Add CI job for benchmarking

.github/workflows/test.yml

@@ -4,7 +4,6 @@ on:
   push:
     branches:
       - main
-      - checks
   pull_request:
     branches:
       - main
@@ -148,6 +147,60 @@ jobs:
           name: coverage
           path: coverage/coverage-${{ steps.matrix-id.outputs.id }}.xml
 
+  benchmarks:
+      name: "Benchmarks"
+      needs:
+        - changes
+        - style
+      runs-on: ubuntu-latest
+      if: ${{ needs.changes.outputs.changes == 'true' && needs.style.result == 'success' }}
+      strategy:
+        fail-fast: true
+      steps:
+        - uses: actions/checkout@v3
+          with:
+            fetch-depth: 0
+        - name: Set up Python 3.9
+          uses: conda-incubator/setup-miniconda@v2
+          with:
+            mamba-version: "*"
+            channels: conda-forge,defaults
+            channel-priority: true
+            python-version: 3.9
+            auto-update-conda: true
+        - name: Install dependencies
+          shell: bash -l {0}
+          run: |
+            mamba install --yes -q -c conda-forge "python~=${PYTHON_VERSION}=*_cpython" mkl numpy scipy pip mkl-service cython pytest "numba>=0.55" numba-scipy jax jaxlib pytest-benchmark
+            pip install -e ./
+            mamba list && pip freeze
+            python -c 'import pytensor; print(pytensor.config.__str__(print_doc=False))'
+            python -c 'import pytensor; assert(pytensor.config.blas__ldflags != "")'
+          env:
+            PYTHON_VERSION: 3.9
+        - name: Download previous benchmark data
+          uses: actions/cache@v1
+          with:
+            path: ./cache
+            key: ${{ runner.os }}-benchmark
+        - name: Run benchmarks
+          shell: bash -l {0}
+          run: |
+            export PYTENSOR_FLAGS=mode=FAST_COMPILE,warn__ignore_bug_before=all,on_opt_error=raise,on_shape_error=raise,gcc__cxxflags=-pipe
+            python -m pytest --runslow --benchmark-only --benchmark-json output.json
+        - name: Store benchmark result
+          uses: benchmark-action/github-action-benchmark@v1
+          with:
+            name: Python Benchmark with pytest-benchmark
+            tool: 'pytest'
+            output-file-path: output.json
+            external-data-json-path: ./cache/benchmark-data.json
+            alert-threshold: '200%'
+            github-token: ${{ secrets.GITHUB_TOKEN }}
+            comment-on-alert: ${{ github.event_name == 'push' }}
+            fail-on-alert: true
+            auto-push: false
+
   all-checks:
     if: ${{ always() }}
     runs-on: ubuntu-latest