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Fix issue 3146 for multiply_log by SteveBronder · Pull Request #3147 · stan-dev/math · GitHub

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Fix issue 3146 for multiply_log - #3147

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Fix issue 3146 for multiply_log#3147
SteveBronder wants to merge 24 commits into
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SteveBronder commented Feb 13, 2025

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Summary

Fixes #3146 by making the deduction for branch logic be compile time using if constexpr. This also cleans up a lot of the code for offset_multiply_constrain. Instead of having all combinations of signatures for vector inputs we just use a little if constexpr to deduce which inputs need iterated over.

Tests

There is 1 new test in rev for testing issue #3146 specifically. You can run all tests associated with this PR via

python ./runTests.py -j4 ./test/unit/math/ -f multiply_log
python ./runTests.py -j4 ./test/unit/math/ -f offset_mult

Side Effects

Nope

Release notes

Fix issue so that rep_matrix can be used inside of offset_multiplier constraints.

Checklist

  • Copyright holder: Simons Foundation

    The copyright holder is typically you or your assignee, such as a university or company. By submitting this pull request, the copyright holder is agreeing to the license the submitted work under the following licenses:
    - Code: BSD 3-clause (https://opensource.org/licenses/BSD-3-Clause)
    - Documentation: CC-BY 4.0 (https://creativecommons.org/licenses/by/4.0/)

  • the basic tests are passing

    • unit tests pass (to run, use: ./runTests.py test/unit)
    • header checks pass, (make test-headers)
    • dependencies checks pass, (make test-math-dependencies)
    • docs build, (make doxygen)
    • code passes the built in C++ standards checks (make cpplint)

  • the code is written in idiomatic C++ and changes are documented in the doxygen

  • the new changes are tested

Fix issue 3146 by using if constexpr for path deduction. Also remove …
18af903 
…most of the template function for offset_multiplier to simplify

WardBrian commented Feb 13, 2025

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Does this affect stan-dev/stan#3330 or is it unrelated?

SteveBronder commented Feb 13, 2025

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This is just #3146 I'm writing a separate PR for stan-dev/stan#3330

stan-buildbot commented Feb 14, 2025

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Name Old Result New Result Ratio Performance change( 1 - new / old )
arma/arma.stan 0.35 0.31 1.13 11.37% faster
low_dim_corr_gauss/low_dim_corr_gauss.stan 0.01 0.01 1.13 11.38% faster
gp_regr/gen_gp_data.stan 0.03 0.03 1.18 15.01% faster
gp_regr/gp_regr.stan 0.14 0.09 1.57 36.37% faster
sir/sir.stan 72.85 70.71 1.03 2.94% faster
irt_2pl/irt_2pl.stan 4.57 4.28 1.07 6.41% faster
eight_schools/eight_schools.stan 0.06 0.06 1.01 0.58% faster
pkpd/sim_one_comp_mm_elim_abs.stan 0.27 0.25 1.07 6.38% faster
pkpd/one_comp_mm_elim_abs.stan 20.26 19.41 1.04 4.22% faster
garch/garch.stan 0.46 0.4 1.14 12.31% faster
low_dim_gauss_mix/low_dim_gauss_mix.stan 2.82 2.59 1.09 8.16% faster
arK/arK.stan 1.87 1.7 1.1 8.96% faster
gp_pois_regr/gp_pois_regr.stan 2.86 2.72 1.05 4.9% faster
low_dim_gauss_mix_collapse/low_dim_gauss_mix_collapse.stan 8.78 8.41 1.04 4.23% faster
performance.compilation 187.66 186.95 1.0 0.38% faster
Mean result: 1.1099135107132903

Jenkins Console Log
Blue Ocean
Commit hash: 1c418093dfd3248c686e713b8a190cf69f7c63ba

Machine information No LSB modules are available. Distributor ID: Ubuntu Description: Ubuntu 20.04.3 LTS Release: 20.04 Codename: focal

