dev, tests
       - Py-BOBYQA  # dev, tests

pyproject.toml

@@ -91,6 +91,7 @@ filterwarnings = [
     "ignore:Widget._widget_types is deprecated",
     "ignore:Widget.widget_types is deprecated",
     "ignore:Widget.widgets is deprecated",
+    "ignore:Parallelization together with",
 ]
 addopts = ["--doctest-modules"]
 markers = [

setup.cfg

@@ -39,7 +39,6 @@ install_requires =
     click
     cloudpickle
     joblib
-    numba
     numpy>=1.17.0
     pandas
     plotly

src/estimagic/algorithms.py

@@ -0,0 +1,46 @@
+import inspect
+
+from estimagic.optimization import (
+    bhhh,
+    cyipopt_optimizers,
+    fides_optimizers,
+    nag_optimizers,
+    neldermead,
+    nlopt_optimizers,
+    pounders,
+    pygmo_optimizers,
+    scipy_optimizers,
+    simopt_optimizers,
+    tao_optimizers,
+    tranquilo,
+)
+
+MODULES = [
+    cyipopt_optimizers,
+    fides_optimizers,
+    nag_optimizers,
+    nlopt_optimizers,
+    pygmo_optimizers,
+    scipy_optimizers,
+    simopt_optimizers,
+    tao_optimizers,
+    bhhh,
+    neldermead,
+    pounders,
+    tranquilo,
+]
+
+ALL_ALGORITHMS = {}
+AVAILABLE_ALGORITHMS = {}
+for module in MODULES:
+    func_dict = dict(inspect.getmembers(module, inspect.isfunction))
+    for name, func in func_dict.items():
+        if hasattr(func, "_algorithm_info"):
+            ALL_ALGORITHMS[name] = func
+            if func._algorithm_info.is_available:
+                AVAILABLE_ALGORITHMS[name] = func
+
+
+GLOBAL_ALGORITHMS = [
+    name for name, func in ALL_ALGORITHMS.items() if func._algorithm_info.is_global
+]

src/estimagic/benchmarking/cartis_roberts.py

@@ -16,8 +16,16 @@
 """
 from functools import partial
 
-from numba import njit
 import numpy as np
+from estimagic.config import IS_NUMBA_INSTALLED
+
+if IS_NUMBA_INSTALLED:
+    from numba import njit
+else:
+
+    def njit(func):
+        return func
+
 
 from estimagic.benchmarking.more_wild import (
     brown_almost_linear,

src/estimagic/benchmarking/run_benchmark.py

@@ -10,7 +10,7 @@
 import numpy as np
 
 from estimagic import batch_evaluators
-from estimagic.optimization import AVAILABLE_ALGORITHMS
+from estimagic.algorithms import AVAILABLE_ALGORITHMS
 from estimagic.optimization.optimize import minimize
 from pybaum import tree_just_flatten
 from estimagic.parameters.tree_registry import get_registry

src/estimagic/config.py

@@ -87,6 +87,22 @@
     IS_SIMOPT_INSTALLED = True
 
 
+try:
+    import tranquilo  # noqa: F401
+except ImportError:
+    IS_TRANQUILO_INSTALLED = False
+else:
+    IS_TRANQUILO_INSTALLED = True
+
+
+try:
+    import numba  # noqa: F401
+except ImportError:
+    IS_NUMBA_INSTALLED = False
+else:
+    IS_NUMBA_INSTALLED = True
+
+
 # =================================================================================
 # Dashboard Defaults
 # =================================================================================

src/estimagic/optimization/__init__.py

@@ -1,46 +0,0 @@
-import inspect
-
-from estimagic.optimization import (
-    bhhh,
-    cyipopt_optimizers,
-    fides_optimizers,
-    nag_optimizers,
-    neldermead,
-    nlopt_optimizers,
-    pounders,
-    pygmo_optimizers,
-    scipy_optimizers,
-    simopt_optimizers,
-    tao_optimizers,
-)
-from estimagic.optimization.tranquilo import tranquilo
-
-MODULES = [
-    cyipopt_optimizers,
-    fides_optimizers,
-    nag_optimizers,
-    nlopt_optimizers,
-    pygmo_optimizers,
-    scipy_optimizers,
-    simopt_optimizers,
-    tao_optimizers,
-    bhhh,
-    neldermead,
-    pounders,
-    tranquilo,
-]
-
-ALL_ALGORITHMS = {}
-AVAILABLE_ALGORITHMS = {}
-for module in MODULES:
-    func_dict = dict(inspect.getmembers(module, inspect.isfunction))
-    for name, func in func_dict.items():
-        if hasattr(func, "_algorithm_info"):
-            ALL_ALGORITHMS[name] = func
-            if func._algorithm_info.is_available:
-                AVAILABLE_ALGORITHMS[name] = func
-
-
-GLOBAL_ALGORITHMS = [
-    name for name, func in ALL_ALGORITHMS.items() if func._algorithm_info.is_global
-]

src/estimagic/optimization/get_algorithm.py

@@ -9,7 +9,7 @@
     list_of_dicts_to_dict_of_lists,
 )
 from estimagic.logging.write_to_database import update_row
-from estimagic.optimization import ALL_ALGORITHMS
+from estimagic.algorithms import ALL_ALGORITHMS
 from estimagic.utilities import propose_alternatives