Merge branch 'main' into glum-v3

Quantco · Dec 8, 2023 · ede0c63 · ede0c63
2 parents fe30a8e + c192954
commit ede0c63
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diff --git a/.ci_support/linux_64_python3.12.____cpython.yaml b/.ci_support/linux_64_python3.12.____cpython.yaml
@@ -0,0 +1,31 @@
+c_compiler:
+- gcc
+c_compiler_version:
+- '12'
+cdt_name:
+- cos6
+channel_sources:
+- conda-forge
+channel_targets:
+- conda-forge main
+cxx_compiler:
+- gxx
+cxx_compiler_version:
+- '12'
+docker_image:
+- quay.io/condaforge/linux-anvil-cos7-x86_64
+numpy:
+- '1.26'
+pin_run_as_build:
+  python:
+    min_pin: x.x
+    max_pin: x.x
+python:
+- 3.12.* *_cpython
+target_platform:
+- linux-64
+zip_keys:
+- - c_compiler_version
+  - cxx_compiler_version
+- - python
+  - numpy
diff --git a/.ci_support/linux_aarch64_python3.12.____cpython.yaml b/.ci_support/linux_aarch64_python3.12.____cpython.yaml
@@ -0,0 +1,35 @@
+BUILD:
+- aarch64-conda_cos7-linux-gnu
+c_compiler:
+- gcc
+c_compiler_version:
+- '12'
+cdt_arch:
+- aarch64
+cdt_name:
+- cos7
+channel_sources:
+- conda-forge
+channel_targets:
+- conda-forge main
+cxx_compiler:
+- gxx
+cxx_compiler_version:
+- '12'
+docker_image:
+- quay.io/condaforge/linux-anvil-cos7-x86_64
+numpy:
+- '1.26'
+pin_run_as_build:
+  python:
+    min_pin: x.x
+    max_pin: x.x
+python:
+- 3.16.* *_cpython
+target_platform:
+- linux-aarch64
+zip_keys:
+- - c_compiler_version
+  - cxx_compiler_version
+- - python
+  - numpy
diff --git a/.ci_support/osx_64_python3.12.____cpython.yaml b/.ci_support/osx_64_python3.12.____cpython.yaml
@@ -0,0 +1,33 @@
+MACOSX_DEPLOYMENT_TARGET:
+- '10.9'
+c_compiler:
+- clang
+c_compiler_version:
+- '16'
+channel_sources:
+- conda-forge
+channel_targets:
+- conda-forge main
+cxx_compiler:
+- clangxx
+cxx_compiler_version:
+- '16'
+llvm_openmp:
+- '16'
+macos_machine:
+- x86_64-apple-darwin13.4.0
+numpy:
+- '1.26'
+pin_run_as_build:
+  python:
+    min_pin: x.x
+    max_pin: x.x
+python:
+- 3.12.* *_cpython
+target_platform:
+- osx-64
+zip_keys:
+- - c_compiler_version
+  - cxx_compiler_version
+- - python
+  - numpy
diff --git a/.ci_support/osx_arm64_python3.12.____cpython.yaml b/.ci_support/osx_arm64_python3.12.____cpython.yaml
@@ -0,0 +1,33 @@
+MACOSX_DEPLOYMENT_TARGET:
+- '11.0'
+c_compiler:
+- clang
+c_compiler_version:
+- '16'
+channel_sources:
+- conda-forge
+channel_targets:
+- conda-forge main
+cxx_compiler:
+- clangxx
+cxx_compiler_version:
+- '16'
+llvm_openmp:
+- '16'
+macos_machine:
+- arm64-apple-darwin20.0.0
+numpy:
+- '1.26'
+pin_run_as_build:
+  python:
+    min_pin: x.x
+    max_pin: x.x
+python:
+- 3.12.* *_cpython
+target_platform:
+- osx-arm64
+zip_keys:
+- - c_compiler_version
+  - cxx_compiler_version
+- - python
+  - numpy
diff --git a/.ci_support/win_64_python3.12.____cpython.yaml b/.ci_support/win_64_python3.12.____cpython.yaml
@@ -0,0 +1,21 @@
+c_compiler:
+- vs2019
+channel_sources:
+- conda-forge
+channel_targets:
+- conda-forge main
+cxx_compiler:
+- vs2019
+numpy:
+- '1.26'
+pin_run_as_build:
+  python:
+    min_pin: x.x
+    max_pin: x.x
+python:
+- 3.12.* *_cpython
+target_platform:
+- win-64
+zip_keys:
+- - python
+  - numpy
diff --git a/.github/workflows/build_wheels.yml b/.github/workflows/build_wheels.yml
@@ -42,30 +42,35 @@ jobs:
           path: dist/*.tar.gz
 
