Create benchmark suite

.github/workflows/benchmark_pr.yml

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+name: Benchmark a pull request
+
+on:
+  pull_request_target:
+    branches:
+      - master
+
+permissions:
+  pull-requests: write
+
+jobs:
+    generate_plots:
+        runs-on: ubuntu-latest
+
+        steps:
+            - uses: actions/checkout@v4
+            - uses: julia-actions/setup-julia@v1
+              with:
+                version: "1"
+            - uses: julia-actions/cache@v1
+            - name: Extract Package Name from Project.toml
+              id: extract-package-name
+              run: |
+                PACKAGE_NAME=$(grep "^name" Project.toml | sed 's/^name = "\(.*\)"$/\1/')
+                echo "::set-output name=package_name::$PACKAGE_NAME"
+            - name: Build AirspeedVelocity
+              env:
+                JULIA_NUM_THREADS: 2
+              run: |
+                # Lightweight build step, as sometimes the runner runs out of memory:
+                julia -e 'ENV["JULIA_PKG_PRECOMPILE_AUTO"]=0; import Pkg; Pkg.add(;url="https://github.com/MilesCranmer/AirspeedVelocity.jl.git")'
+                julia -e 'ENV["JULIA_PKG_PRECOMPILE_AUTO"]=0; import Pkg; Pkg.build("AirspeedVelocity")'
+            - name: Add ~/.julia/bin to PATH
+              run: |
+                echo "$HOME/.julia/bin" >> $GITHUB_PATH
+            - name: Run benchmarks
+              run: |
+                echo $PATH
+                ls -l ~/.julia/bin
+                mkdir results
+                benchpkg ${{ steps.extract-package-name.outputs.package_name }} --rev="${{github.event.repository.default_branch}},${{github.event.pull_request.head.sha}}" --url=${{ github.event.repository.clone_url }} --bench-on="${{github.event.pull_request.head.sha}}" --output-dir=results/ --exeflags="-O3 --threads=auto"
+            - name: Create plots from benchmarks
+              run: |
+                mkdir -p plots
+                benchpkgplot ${{ steps.extract-package-name.outputs.package_name }} --rev="${{github.event.repository.default_branch}},${{github.event.pull_request.head.sha}}" --npart=10 --format=png --input-dir=results/ --output-dir=plots/
+            - name: Upload plot as artifact
+              uses: actions/upload-artifact@v4
+              with:
+                name: plots
+                path: plots
+            - name: Create markdown table from benchmarks
+              run: |
+                benchpkgtable ${{ steps.extract-package-name.outputs.package_name }} --rev="${{github.event.repository.default_branch}},${{github.event.pull_request.head.sha}}" --input-dir=results/ --ratio > table.md
+                echo '### Benchmark Results' > body.md
+                echo '' >> body.md
+                echo '' >> body.md
+                cat table.md >> body.md
+                echo '' >> body.md
+                echo '' >> body.md
+                echo '### Benchmark Plots' >> body.md
+                echo 'A plot of the benchmark results have been uploaded as an artifact to the workflow run for this PR.' >> body.md
+                echo 'Go to "Actions"->"Benchmark a pull request"->[the most recent run]->"Artifacts" (at the bottom).' >> body.md
+
+            - name: Find Comment
+              uses: peter-evans/find-comment@v2
+              id: fcbenchmark
+              with:
+                issue-number: ${{ github.event.pull_request.number }}
+                comment-author: 'github-actions[bot]'
+                body-includes: Benchmark Results
+
+            - name: Comment on PR
+              uses: peter-evans/create-or-update-comment@v3
+              with:
+                comment-id: ${{ steps.fcbenchmark.outputs.comment-id }}
+                issue-number: ${{ github.event.pull_request.number }}
+                body-path: body.md
+                edit-mode: replace

benchmark/Project.toml

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+[deps]
+BenchmarkTools = "6e4b80f9-dd63-53aa-95a3-0cdb28fa8baf"

benchmark/benchmarks.jl

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+using BenchmarkTools
+using Optim
+using Random: MersenneTwister, seed!
+
+const SUITE = BenchmarkGroup()
+
+# Example function to optimize
+function gabor(x, phi)
+    # Optimization example from "Understanding Deep Learning"; Prince, 2023
+    return sin(phi[1] + 0.06 * phi[2] * x) * exp(-(phi[1] + 0.06 * phi[1] * x)^2 / 32.0)
+end
+
+tests = (;
+    first_order=(;
+        loss_generator=(X, Y) -> (phi -> sum(i -> (gabor(X[i], phi) - Y[i])^2, eachindex(X, Y))),
+        init_phi=() -> [1.0, 6.0],
+        true_phi=() -> [0.0, 16.6],
+        domain=() -> LinRange(-15.0, 15.0, 64),
+        options=() -> Optim.Options(iterations=100),
+        optimizers=[
+            :Adam,
+            :AdaMax,
+            :BFGS,
+            :LBFGS,
+            :NGMRES,
+            :ConjugateGradient,
+            :GradientDescent,
+            :MomentumGradientDescent,
+        ],
+    )
+)
+
+for order in keys(tests), optimizer in tests[order].optimizers
+    isdefined(@__MODULE__, optimizer) || continue
+    SUITE["multivariate"]["solvers"][order][optimizer] = @benchmarkable(
+        optimize(loss, init_phi, opt, options),
+        setup = (
+            test = $(tests[order]);
+            init_phi = test.init_phi();
+            true_phi = test.true_phi();
+            opt = $(eval(optimizer))();
+            options = test.options();
+            rng = MersenneTwister(0);
+            X = collect(test.domain());
+            noise = 0.1 * randn(rng, length(X));
+            Y = map(i -> gabor(X[i], true_phi) + noise[i], eachindex(X, noise));
+            loss = test.loss_generator(X, Y);
+            seed!(1)
+        )
+    )
+end
+
+
+results = run(SUITE)
+