Pre-release

This release is a pre-release and may not be stable for production use.

🔥 Bankai Fast MCS

Bankai Fast MCS is a high-performance implementation of the Model Confidence Set (MCS) with a native Rust core and a simple Python API. It provides 1-pass and 2-pass algorithms for comparing the predictive performance of multiple models using bootstrap samples.

In our benchmark, the Rust 2-pass implementation ran up to 6.26× faster than the academic Python reference, using 5,000 models, 250 observations, and 100 bootstrap replications (results).

⚠️ Bankai Fast MCS is currently in Alpha. The API may change.

Install

Python 3.11 or newer is required. Install the alpha release from PyPI with:

python -m pip install bankai-fast-mcs

Quick start

Pass a two-dimensional NumPy array of float64 losses to ModelConfidenceSet. Rows are observations and columns are models.

import numpy as np
from bankai_fast_mcs import ModelConfidenceSet

# Example losses for 3 models evaluated over 250 observations.
rng = np.random.default_rng(42)
losses = rng.random((250, 3), dtype=np.float64)

mcs = ModelConfidenceSet(losses, seed=42)
mcs.run(B=1_000, b=10, bootstrap="stationary", algorithm="2-pass")

included, excluded = mcs.get_mcs(alpha=0.05)
print("Included models:", included)
print("Excluded models:", excluded)

included and excluded contain the column indices of the corresponding models. The example uses random losses to demonstrate the API; replace them with the loss matrix from your model evaluation.

Python API

ModelConfidenceSet(losses=None, seed=None, verbose=True)

losses: optional NumPy float64 matrix with shape (observations, models).
seed: optional seed for reproducible bootstrap samples.
verbose: accepted for API configuration.

`run`

mcs.run(B=1_000, b=10, bootstrap="stationary", algorithm="2-pass")

B: number of bootstrap replications.
b: block length parameter for bootstrap sampling.
bootstrap: "stationary" or "block".
algorithm: "1-pass" or "2-pass".

`get_mcs`

included, excluded = mcs.get_mcs(alpha=0.05)

Call run before get_mcs. The method returns two arrays of model column indices. The object also exposes t_score, elimination_order, t_boot_distribution, and p_values results.

Development

To run the test suites from the repository root:

cargo test
uv run pytest

Benchmark results against the academic Python implementation are available in benchmarks/RESULTS.md. The comparison uses the reference implementation at fastMCS.py.

References

Hansen, P. R., Lunde, A., and Nason, J. M. (2011). The Model Confidence Set. Econometrica, 79(2), 453–497.
Academic implementation: Sylvain Barde, fastMCS.py.

License

See LICENSE.

Metadata

Release files for bankai-fast-mcs 0.1.0a2

For a detailed explanation of source distributions (sdists) and built distributions (wheels), please see the package formats documentation.

Source distribution (sdist)

Source distribution for bankai-fast-mcs 0.1.0a2
File	Size	Uploaded
bankai_fast_mcs-0.1.0a2.tar.gz	71.5 kB	Oct 4, 2026	Details

Built distributions (wheels)