   upload_testpypi:
+    if: github.event_name == 'release' && github.event.action == 'published'
     needs: [build_wheels, build_sdist]
     runs-on: ubuntu-latest
-    if: github.event_name == 'release' && github.event.action == 'published'
+    environment: 
+      name: test_release
+      url: https://test.pypi.org/p/glum
+    permissions:
+      id-token: write
     steps:
       - uses: actions/download-artifact@v3
         with:
           name: artifact
           path: dist
-      - uses: pypa/[email protected].10
+      - uses: pypa/[email protected].11
         with:
-          user: __token__
-          password: ${{ secrets.GH_TESTPYPI_UPLOAD }}
           repository-url: https://test.pypi.org/legacy/
 
   upload_pypi:
+    if: github.event_name == 'release' && github.event.action == 'published'
     needs: [build_wheels, build_sdist, upload_testpypi]
     runs-on: ubuntu-latest
-    if: github.event_name == 'release' && github.event.action == 'published'
+    environment: 
+      name: release
+      url: https://pypi.org/p/glum
+    permissions:
+      id-token: write
     steps:
       - uses: actions/download-artifact@v3
         with:
           name: artifact
           path: dist
-      - uses: pypa/[email protected]
-        with:
-          user: __token__
-          password: ${{ secrets.GH_PYPI_UPLOAD }}
+      - uses: pypa/[email protected]
diff --git a/.github/workflows/ci.yml b/.github/workflows/ci.yml
@@ -12,7 +12,7 @@ jobs:
       - name: Checkout branch
         uses: actions/checkout@v4
       - name: Set up micromamba
-        uses: mamba-org/setup-micromamba@2b72821d5ad7f6da3c003a3684ce341bf187b46f
+        uses: mamba-org/setup-micromamba@db1df3ba9e07ea86f759e98b575c002747e9e757
       - name: Add micromamba to GITHUB_PATH
         run: echo "${HOME}/micromamba-bin" >> "$GITHUB_PATH"
       - name: Install Python 3.11
@@ -34,13 +34,14 @@ jobs:
           - { os: ubuntu-latest, python-version: '3.9' }
           - { os: ubuntu-latest, python-version: '3.10' }
           - { os: ubuntu-latest, python-version: '3.11' }
-          - { os: macos-latest, python-version: '3.10' }
-          - { os: windows-latest, python-version: '3.10' }
+          - { os: ubuntu-latest, python-version: '3.12' }
+          - { os: macos-latest, python-version: '3.12' }
+          - { os: windows-latest, python-version: '3.12' }
     steps:
       - name: Checkout branch
         uses: actions/checkout@v4
       - name: Set up conda env
-        uses: mamba-org/setup-micromamba@2b72821d5ad7f6da3c003a3684ce341bf187b46f
+        uses: mamba-org/setup-micromamba@db1df3ba9e07ea86f759e98b575c002747e9e757
         with:
           environment-file: environment.yml
           init-shell: ${{ matrix.os == 'windows-latest' && 'powershell' || 'bash' }}

