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1# Benchmark Tools
2
3## compare.py
4
5The `compare.py` can be used to compare the result of benchmarks.
6
7### Dependencies
8The utility relies on the [scipy](https://www.scipy.org) package which can be installed using pip:
9```bash
10pip3 install -r requirements.txt
11```
12
13### Displaying aggregates only
14
15The switch `-a` / `--display_aggregates_only` can be used to control the
16displayment of the normal iterations vs the aggregates. When passed, it will
17be passthrough to the benchmark binaries to be run, and will be accounted for
18in the tool itself; only the aggregates will be displayed, but not normal runs.
19It only affects the display, the separate runs will still be used to calculate
20the U test.
21
22### Modes of operation
23
24There are three modes of operation:
25
261. Just compare two benchmarks
27The program is invoked like:
28
29``` bash
30$ compare.py benchmarks <benchmark_baseline> <benchmark_contender> [benchmark options]...
31```
32Where `<benchmark_baseline>` and `<benchmark_contender>` either specify a benchmark executable file, or a JSON output file. The type of the input file is automatically detected. If a benchmark executable is specified then the benchmark is run to obtain the results. Otherwise the results are simply loaded from the output file.
33
34`[benchmark options]` will be passed to the benchmarks invocations. They can be anything that binary accepts, be it either normal `--benchmark_*` parameters, or some custom parameters your binary takes.
35
36Example output:
37```
38$ ./compare.py benchmarks ./a.out ./a.out
39RUNNING: ./a.out --benchmark_out=/tmp/tmprBT5nW
40Run on (8 X 4000 MHz CPU s)
412017-11-07 21:16:44
42------------------------------------------------------
43Benchmark               Time           CPU Iterations
44------------------------------------------------------
45BM_memcpy/8            36 ns         36 ns   19101577   211.669MB/s
46BM_memcpy/64           76 ns         76 ns    9412571   800.199MB/s
47BM_memcpy/512          84 ns         84 ns    8249070   5.64771GB/s
48BM_memcpy/1024        116 ns        116 ns    6181763   8.19505GB/s
49BM_memcpy/8192        643 ns        643 ns    1062855   11.8636GB/s
50BM_copy/8             222 ns        222 ns    3137987   34.3772MB/s
51BM_copy/64           1608 ns       1608 ns     432758   37.9501MB/s
52BM_copy/512         12589 ns      12589 ns      54806   38.7867MB/s
53BM_copy/1024        25169 ns      25169 ns      27713   38.8003MB/s
54BM_copy/8192       201165 ns     201112 ns       3486   38.8466MB/s
55RUNNING: ./a.out --benchmark_out=/tmp/tmpt1wwG_
56Run on (8 X 4000 MHz CPU s)
572017-11-07 21:16:53
58------------------------------------------------------
59Benchmark               Time           CPU Iterations
60------------------------------------------------------
61BM_memcpy/8            36 ns         36 ns   19397903   211.255MB/s
62BM_memcpy/64           73 ns         73 ns    9691174   839.635MB/s
63BM_memcpy/512          85 ns         85 ns    8312329   5.60101GB/s
64BM_memcpy/1024        118 ns        118 ns    6438774   8.11608GB/s
65BM_memcpy/8192        656 ns        656 ns    1068644   11.6277GB/s
66BM_copy/8             223 ns        223 ns    3146977   34.2338MB/s
67BM_copy/64           1611 ns       1611 ns     435340   37.8751MB/s
68BM_copy/512         12622 ns      12622 ns      54818   38.6844MB/s
69BM_copy/1024        25257 ns      25239 ns      27779   38.6927MB/s
70BM_copy/8192       205013 ns     205010 ns       3479    38.108MB/s
71Comparing ./a.out to ./a.out
72Benchmark                 Time             CPU      Time Old      Time New       CPU Old       CPU New
73------------------------------------------------------------------------------------------------------
74BM_memcpy/8            +0.0020         +0.0020            36            36            36            36
75BM_memcpy/64           -0.0468         -0.0470            76            73            76            73
76BM_memcpy/512          +0.0081         +0.0083            84            85            84            85
77BM_memcpy/1024         +0.0098         +0.0097           116           118           116           118
78BM_memcpy/8192         +0.0200         +0.0203           643           656           643           656
79BM_copy/8              +0.0046         +0.0042           222           223           222           223
80BM_copy/64             +0.0020         +0.0020          1608          1611          1608          1611
81BM_copy/512            +0.0027         +0.0026         12589         12622         12589         12622
82BM_copy/1024           +0.0035         +0.0028         25169         25257         25169         25239
83BM_copy/8192           +0.0191         +0.0194        201165        205013        201112        205010
84```
85
86What it does is for the every benchmark from the first run it looks for the benchmark with exactly the same name in the second run, and then compares the results. If the names differ, the benchmark is omitted from the diff.
