scikits-bootstrap Jackknife resampling with Numba and performance testing

jackknife_numba.py

import scikits.bootstrap as bootstrap
import numpy as np
import time
import numba

@numba.njit(parallel=True, fastmath=True)
def _calculate_jackknife_mean_stat(data: np.ndarray) -> np.ndarray:
    n = data.shape[0]
    jstat = np.zeros(n)
    sum = data.sum()
    for i in numba.prange(n):
        # Alternative solution, which can be used when we want use custom stat function
        # jstat[i] = np.concatenate((data[:i], data[i+1:])).mean()
        jstat[i] = (sum - data[i]) / (n - 1)
    return jstat

tdata = (np.random.randint(0, 5, 100_000), )
start = time.time()
jackindices = bootstrap.jackknife_indices(tdata[0])
jstat_old = [np.mean(*(x[indices] for x in tdata))
        for indices in jackindices]
end = time.time()
print(end - start)

start = time.time()
jstat_new = _calculate_jackknife_mean_stat(tdata[0])
end = time.time()
print(end - start)

np.testing.assert_array_equal(jstat_old, jstat_new)

# Numba debug
# bootstrap._calculate_jackknife_mean_stat.parallel_diagnostics(level=4)
# bootstrap._calculate_jackknife_mean_stat.inspect_types()

JIT enabled:

63.456329107284546
1.3244829177856445
Traceback (most recent call last):
  File "/Users/torinaki/www/htdocs/bayesian-testing/test7.py", line 30, in <module>
    np.testing.assert_array_equal(jstat_old, jstat_new)
  File "/Users/torinaki/www/htdocs/bayesian-testing/.venv/lib/python3.7/site-packages/numpy/testing/_private/utils.py", line 933, in assert_array_equal
    verbose=verbose, header='Arrays are not equal')
  File "/Users/torinaki/www/htdocs/bayesian-testing/.venv/lib/python3.7/site-packages/numpy/testing/_private/utils.py", line 842, in assert_array_compare
    raise AssertionError(msg)
AssertionError: 
Arrays are not equal

Mismatched elements: 19999 / 100000 (20%)
Max absolute difference: 2.22044605e-16
Max relative difference: 1.11433496e-16
 x: array([1.99261, 1.99262, 1.99263, ..., 1.99261, 1.99263, 1.99261])
 y: array([1.99261, 1.99262, 1.99263, ..., 1.99261, 1.99263, 1.99261])

JIT disabled

51.36462903022766
0.07923197746276855