diff --git a/.github/workflows/conda-build.yml b/.github/workflows/conda-build.yml
@@ -21,18 +21,18 @@ jobs:
       matrix:
         include:
           - { conda_build_yml: linux_64_python3.9.____cpython,   os: ubuntu-latest,  conda-build-args: ' -c conda-forge/label/tabmat_dev -c conda-forge' }
-          - { conda_build_yml: linux_64_python3.11.____cpython,  os: ubuntu-latest,  conda-build-args: ' -c conda-forge/label/tabmat_dev -c conda-forge' }
+          - { conda_build_yml: linux_64_python3.12.____cpython,  os: ubuntu-latest,  conda-build-args: ' -c conda-forge/label/tabmat_dev -c conda-forge' }
           - { conda_build_yml: osx_64_python3.9.____cpython,     os: macos-latest,   conda-build-args: ' -c conda-forge/label/tabmat_dev -c conda-forge' }
-          - { conda_build_yml: osx_64_python3.11.____cpython,    os: macos-latest,   conda-build-args: ' -c conda-forge/label/tabmat_dev -c conda-forge' }
+          - { conda_build_yml: osx_64_python3.12.____cpython,    os: macos-latest,   conda-build-args: ' -c conda-forge/label/tabmat_dev -c conda-forge' }
           - { conda_build_yml: osx_arm64_python3.10.____cpython, os: macos-latest,   conda-build-args: ' -c conda-forge/label/tabmat_dev -c conda-forge --no-test' }
           - { conda_build_yml: win_64_python3.9.____cpython,     os: windows-latest, conda-build-args: ' -c conda-forge/label/tabmat_dev -c conda-forge' }
-          - { conda_build_yml: win_64_python3.11.____cpython,    os: windows-latest, conda-build-args: ' -c conda-forge/label/tabmat_dev -c conda-forge' }
+          - { conda_build_yml: win_64_python3.12.____cpython,    os: windows-latest, conda-build-args: ' -c conda-forge/label/tabmat_dev -c conda-forge' }
     steps:
       - name: Checkout branch
         uses: actions/checkout@v4
       - name: Fetch full git history
         run: git fetch --prune --unshallow
-      - uses: mamba-org/setup-micromamba@2b72821d5ad7f6da3c003a3684ce341bf187b46f
+      - uses: mamba-org/setup-micromamba@db1df3ba9e07ea86f759e98b575c002747e9e757
         with:
           init-shell: ${{ matrix.os == 'windows-latest' && 'cmd.exe' || 'bash' }}
           environment-name: build

diff --git a/.github/workflows/daily.yml b/.github/workflows/daily.yml
@@ -2,6 +2,7 @@ name: Daily runs
 on:
   schedule:
     - cron: '0 5 * * *'
+  workflow_dispatch:
   push:
     paths:
     - '.github/workflows/daily.yml'
@@ -23,7 +24,7 @@ jobs:
     steps:
       - name: Checkout branch
         uses: actions/checkout@v4
-      - uses: mamba-org/setup-micromamba@2b72821d5ad7f6da3c003a3684ce341bf187b46f
+      - uses: mamba-org/setup-micromamba@db1df3ba9e07ea86f759e98b575c002747e9e757
         with:
           environment-file: environment.yml
           create-args: >-
@@ -34,17 +35,20 @@ jobs:
         run: |
           # needed for tabmat
           echo "Install compilation dependencies"
-          micromamba install -y c-compiler cxx-compiler cython jemalloc-local libgomp mako xsimd
+          micromamba install -y c-compiler cxx-compiler 'cython!=3.0.4' jemalloc-local libgomp mako xsimd
 
-          PRE_WHEELS="https://pypi.anaconda.org/scipy-wheels-nightly/simple"
+          PRE_WHEELS="https://pypi.anaconda.org/scientific-python-nightly-wheels/simple/"
           for pkg in numpy pandas scikit-learn scipy; do
             echo "Installing $pkg nightly"
             micromamba remove -y --force $pkg
             pip install --pre --no-deps --only-binary :all: --upgrade --timeout=60 -i $PRE_WHEELS $pkg
           done
+          echo Install pyarrow nightly
+          micromamba remove -y --force pyarrow
+          pip install --extra-index-url https://pypi.fury.io/arrow-nightlies/ --prefer-binary --pre --no-deps pyarrow
           echo Install tabmat nightly
           micromamba remove -y --force tabmat
-          pip install git+https://github.com/Quantco/tabmat@tabmat-v4
+          pip install --no-use-pep517 --no-deps git+https://github.com/Quantco/tabmat@tabmat-v4
       - name: Install repository
         shell: bash -el {0}
         run: pip install --no-use-pep517 --no-deps --disable-pip-version-check -e .