87As you can note, the values in `Time` and `CPU` columns are calculated as `(new - old) / |old|`.
88
892. Compare two different filters of one benchmark
90The program is invoked like:
91
92``` bash
93$ compare.py filters <benchmark> <filter_baseline> <filter_contender> [benchmark options]...
94```
95Where `<benchmark>` either specify a benchmark executable file, or a JSON output file. The type of the input file is automatically detected. If a benchmark executable is specified then the benchmark is run to obtain the results. Otherwise the results are simply loaded from the output file.
96
97Where `<filter_baseline>` and `<filter_contender>` are the same regex filters that you would pass to the `[--benchmark_filter=<regex>]` parameter of the benchmark binary.
98
99`[benchmark options]` will be passed to the benchmarks invocations. They can be anything that binary accepts, be it either normal `--benchmark_*` parameters, or some custom parameters your binary takes.
100
101Example output:
102```
103$ ./compare.py filters ./a.out BM_memcpy BM_copy
104RUNNING: ./a.out --benchmark_filter=BM_memcpy --benchmark_out=/tmp/tmpBWKk0k
105Run on (8 X 4000 MHz CPU s)
1062017-11-07 21:37:28
107------------------------------------------------------
108Benchmark               Time           CPU Iterations
109------------------------------------------------------
110BM_memcpy/8            36 ns         36 ns   17891491   211.215MB/s
111BM_memcpy/64           74 ns         74 ns    9400999   825.646MB/s
112BM_memcpy/512          87 ns         87 ns    8027453   5.46126GB/s
113BM_memcpy/1024        111 ns        111 ns    6116853    8.5648GB/s
114BM_memcpy/8192        657 ns        656 ns    1064679   11.6247GB/s
115RUNNING: ./a.out --benchmark_filter=BM_copy --benchmark_out=/tmp/tmpAvWcOM
116Run on (8 X 4000 MHz CPU s)
1172017-11-07 21:37:33
118----------------------------------------------------
119Benchmark             Time           CPU Iterations
120----------------------------------------------------
121BM_copy/8           227 ns        227 ns    3038700   33.6264MB/s
122BM_copy/64         1640 ns       1640 ns     426893   37.2154MB/s
123BM_copy/512       12804 ns      12801 ns      55417   38.1444MB/s
124BM_copy/1024      25409 ns      25407 ns      27516   38.4365MB/s
125BM_copy/8192     202986 ns     202990 ns       3454   38.4871MB/s
126Comparing BM_memcpy to BM_copy (from ./a.out)
127Benchmark                               Time             CPU      Time Old      Time New       CPU Old       CPU New
128--------------------------------------------------------------------------------------------------------------------
129[BM_memcpy vs. BM_copy]/8            +5.2829         +5.2812            36           227            36           227
130[BM_memcpy vs. BM_copy]/64          +21.1719        +21.1856            74          1640            74          1640
131[BM_memcpy vs. BM_copy]/512        +145.6487       +145.6097            87         12804            87         12801
132[BM_memcpy vs. BM_copy]/1024       +227.1860       +227.1776           111         25409           111         25407
133[BM_memcpy vs. BM_copy]/8192       +308.1664       +308.2898           657        202986           656        202990
134```
135
136As you can see, it applies filter to the benchmarks, both when running the benchmark, and before doing the diff. And to make the diff work, the matches are replaced with some common string. Thus, you can compare two different benchmark families within one benchmark binary.
137As you can note, the values in `Time` and `CPU` columns are calculated as `(new - old) / |old|`.
138
1393. Compare filter one from benchmark one to filter two from benchmark two:
140The program is invoked like:
141
142``` bash
143$ compare.py filters <benchmark_baseline> <filter_baseline> <benchmark_contender> <filter_contender> [benchmark options]...
144```
145
146Where `<benchmark_baseline>` and `<benchmark_contender>` either specify a benchmark executable file, or a JSON output file. The type of the input file is automatically detected. If a benchmark executable is specified then the benchmark is run to obtain the results. Otherwise the results are simply loaded from the output file.
147
148Where `<filter_baseline>` and `<filter_contender>` are the same regex filters that you would pass to the `[--benchmark_filter=<regex>]` parameter of the benchmark binary.
149
150`[benchmark options]` will be passed to the benchmarks invocations. They can be anything that binary accepts, be it either normal `--benchmark_*` parameters, or some custom parameters your binary takes.
