fastrace: Rust kernel for the factor-probit share transform
Fused, rayon-parallel implementation of the min-wins factor race
(the thurstone/raceutil shared-survival-field pass). Log-domain
throughout (log_ndtr via libm::erfc with asymptotic tail), x-tiled for
cache, parallel over factor nodes.
Measured (Apple M4, vs single-threaded NumPy reference, GH order 15, k=2, L=1501; agreement 8e-17):
| N | NumPy | Rust | speedup |
|---|---|---|---|
| 1000 | 4.24 s | 0.71 s | 6.0x |
| 5000 | 21.6 s | 3.9 s | 5.5x |
Build: pip install maturin && maturin develop --release (needs Rust
toolchain). Exposes fastrace.win_probabilities_factor(mu, V, D, F, W, points=1501) -> (p, total).
Also implemented and measured (quiet machine, medians of 3):
- forward_and_slopes: the calibration pass; drop-in solver
rustcal.pycalibrates N=1000 in 8s, N=5000 in 45s (identical iterations/residuals). - jacobian_vector_product (ibp + grid forms): parity 2e-14, 5.5x.
- win_probabilities_factor_separated (Chebyshev low-rank pass):
| N | exact numpy | rust exact | rust separated r=384 | err |
|---|---|---|---|---|
| 1000 | 4.12 s | 703 ms (6x) | 34 ms (121x) | 2.7e-5 |
| 5000 | 21.3 s | 3.78 s (6x) | 83 ms (255x) | 6.1e-5 |
Not yet ported: deletion ensemble; separated-pass slopes (would take calibration to ~1s at N=5000); SIMD transcendentals (~4x further).
1 maintainer
Release files for fastrace 0.2.0
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Source distribution (sdist)
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| fastrace-0.2.0.tar.gz | 28.6 kB | Details |
Built distributions (wheels)
| File | Reset | |||
|---|---|---|---|---|
| fastrace-0.2.0-cp39-abi3-win_amd64.whl | CPython 3.9 | abi3 | Windows x86-64 | Details |
| fastrace-0.2.0-cp39-abi3-manylinux_2_17_x86_64.manylinux2014_x86_64.whl | CPython 3.9 | abi3 | Linux glibc 2.17+ x86-64 | Details |
| fastrace-0.2.0-cp39-abi3-manylinux_2_17_aarch64.manylinux2014_aarch64.whl | CPython 3.9 | abi3 | Linux glibc 2.17+ ARM64 | Details |
| fastrace-0.2.0-cp39-abi3-macosx_10_12_x86_64.macosx_11_0_arm64.macosx_10_12_universal2.whl | CPython 3.9 | abi3 | macOS 10.12+ universal2 (ARM64, x86-64), macOS 11.0+ ARM64, macOS 10.12+ x86-64 | Details |
Total release size: 2.4 MB
Release files / fastrace-0.2.0.tar.gz
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