diff --git a/.pre-commit-config.yaml b/.pre-commit-config.yaml
@@ -1,6 +1,6 @@
 repos:
  - repo: https://github.com/Quantco/pre-commit-mirrors-black
-   rev: 23.9.1
+   rev: 23.11.0
    hooks:
      - id: black-conda
        args:
@@ -28,7 +28,7 @@ repos:
     - id: isort-conda
       additional_dependencies: [toml]
  - repo: https://github.com/Quantco/pre-commit-mirrors-mypy
-   rev: "1.5.1"
+   rev: "1.7.1"
    hooks:
     - id: mypy-conda
       args:
@@ -38,13 +38,13 @@ repos:
       exclude: ^tests/
       additional_dependencies: [-c, conda-forge, types-setuptools=67.5, attrs]
  - repo: https://github.com/Quantco/pre-commit-mirrors-pyupgrade
-   rev: 3.13.0
+   rev: 3.15.0
    hooks:
     - id: pyupgrade-conda
       exclude: ^src/glum_benchmarks/orig_sklearn_fork/
       args: [--py39-plus]
  - repo: https://github.com/Quantco/pre-commit-mirrors-cython-lint
-   rev: 0.15.0
+   rev: 0.16.0
    hooks:
     - id: cython-lint-conda
       args: [--no-pycodestyle]

diff --git a/CHANGELOG.rst b/CHANGELOG.rst
@@ -21,9 +21,15 @@ Changelog
 2.7.0 - UNRELEASED
 ------------------
 
+**Bug fix:**
+
+- Added cython compiler directive legacy_implicit_noexcept = True to fix performance regression with cython 3.
+
 **Other changes:**
 
 - Require Python>=3.9 in line with `NEP 29 <https://numpy.org/neps/nep-0029-deprecation_policy.html#support-table>`_
+- Build and test with Python 3.12 in CI.
+- Added line search stopping criterion for tiny loss improvements based on gradient information.
 
 2.6.0 - 2023-09-05
 ------------------

diff --git a/pyproject.toml b/pyproject.toml
@@ -34,7 +34,9 @@ skip = [
   "*-manylinux_i686",
   "pp*", 
   "*-musllinux_*",
-  "cp312*"
+  "cp36*",
+  "cp37*",
+  "cp38*",
 ]
 test-requires = ["pytest", "pytest-xdist"]
 
@@ -50,8 +52,6 @@ CXXFLAGS="-I$CONDA/envs/build/include"
 CXX="/usr/bin/clang++"
 CC="/usr/bin/clang"
 
-[tool.cibuildwheel.windows.environment]
-SETUPTOOLS_USE_DISTUTILS="stdlib"
 
 [tool.pytest.ini_options]
 # Filters are standard python warning filters as described here:

diff --git a/setup.py b/setup.py
@@ -96,6 +96,18 @@
         glm_benchmarks_run = glum_benchmarks.cli_run:cli_run
         glm_benchmarks_analyze = glum_benchmarks.cli_analyze:cli_analyze
     """,
-    ext_modules=cythonize(ext_modules, annotate=False),
+    ext_modules=cythonize(
+        ext_modules,
+        annotate=False,
+        compiler_directives={
+            "language_level": "3",
+            "boundscheck": False,
+            "wraparound": False,
+            "initializedcheck": False,
+            "nonecheck": False,
+            "cdivision": True,
+            "legacy_implicit_noexcept": True,
+        },
+    ),
     zip_safe=False,
 )
diff --git a/src/glum/_cd_fast.pyx b/src/glum/_cd_fast.pyx
@@ -7,7 +7,6 @@
 # License: BSD 3 clause
 #         Substantial modifications by Ben Thompson <[email protected]>
 #
-# cython: boundscheck=False, wraparound=False, cdivision=True
 from libc.math cimport fabs
 cimport numpy as np
 import numpy as np