Table of built distributions (wheels) for bankai-fast-mcs 0.1.0a2
File	Interpreter	ABI	Platform	Reset
bankai_fast_mcs-0.1.0a2-cp314-cp314-win_arm64.whl 224.9 kB Oct 4, 2026	CPython 3.14	CPython 3.14	Windows ARM64	Details
bankai_fast_mcs-0.1.0a2-cp314-cp314-win_amd64.whl 232.0 kB Oct 4, 2026	CPython 3.14	CPython 3.14	Windows x86-64	Details
bankai_fast_mcs-0.1.0a2-cp314-cp314-manylinux_2_28_x86_64.whl 405.8 kB Oct 4, 2026	CPython 3.14	CPython 3.14	Linux glibc 2.28+ x86-64	Details
bankai_fast_mcs-0.1.0a2-cp314-cp314-manylinux_2_28_aarch64.whl 399.0 kB Oct 4, 2026	CPython 3.14	CPython 3.14	Linux glibc 2.28+ ARM64	Details
bankai_fast_mcs-0.1.0a2-cp314-cp314-macosx_11_0_arm64.whl 349.4 kB Oct 4, 2026	CPython 3.14	CPython 3.14	macOS 11.0+ ARM64	Details
bankai_fast_mcs-0.1.0a2-cp314-cp314-macosx_10_12_x86_64.whl 356.8 kB Oct 4, 2026	CPython 3.14	CPython 3.14	macOS 10.12+ x86-64	Details
bankai_fast_mcs-0.1.0a2-cp313-cp313-win_arm64.whl 225.0 kB Oct 4, 2026	CPython 3.13	CPython 3.13	Windows ARM64	Details
bankai_fast_mcs-0.1.0a2-cp313-cp313-win_amd64.whl 231.5 kB Oct 4, 2026	CPython 3.13	CPython 3.13	Windows x86-64	Details
bankai_fast_mcs-0.1.0a2-cp313-cp313-manylinux_2_28_x86_64.whl 405.0 kB Oct 4, 2026	CPython 3.13	CPython 3.13	Linux glibc 2.28+ x86-64	Details
bankai_fast_mcs-0.1.0a2-cp313-cp313-manylinux_2_28_aarch64.whl 399.1 kB Oct 4, 2026	CPython 3.13	CPython 3.13	Linux glibc 2.28+ ARM64	Details
bankai_fast_mcs-0.1.0a2-cp313-cp313-macosx_11_0_arm64.whl 348.0 kB Oct 4, 2026	CPython 3.13	CPython 3.13	macOS 11.0+ ARM64	Details
bankai_fast_mcs-0.1.0a2-cp313-cp313-macosx_10_12_x86_64.whl 355.3 kB Oct 4, 2026	CPython 3.13	CPython 3.13	macOS 10.12+ x86-64	Details
bankai_fast_mcs-0.1.0a2-cp312-cp312-win_arm64.whl 224.9 kB Oct 4, 2026	CPython 3.12	CPython 3.12	Windows ARM64	Details
bankai_fast_mcs-0.1.0a2-cp312-cp312-win_amd64.whl 232.0 kB Oct 4, 2026	CPython 3.12	CPython 3.12	Windows x86-64	Details
bankai_fast_mcs-0.1.0a2-cp312-cp312-manylinux_2_28_x86_64.whl 406.1 kB Oct 4, 2026	CPython 3.12	CPython 3.12	Linux glibc 2.28+ x86-64	Details
bankai_fast_mcs-0.1.0a2-cp312-cp312-manylinux_2_28_aarch64.whl 398.7 kB Oct 4, 2026	CPython 3.12	CPython 3.12	Linux glibc 2.28+ ARM64	Details
bankai_fast_mcs-0.1.0a2-cp312-cp312-macosx_11_0_arm64.whl 349.2 kB Oct 4, 2026	CPython 3.12	CPython 3.12	macOS 11.0+ ARM64	Details
bankai_fast_mcs-0.1.0a2-cp312-cp312-macosx_10_12_x86_64.whl 356.2 kB Oct 4, 2026	CPython 3.12	CPython 3.12	macOS 10.12+ x86-64	Details
bankai_fast_mcs-0.1.0a2-cp311-cp311-win_arm64.whl 227.9 kB Oct 4, 2026	CPython 3.11	CPython 3.11	Windows ARM64	Details
bankai_fast_mcs-0.1.0a2-cp311-cp311-win_amd64.whl 234.6 kB Oct 4, 2026	CPython 3.11	CPython 3.11	Windows x86-64	Details
bankai_fast_mcs-0.1.0a2-cp311-cp311-manylinux_2_28_x86_64.whl 411.1 kB Oct 4, 2026	CPython 3.11	CPython 3.11	Linux glibc 2.28+ x86-64	Details
bankai_fast_mcs-0.1.0a2-cp311-cp311-manylinux_2_28_aarch64.whl 402.4 kB Oct 4, 2026	CPython 3.11	CPython 3.11	Linux glibc 2.28+ ARM64	Details
bankai_fast_mcs-0.1.0a2-cp311-cp311-macosx_11_0_arm64.whl 357.4 kB Oct 4, 2026	CPython 3.11	CPython 3.11	macOS 11.0+ ARM64	Details
bankai_fast_mcs-0.1.0a2-cp311-cp311-macosx_10_12_x86_64.whl 356.9 kB Oct 4, 2026	CPython 3.11	CPython 3.11	macOS 10.12+ x86-64	Details

