Reduce runtime of MC sampling tests (#585)

* samples 10000000 -> 100000

src/probnum/problems/zoo/quad/_quadproblems_gaussian.py

@@ -88,7 +88,7 @@ def uniform_to_gaussian_quadprob(
     Example
     -------
     Convert the uniform continuous Genz problem to a Gaussian quadrature problem.
-    
+
     >>> import numpy as np
     >>> from probnum.problems.zoo.quad import genz_continuous
     >>> gaussian_quadprob = uniform_to_gaussian_quadprob(genz_continuous(1))

tests/test_problems/test_zoo/test_quad/test_quadproblems_gaussian.py

@@ -179,7 +179,7 @@ def test_gaussian_quadprob(quadprob: QuadratureProblem, rtol: float):
     The former should be an approximation of the latter.
     """
     # Number of Monte Carlo samples for the test
-    n = 10000000
+    n = 100000
 
     # generate some normally distributed points from N(0, 1)
     rng = np.random.default_rng(0)
@@ -222,7 +222,7 @@ def test_sum_polynomials(
     """
 
     # Number of Monte Carlo samples for the test
-    n = 10000000
+    n = 100000
 
     quadprob = sum_polynomials(dim, a, b, var)
 

tests/test_problems/test_zoo/test_quad/test_quadproblems_gaussian_cases.py

@@ -34,7 +34,7 @@ def case_genz_continuous(self, dim, a, u):
         quadprob = uniform_to_gaussian_quadprob(
             genz_continuous(dim=dim, a=a_vec, u=u_vec)
         )
-        rtol = 1e-2
+        rtol = 5e-2
         return quadprob, rtol
 
     @pytest.mark.parametrize("a, u, dim", genz_params)
@@ -44,7 +44,7 @@ def case_genz_cornerpeak(self, dim, a, u):
         quadprob = uniform_to_gaussian_quadprob(
             genz_cornerpeak(dim=dim, a=a_vec, u=u_vec)
         )
-        rtol = 1e-2
+        rtol = 5e-2
         return quadprob, rtol
 
     @pytest.mark.parametrize("a, u, dim", genz_params)
@@ -54,7 +54,7 @@ def case_genz_discontinuous(self, dim, a, u):
         quadprob = uniform_to_gaussian_quadprob(
             genz_discontinuous(dim=dim, a=a_vec, u=u_vec)
         )
-        rtol = 1e-2
+        rtol = 5e-2
         return quadprob, rtol
 
     @pytest.mark.parametrize("a, u, dim", genz_params)
@@ -64,7 +64,7 @@ def case_genz_gaussian(self, dim, a, u):
         quadprob = uniform_to_gaussian_quadprob(
             genz_gaussian(dim=dim, a=a_vec, u=u_vec)
         )
-        rtol = 1e-2
+        rtol = 6e-2
         return quadprob, rtol
 
     @pytest.mark.parametrize("a, u, dim", genz_params)
@@ -74,7 +74,7 @@ def case_genz_oscillatory(self, dim, a, u):
         quadprob = uniform_to_gaussian_quadprob(
             genz_oscillatory(dim=dim, a=a_vec, u=u_vec)
         )
-        rtol = 9e-2
+        rtol = 2.0
         return quadprob, rtol
 
     @pytest.mark.parametrize("a, u, dim", genz_params)
@@ -84,7 +84,7 @@ def case_genz_productpeak(self, dim, a, u):
         quadprob = uniform_to_gaussian_quadprob(
             genz_productpeak(dim=dim, a=a_vec, u=u_vec)
         )
-        rtol = 1e-2
+        rtol = 5e-2
         return quadprob, rtol
 
 
@@ -112,19 +112,19 @@ class OtherIntegrandsGaussianCases:
     @pytest.mark.parametrize("dim", dim_params)
     def case_bratley1992(self, dim):
         quadprob = uniform_to_gaussian_quadprob(bratley1992(dim=dim))
-        rtol = 1e-3
+        rtol = 5e-3
         return quadprob, rtol
 
     @pytest.mark.parametrize("dim", dim_params)
     def case_roos_arnold(self, dim):
         quadprob = uniform_to_gaussian_quadprob(roos_arnold(dim=dim))
-        rtol = 1e-3
+        rtol = 5e-3
         return quadprob, rtol
 
     @pytest.mark.parametrize("dim", dim_params)
     def case_gfunction(self, dim):
         quadprob = uniform_to_gaussian_quadprob(gfunction(dim=dim))
-        rtol = 1e-3
+        rtol = 5e-3
         return quadprob, rtol
 