CPU:
Architecture: x86_64
CPU op-mode(s): 32-bit, 64-bit
Byte Order: Little Endian
Address sizes: 46 bits physical, 48 bits virtual
CPU(s): 80
On-line CPU(s) list: 0-79
Thread(s) per core: 2
Core(s) per socket: 20
Socket(s): 2
NUMA node(s): 2
Vendor ID: GenuineIntel
CPU family: 6
Model: 85
Model name: Intel(R) Xeon(R) Gold 6148 CPU @ 2.40GHz
Stepping: 4
CPU MHz: 2400.000
CPU max MHz: 3700.0000
CPU min MHz: 1000.0000
BogoMIPS: 4800.00
Virtualization: VT-x
L1d cache: 1.3 MiB
L1i cache: 1.3 MiB
L2 cache: 40 MiB
L3 cache: 55 MiB
NUMA node0 CPU(s): 0,2,4,6,8,10,12,14,16,18,20,22,24,26,28,30,32,34,36,38,40,42,44,46,48,50,52,54,56,58,60,62,64,66,68,70,72,74,76,78
NUMA node1 CPU(s): 1,3,5,7,9,11,13,15,17,19,21,23,25,27,29,31,33,35,37,39,41,43,45,47,49,51,53,55,57,59,61,63,65,67,69,71,73,75,77,79
Vulnerability Gather data sampling: Mitigation; Microcode
Vulnerability Itlb multihit: KVM: Mitigation: VMX disabled
Vulnerability L1tf: Mitigation; PTE Inversion; VMX conditional cache flushes, SMT vulnerable
Vulnerability Mds: Mitigation; Clear CPU buffers; SMT vulnerable
Vulnerability Meltdown: Mitigation; PTI
Vulnerability Mmio stale data: Mitigation; Clear CPU buffers; SMT vulnerable
Vulnerability Reg file data sampling: Not affected
Vulnerability Retbleed: Mitigation; IBRS
Vulnerability Spec rstack overflow: Not affected
Vulnerability Spec store bypass: Mitigation; Speculative Store Bypass disabled via prctl
Vulnerability Spectre v1: Mitigation; usercopy/swapgs barriers and __user pointer sanitization
Vulnerability Spectre v2: Mitigation; IBRS; IBPB conditional; STIBP conditional; RSB filling; PBRSB-eIBRS Not affected; BHI Not affected
Vulnerability Srbds: Not affected
Vulnerability Tsx async abort: Mitigation; Clear CPU buffers; SMT vulnerable
Flags: fpu vme de pse tsc msr pae mce cx8 apic sep mtrr pge mca cmov pat pse36 clflush dts acpi mmx fxsr sse sse2 ss ht tm pbe syscall nx pdpe1gb rdtscp lm constant_tsc art arch_perfmon pebs bts rep_good nopl xtopology nonstop_tsc cpuid aperfmperf pni pclmulqdq dtes64 monitor ds_cpl vmx smx est tm2 ssse3 sdbg fma cx16 xtpr pdcm pcid dca sse4_1 sse4_2 x2apic movbe popcnt tsc_deadline_timer aes xsave avx f16c rdrand lahf_lm abm 3dnowprefetch cpuid_fault epb cat_l3 cdp_l3 invpcid_single pti intel_ppin ssbd mba ibrs ibpb stibp tpr_shadow vnmi flexpriority ept vpid ept_ad fsgsbase tsc_adjust bmi1 hle avx2 smep bmi2 erms invpcid rtm cqm mpx rdt_a avx512f avx512dq rdseed adx smap clflushopt clwb intel_pt avx512cd avx512bw avx512vl xsaveopt xsavec xgetbv1 xsaves cqm_llc cqm_occup_llc cqm_mbm_total cqm_mbm_local dtherm ida arat pln pts hwp hwp_act_window hwp_epp hwp_pkg_req pku ospke md_clear flush_l1d arch_capabilities

G++:
g++ (Ubuntu 9.4.0-1ubuntu1~20.04) 9.4.0
Copyright (C) 2019 Free Software Foundation, Inc.
This is free software; see the source for copying conditions. There is NO
warranty; not even for MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.

Clang:
clang version 10.0.0-4ubuntu1
Target: x86_64-pc-linux-gnu
Thread model: posix
InstalledDir: /usr/bin

