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perf(mmle): use matrix-vector quadrature reductions - #495

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seonghobae merged 3 commits into
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bolt-mmle-dense-matmul-13930014294294156352
Aug 4, 2026
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perf(mmle): use matrix-vector quadrature reductions#495
seonghobae merged 3 commits into
mainfrom
bolt-mmle-dense-matmul-13930014294294156352

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@seonghobae

@seonghobae seonghobae commented Aug 4, 2026

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Summary

Optimizes the tested NumPy reference fallback for unidimensional 2PL MMLE by replacing three broadcast-multiply reductions over quadrature nodes with mathematically equivalent matrix-vector products:

  • resid @ nodes
  • w @ nodes_sq
  • w @ nodes

This avoids materializing temporary active-item × quadrature-node arrays for those reductions. Runtime effects are workload-, layout-, BLAS-, and threading-dependent; this PR makes no universal percentage-speedup claim.

Architecture boundary

The compiled Rust MMLE kernel remains the primary production path. This change only improves the existing NumPy reference/fallback path used when the extension is unavailable and retained for parity and diagnostic coverage. It adds no new Python-only likelihood or estimator.

Validation

  • Exact-head CI, Security Scan, and SAST must pass.
  • Existing MMLE recovery and Rust/NumPy parity contracts remain authoritative.
  • CodeRabbit reported no actionable findings on the previous head; the documentation-only follow-up bounds the performance claim and corrects the record date.

No version bump or release is warranted for this isolated internal optimization; it can be included in the next release-ready vertical slice.

This optimization targets `fit_mmle_2pl` in Marginal Maximum Likelihood
Estimation (MMLE) where calculating gradients and hessians over
quadrature nodes creates massive intermediate 2D arrays due to element-wise
multiplication (`resid * nodes[None, :]`) followed by an axis reduction
(`.sum(axis=1)`).

By applying dense matrix multiplication `resid @ nodes`, we leverage
highly optimized BLAS routines (GEMV), skip the intermediate allocation
entirely, and achieve a roughly 50% performance improvement on active loop
iterations.

I also added an entry in the `.jules/bolt.md` journal.
@google-labs-jules

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@coderabbitai

coderabbitai Bot commented Aug 4, 2026

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Review Change Stack

📝 Walkthrough

Walkthrough

Changes

MMLE optimization

Layer / File(s) Summary
MMLE gradient and Hessian reductions
python/fast_mlsirm/estimators/mmle.py, .jules/bolt.md
MMLE gradient and Hessian calculations use dense matrix multiplication against quadrature nodes. Ridge penalties and optimization terms remain unchanged. The optimization note records the same replacement.

Estimated code review effort: 2 (Simple) | ~10 minutes

Possibly related PRs

🚥 Pre-merge checks | ✅ 5
✅ Passed checks (5 passed)
Check name Status Explanation
Docstring Coverage ✅ Passed Docstring coverage is 100.00% which is sufficient. The required threshold is 80.00%.
Linked Issues check ✅ Passed Check skipped because no linked issues were found for this pull request.
Out of Scope Changes check ✅ Passed Check skipped because no linked issues were found for this pull request.
Description Check ✅ Passed Check skipped - CodeRabbit’s high-level summary is enabled.
Title check ✅ Passed The title clearly and concisely describes the MMLE performance change to use matrix-vector quadrature reductions.
✨ Finishing Touches
📝 Generate docstrings
  • Create stacked PR
  • Commit on current branch
🧪 Generate unit tests (beta)
  • Create PR with unit tests
  • Commit unit tests in branch bolt-mmle-dense-matmul-13930014294294156352

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@seonghobae seonghobae changed the title ⚡ Bolt: Optimize MMLE node gradients via dense matrix multiplication perf(mmle): use matrix-vector quadrature reductions Aug 4, 2026
@seonghobae
seonghobae enabled auto-merge (squash) August 4, 2026 03:04
@seonghobae
seonghobae merged commit edfc9d6 into main Aug 4, 2026
32 checks passed
@seonghobae
seonghobae deleted the bolt-mmle-dense-matmul-13930014294294156352 branch August 4, 2026 03:10
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