     @pytest.mark.parametrize("dim", dim_params)

tests/test_problems/test_zoo/test_quad/test_quadproblems_uniform.py

@@ -116,7 +116,7 @@ def test_quadprob_uniform_with_mc(quadprob, rtol):
     """
 
     # Number of Monte Carlo samples for the test
-    n = 10000000
+    n = 100000
 
     # generate some uniformly distributed points from [0, 1]
     rng = np.random.default_rng(0)

tests/test_problems/test_zoo/test_quad/test_quadproblems_uniform_cases.py

@@ -32,47 +32,47 @@ def case_genz_continuous(self, dim, a, u):
         a_vec = np.repeat(a, dim) if a is not None else None
         u_vec = np.repeat(u, dim) if u is not None else None
         quadprob = genz_continuous(dim=dim, a=a_vec, u=u_vec)
-        rtol = 1e-3
+        rtol = 5e-2
         return quadprob, rtol
 
     @pytest.mark.parametrize("a, u, dim", genz_params)
     def case_genz_cornerpeak(self, dim, a, u):
         a_vec = np.repeat(a, dim) if a is not None else None
         u_vec = np.repeat(u, dim) if u is not None else None
         quadprob = genz_cornerpeak(dim=dim, a=a_vec, u=u_vec)
-        rtol = 1e-2
+        rtol = 5e-2
         return quadprob, rtol
 
     @pytest.mark.parametrize("a, u, dim", genz_params)
     def case_genz_discontinuous(self, dim, a, u):
         a_vec = np.repeat(a, dim) if a is not None else None
         u_vec = np.repeat(u, dim) if u is not None else None
         quadprob = genz_discontinuous(dim=dim, a=a_vec, u=u_vec)
-        rtol = 2e-3
+        rtol = 5e-2
         return quadprob, rtol
 
     @pytest.mark.parametrize("a, u, dim", genz_params)
     def case_genz_gaussian(self, dim, a, u):
         a_vec = np.repeat(a, dim) if a is not None else None
         u_vec = np.repeat(u, dim) if u is not None else None
         quadprob = genz_gaussian(dim=dim, a=a_vec, u=u_vec)
-        rtol = 1e-2
+        rtol = 9e-2
         return quadprob, rtol
 
     @pytest.mark.parametrize("a, u, dim", genz_params)
     def case_genz_oscillatory(self, dim, a, u):
         a_vec = np.repeat(a, dim) if a is not None else None
         u_vec = np.repeat(u, dim) if u is not None else None
         quadprob = genz_oscillatory(dim=dim, a=a_vec, u=u_vec)
-        rtol = 9e-2
+        rtol = 5e-1
         return quadprob, rtol
 
     @pytest.mark.parametrize("a, u, dim", genz_params)
     def case_genz_productpeak(self, dim, a, u):
         a_vec = np.repeat(a, dim) if a is not None else None
         u_vec = np.repeat(u, dim) if u is not None else None
         quadprob = genz_productpeak(dim=dim, a=a_vec, u=u_vec)
-        rtol = 1e-3
+        rtol = 5e-2
         return quadprob, rtol
 
 
@@ -83,29 +83,29 @@ class OtherIntegrandsUniformCases:
     @pytest.mark.parametrize("dim", dim_params)
     def case_bratley1992(self, dim):
         quadprob = bratley1992(dim=dim)
-        rtol = 1e-3
+        rtol = 1e-2
         return quadprob, rtol
 
     @pytest.mark.parametrize("dim", dim_params)
     def case_roos_arnold(self, dim):
         quadprob = roos_arnold(dim=dim)
-        rtol = 1e-3
+        rtol = 1e-2
         return quadprob, rtol
 
     @pytest.mark.parametrize("dim", dim_params)
     def case_gfunction(self, dim):
         quadprob = gfunction(dim=dim)
-        rtol = 1e-3
+        rtol = 1e-2
         return quadprob, rtol
 
     @pytest.mark.parametrize("dim", dim_params)
     def case_morokoff_caflisch_1(self, dim):
         quadprob = morokoff_caflisch_1(dim=dim)
-        rtol = 1e-3
+        rtol = 1e-2
         return quadprob, rtol
 
     @pytest.mark.parametrize("dim", dim_params)
     def case_morokoff_caflisch_2(self, dim):
         quadprob = morokoff_caflisch_2(dim=dim)
-        rtol = 1e-3
+        rtol = 1e-2
         return quadprob, rtol