docs: add mfg tutorial and enrich theory

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Melvin Alvarez
2026-02-09 17:27:35 +01:00
parent 6e3367c396
commit 7a9ab20b89
5 changed files with 110 additions and 1 deletions
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@@ -15,9 +15,22 @@ These results come from the Rust backends (release build) versus SciPys `diff
- Or from the repo root, run `make benchmark` for the Rust-side microbenchmarks (no Python overhead).
- To compare against SciPy, set `SCIPY_BASELINE=1` in the notebook; it records wall-clock times and success percentages side by side.
**What the notebook plots**
- Convergence trajectories (best fitness vs iterations) for each function
- Histograms of self-adapted $(F, CR)$ values mid-run
- Speedup bars and success-rate bars vs SciPy on the same seeds
- Residuals heatmap for a sweep over population sizes (optional cell)
**Notes on methodology**
- Rust builds are compiled with `--release` and link against OpenBLAS.
- Success rate counts convergences within the target tolerance for each function.
- Times are per-run medians over 10 seeds; expect variance based on CPU/memory. The ratios (last column) are more stable than absolute milliseconds.
- Population sizing matters: for rough landscapes, increasing to `15×dim` improves the Rosenbrock success rate by ~23% at the cost of ~20% more time.
**Additional workloads (see notebook cells):**
- High-dimension stress test: Rastrigin 50D, population 800, 700 iterations (shows scaling trend)
- HMM forward-backward throughput: synthetic 3-state Gaussian emissions (Rust vs pure Python)
- MFG solver timing: 100×100 grid vs 150×150 grid (observed ~1.8× runtime increase, stable memory)