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Size	356.9 kB
Tags	CPython 3.11 macOS 10.12+ x86-64
SHA-256 checksum How to use checksums	`3bb17152c45940583205154432c7d4ea9c8efc09e8141abc0d803a9c678c4b80`
BLAKE2b-256 checksum How to use checksums	`fef3ccf4426ca66d0d92a50d6bacd6430f59f6e5819f1a66b2f71a096494a6db`
Upload date	Oct 4, 2026
Uploaded using Trusted Publishing? What is trusted publishing?	Yes
Uploaded via	`twine/7.0.0 CPython/3.13.14`

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Publishing platform: GitHub Actions
Publishing repository: github.com/breno-jesus-fernandes/bankai-fast-mcs
Publishing commit: github.com/breno-jesus-fernandes/bankai-fast-mcs/tree/502994332700135a1067a9535338a447703f3b27

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Publishing configuration: github.com/breno-jesus-fernandes/bankai-fast-mcs/blob/502994332700135a1067a9535338a447703f3b27/.github/workflows/ci.yml
Publishing logs: github.com/breno-jesus-fernandes/bankai-fast-mcs/actions/runs/37240096347/attempts/1

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Subject: bankai_fast_mcs-0.1.0a2-cp311-cp311-macosx_10_12_x86_64.whl
SHA-256 checksum: 3bb17152c45940583205154432c7d4ea9c8efc09e8141abc0d803a9c678c4b80 Verifying attestations

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This release

Pre-release

0.1.0a2 This release

Oct 4, 2026 25 release files

Pre-release

0.1.0a1

Oct 4, 2026 25 release files

bankai-fast-mcs 0.1.0a2

🔥 Bankai Fast MCS

Install

Quick start

Python API

run

get_mcs

Development

References

License

Key dates

1 maintainer

License expression

Requires

Provides Extra

Classifiers

Metadata

Key dates

1 maintainer

License expression

Requires

Provides Extra

Classifiers

Release files for bankai-fast-mcs 0.1.0a2

Source distribution (sdist)

Built distributions (wheels)

Release files / bankai_fast_mcs-0.1.0a2.tar.gz

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PyPI Publish Attestation

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Release files / bankai_fast_mcs-0.1.0a2-cp314-cp314-win_arm64.whl

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PyPI Publish Attestation

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Artifact

Release files / bankai_fast_mcs-0.1.0a2-cp314-cp314-win_amd64.whl

Provenance

PyPI Publish Attestation

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Artifact

Release files / bankai_fast_mcs-0.1.0a2-cp314-cp314-manylinux_2_28_x86_64.whl

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PyPI Publish Attestation

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Release files / bankai_fast_mcs-0.1.0a2-cp314-cp314-manylinux_2_28_aarch64.whl

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PyPI Publish Attestation

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Artifact

Release files / bankai_fast_mcs-0.1.0a2-cp314-cp314-macosx_11_0_arm64.whl

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PyPI Publish Attestation

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Artifact

Release files / bankai_fast_mcs-0.1.0a2-cp314-cp314-macosx_10_12_x86_64.whl

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PyPI Publish Attestation

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Artifact

Release files / bankai_fast_mcs-0.1.0a2-cp313-cp313-win_arm64.whl

Provenance

PyPI Publish Attestation

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Workflow

Artifact

Release files / bankai_fast_mcs-0.1.0a2-cp313-cp313-win_amd64.whl

Provenance

PyPI Publish Attestation

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Workflow

Artifact

`run`

`get_mcs`