151
152Example output:
153```
154$ ./compare.py benchmarksfiltered ./a.out BM_memcpy ./a.out BM_copy
155RUNNING: ./a.out --benchmark_filter=BM_memcpy --benchmark_out=/tmp/tmp_FvbYg
156Run on (8 X 4000 MHz CPU s)
1572017-11-07 21:38:27
158------------------------------------------------------
159Benchmark               Time           CPU Iterations
160------------------------------------------------------
161BM_memcpy/8            37 ns         37 ns   18953482   204.118MB/s
162BM_memcpy/64           74 ns         74 ns    9206578   828.245MB/s
163BM_memcpy/512          91 ns         91 ns    8086195   5.25476GB/s
164BM_memcpy/1024        120 ns        120 ns    5804513   7.95662GB/s
165BM_memcpy/8192        664 ns        664 ns    1028363   11.4948GB/s
166RUNNING: ./a.out --benchmark_filter=BM_copy --benchmark_out=/tmp/tmpDfL5iE
167Run on (8 X 4000 MHz CPU s)
1682017-11-07 21:38:32
169----------------------------------------------------
170Benchmark             Time           CPU Iterations
171----------------------------------------------------
172BM_copy/8           230 ns        230 ns    2985909   33.1161MB/s
173BM_copy/64         1654 ns       1653 ns     419408   36.9137MB/s
174BM_copy/512       13122 ns      13120 ns      53403   37.2156MB/s
175BM_copy/1024      26679 ns      26666 ns      26575   36.6218MB/s
176BM_copy/8192     215068 ns     215053 ns       3221   36.3283MB/s
177Comparing BM_memcpy (from ./a.out) to BM_copy (from ./a.out)
178Benchmark                               Time             CPU      Time Old      Time New       CPU Old       CPU New
179--------------------------------------------------------------------------------------------------------------------
180[BM_memcpy vs. BM_copy]/8            +5.1649         +5.1637            37           230            37           230
181[BM_memcpy vs. BM_copy]/64          +21.4352        +21.4374            74          1654            74          1653
182[BM_memcpy vs. BM_copy]/512        +143.6022       +143.5865            91         13122            91         13120
183[BM_memcpy vs. BM_copy]/1024       +221.5903       +221.4790           120         26679           120         26666
184[BM_memcpy vs. BM_copy]/8192       +322.9059       +323.0096           664        215068           664        215053
185```
186This is a mix of the previous two modes, two (potentially different) benchmark binaries are run, and a different filter is applied to each one.
187As you can note, the values in `Time` and `CPU` columns are calculated as `(new - old) / |old|`.
188
189### Note: Interpreting the output
190
191Performance measurements are an art, and performance comparisons are doubly so.
192Results are often noisy and don't necessarily have large absolute differences to
193them, so just by visual inspection, it is not at all apparent if two
194measurements are actually showing a performance change or not. It is even more
195confusing with multiple benchmark repetitions.
196
197Thankfully, what we can do, is use statistical tests on the results to determine
198whether the performance has statistically-significantly changed. `compare.py`
199uses [Mann–Whitney U
200test](https://en.wikipedia.org/wiki/Mann%E2%80%93Whitney_U_test), with a null
201hypothesis being that there's no difference in performance.
202
203**The below output is a summary of a benchmark comparison with statistics
204provided for a multi-threaded process.**
205```
206Benchmark                                               Time        CPU    Time Old      Time New       CPU Old       CPU New
207-----------------------------------------------------------------------------------------------------------------------------
208benchmark/threads:1/process_time/real_time_pvalue     0.0000     0.0000    U Test, Repetitions: 27 vs 27
209benchmark/threads:1/process_time/real_time_mean      -0.1442    -0.1442          90            77            90            77
210benchmark/threads:1/process_time/real_time_median    -0.1444    -0.1444          90            77            90            77
211benchmark/threads:1/process_time/real_time_stddev    +0.3974    +0.3933           0             0             0             0
212benchmark/threads:1/process_time/real_time_cv        +0.6329    +0.6280           0             0             0             0
213OVERALL_GEOMEAN                                      -0.1442    -0.1442           0             0             0             0
214```
215--------------------------------------------
216Here's a breakdown of each row:
217
218**benchmark/threads:1/process_time/real_time_pvalue**: This shows the _p-value_ for
219the statistical test comparing the performance of the process running with one
220thread. A value of 0.0000 suggests a statistically significant difference in
221performance. The comparison was conducted using the U Test (Mann-Whitney
222U Test) with 27 repetitions for each case.
