Benchmark gallery ================= The benchmark gallery is the main benchmark entry point. It is designed for readers who want to understand the evidence quickly: each card links to a focused benchmark page with plots, tables, commands, and interpretation. The gallery answers four practical questions: * Which estimator works best for small-sample heavy-tailed covariance? * How much faster is ``robustcov`` than common sklearn robust-covariance baselines? * Does optional OpenMP parallelism help at larger scale? * Where do robust covariance methods work well, and where do they fail? Gallery cards ------------- .. raw:: html Recommended benchmark workflow ------------------------------ Run the full report generator when you want the same assets used by the documentation: .. code-block:: bash OMP_NUM_THREADS=4 OPENBLAS_NUM_THREADS=1 MKL_NUM_THREADS=1 \ python benchmarks/make_report.py --outdir results/report This writes a standalone HTML report, Markdown report, CSV files, and plots. .. code-block:: text results/report/benchmark_report.html results/report/benchmark_report.md results/report/small_sample.csv results/report/small_sample_summary.csv results/report/small_sample_rank.png results/report/speed.csv results/report/speed.png results/report/openmp_scaling.csv results/report/openmp_scaling.png results/report/anomaly_baselines.csv results/report/anomaly_baselines.png results/report/hard_scenarios.csv How to read the gallery ----------------------- A single benchmark row is rarely enough. Prefer rank summaries, median error, win rate, and scenario-specific interpretation. ``RegularizedCauchy`` is usually the strongest small-sample heavy-tail covariance estimator. ``FastMCD`` is the classical choice for separable contamination when the uncontaminated majority is well defined. ``RegularizedTyler`` is best described as a robust shape estimator and should not be advertised as the universal covariance-recovery winner. Detailed benchmark pages ------------------------ .. toctree:: :maxdepth: 1 :hidden: benchmarks/small_sample_heavy_tail benchmarks/speed_comparison benchmarks/openmp_scaling benchmarks/anomaly_baselines benchmarks/hard_contamination