39 lines
955 B
Go
39 lines
955 B
Go
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// Copyright (c) 2026 Petr Balvín <opensource@petrbalvin.org> (https://petrbalvin.org)
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// SPDX-License-Identifier: MIT
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package stats
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import (
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"testing"
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"sourcedock.dev/petrbalvin/tensor/internal/core"
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)
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// BenchmarkQuantileRegressionFit measures the interior-point quantile
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// fit: the barrier Newton systems, the fraction-to-the-boundary walk
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// and the primal recovery, at a size where the per-iteration system
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// build is a visible share of the run.
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func BenchmarkQuantileRegressionFit(b *testing.B) {
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const n, p = 400, 8
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x, vals := regDesign(b, n, p, 0x5eed0041)
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src := &randSource{state: 0x5eed0042}
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yv := make([]float64, n)
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for i := range n {
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eta := 0.5
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for c := range p {
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eta += 0.25 * vals[i*p+c]
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}
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yv[i] = eta + (src.next()-0.5)*0.5
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}
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y, err := core.FromFloats(yv, n)
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if err != nil {
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b.Fatal(err)
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}
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b.ReportAllocs()
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for b.Loop() {
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if _, err := QuantileRegression(x, y, 0.5); err != nil {
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b.Fatal(err)
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}
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}
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}
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