223
224**benchmark/threads:1/process_time/real_time_mean**: This shows the relative
225difference in mean execution time between two different cases. The negative
226value (-0.1442) implies that the new process is faster by about 14.42%. The old
227time was 90 units, while the new time is 77 units.
228
229**benchmark/threads:1/process_time/real_time_median**: Similarly, this shows the
230relative difference in the median execution time. Again, the new process is
231faster by 14.44%.
232
233**benchmark/threads:1/process_time/real_time_stddev**: This is the relative
234difference in the standard deviation of the execution time, which is a measure
235of how much variation or dispersion there is from the mean. A positive value
236(+0.3974) implies there is more variance in the execution time in the new
237process.
238
239**benchmark/threads:1/process_time/real_time_cv**: CV stands for Coefficient of
240Variation. It is the ratio of the standard deviation to the mean. It provides a
241standardized measure of dispersion. An increase (+0.6329) indicates more
242relative variability in the new process.
243
244**OVERALL_GEOMEAN**: Geomean stands for geometric mean, a type of average that is
245less influenced by outliers. The negative value indicates a general improvement
246in the new process. However, given the values are all zero for the old and new
247times, this seems to be a mistake or placeholder in the output.
248
249-----------------------------------------
250
251
252
253Let's first try to see what the different columns represent in the above
254`compare.py` benchmarking output:
255
256  1. **Benchmark:** The name of the function being benchmarked, along with the
257     size of the input (after the slash).
258
259  2. **Time:** The average time per operation, across all iterations.
260
261  3. **CPU:** The average CPU time per operation, across all iterations.
262
263  4. **Iterations:** The number of iterations the benchmark was run to get a
264     stable estimate.
265
266  5. **Time Old and Time New:** These represent the average time it takes for a
267     function to run in two different scenarios or versions. For example, you
268     might be comparing how fast a function runs before and after you make some
269     changes to it.
270
271  6. **CPU Old and CPU New:** These show the average amount of CPU time that the
272     function uses in two different scenarios or versions. This is similar to
273     Time Old and Time New, but focuses on CPU usage instead of overall time.
274
275In the comparison section, the relative differences in both time and CPU time
276are displayed for each input size.
277
278
279A statistically-significant difference is determined by a **p-value**, which is
280a measure of the probability that the observed difference could have occurred
281just by random chance. A smaller p-value indicates stronger evidence against the
282null hypothesis.
283
284**Therefore:**
285  1. If the p-value is less than the chosen significance level (alpha), we
286     reject the null hypothesis and conclude the benchmarks are significantly
287     different.
288  2. If the p-value is greater than or equal to alpha, we fail to reject the
289     null hypothesis and treat the two benchmarks as similar.
290
291
292
293The result of said the statistical test is additionally communicated through color coding:
294```diff
295+ Green:
296```
297  The benchmarks are _**statistically different**_. This could mean the
298  performance has either **significantly improved** or **significantly
299  deteriorated**. You should look at the actual performance numbers to see which
300  is the case.
301```diff
302- Red:
303```
304  The benchmarks are _**statistically similar**_. This means the performance
305  **hasn't significantly changed**.
306
307In statistical terms, **'green'** means we reject the null hypothesis that
308there's no difference in performance, and **'red'** means we fail to reject the
309null hypothesis. This might seem counter-intuitive if you're expecting 'green'
310to mean 'improved performance' and 'red' to mean 'worsened performance'.
311```bash
312  But remember, in this context:
313
314    'Success' means 'successfully finding a difference'.
315    'Failure' means 'failing to find a difference'.
316```
317
318
319Also, please note that **even if** we determine that there **is** a
320statistically-significant difference between the two measurements, it does not
321_necessarily_ mean that the actual benchmarks that were measured **are**
322different, or vice versa, even if we determine that there is **no**
323statistically-significant difference between the two measurements, it does not
324necessarily mean that the actual benchmarks that were measured **are not**
325different.
326
327
328
329### U test
330
331If there is a sufficient repetition count of the benchmarks, the tool can do
332a [U Test](https://en.wikipedia.org/wiki/Mann%E2%80%93Whitney_U_test), of the
333null hypothesis that it is equally likely that a randomly selected value from
334one sample will be less than or greater than a randomly selected value from a
335second sample.
336
337If the calculated p-value is below this value is lower than the significance
338level alpha, then the result is said to be statistically significant and the
339null hypothesis is rejected. Which in other words means that the two benchmarks
340aren't identical.
341
342**WARNING**: requires **LARGE** (no less than 9) number of repetitions to be
343meaningful!
344