SteveBronder changed the title Fix issue 3146 for log_multiply Fix issue 3146 for multiply_log Feb 18, 2025

stan-buildbot commented Feb 19, 2025

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Name Old Result New Result Ratio Performance change( 1 - new / old )
arma/arma.stan 0.33 0.33 1.02 1.69% faster
low_dim_corr_gauss/low_dim_corr_gauss.stan 0.01 0.01 1.02 2.24% faster
gp_regr/gen_gp_data.stan 0.03 0.03 1.02 2.08% faster
gp_regr/gp_regr.stan 0.1 0.1 1.0 -0.46% slower
sir/sir.stan 70.42 68.46 1.03 2.79% faster
irt_2pl/irt_2pl.stan 4.2 3.99 1.05 4.95% faster
eight_schools/eight_schools.stan 0.06 0.06 1.03 2.73% faster
pkpd/sim_one_comp_mm_elim_abs.stan 0.25 0.24 1.06 5.49% faster
pkpd/one_comp_mm_elim_abs.stan 19.43 18.55 1.05 4.55% faster
garch/garch.stan 0.43 0.41 1.05 5.18% faster
low_dim_gauss_mix/low_dim_gauss_mix.stan 2.72 2.62 1.04 3.51% faster
arK/arK.stan 1.8 1.73 1.04 3.6% faster
gp_pois_regr/gp_pois_regr.stan 2.98 2.74 1.09 7.95% faster
low_dim_gauss_mix_collapse/low_dim_gauss_mix_collapse.stan 8.81 8.41 1.05 4.5% faster
performance.compilation 181.9 187.37 0.97 -3.01% slower
Mean result: 1.0335952550885807

Jenkins Console Log
Blue Ocean
Commit hash: 1e79dd5a82df2796732f643eb10420d634ec4200

Machine information No LSB modules are available. Distributor ID: Ubuntu Description: Ubuntu 20.04.3 LTS Release: 20.04 Codename: focal

CPU:
Architecture: x86_64
CPU op-mode(s): 32-bit, 64-bit
Byte Order: Little Endian
Address sizes: 46 bits physical, 48 bits virtual
CPU(s): 80
On-line CPU(s) list: 0-79
Thread(s) per core: 2
Core(s) per socket: 20
Socket(s): 2
NUMA node(s): 2
Vendor ID: GenuineIntel
CPU family: 6
Model: 85
Model name: Intel(R) Xeon(R) Gold 6148 CPU @ 2.40GHz
Stepping: 4
CPU MHz: 2400.000
CPU max MHz: 3700.0000
CPU min MHz: 1000.0000
BogoMIPS: 4800.00
Virtualization: VT-x
L1d cache: 1.3 MiB
L1i cache: 1.3 MiB
L2 cache: 40 MiB
L3 cache: 55 MiB
NUMA node0 CPU(s): 0,2,4,6,8,10,12,14,16,18,20,22,24,26,28,30,32,34,36,38,40,42,44,46,48,50,52,54,56,58,60,62,64,66,68,70,72,74,76,78
NUMA node1 CPU(s): 1,3,5,7,9,11,13,15,17,19,21,23,25,27,29,31,33,35,37,39,41,43,45,47,49,51,53,55,57,59,61,63,65,67,69,71,73,75,77,79
Vulnerability Gather data sampling: Mitigation; Microcode
Vulnerability Itlb multihit: KVM: Mitigation: VMX disabled
Vulnerability L1tf: Mitigation; PTE Inversion; VMX conditional cache flushes, SMT vulnerable
Vulnerability Mds: Mitigation; Clear CPU buffers; SMT vulnerable
Vulnerability Meltdown: Mitigation; PTI
Vulnerability Mmio stale data: Mitigation; Clear CPU buffers; SMT vulnerable
Vulnerability Reg file data sampling: Not affected
Vulnerability Retbleed: Mitigation; IBRS
Vulnerability Spec rstack overflow: Not affected
Vulnerability Spec store bypass: Mitigation; Speculative Store Bypass disabled via prctl
Vulnerability Spectre v1: Mitigation; usercopy/swapgs barriers and __user pointer sanitization
Vulnerability Spectre v2: Mitigation; IBRS; IBPB conditional; STIBP conditional; RSB filling; PBRSB-eIBRS Not affected; BHI Not affected
Vulnerability Srbds: Not affected
Vulnerability Tsx async abort: Mitigation; Clear CPU buffers; SMT vulnerable
Flags: fpu vme de pse tsc msr pae mce cx8 apic sep mtrr pge mca cmov pat pse36 clflush dts acpi mmx fxsr sse sse2 ss ht tm pbe syscall nx pdpe1gb rdtscp lm constant_tsc art arch_perfmon pebs bts rep_good nopl xtopology nonstop_tsc cpuid aperfmperf pni pclmulqdq dtes64 monitor ds_cpl vmx smx est tm2 ssse3 sdbg fma cx16 xtpr pdcm pcid dca sse4_1 sse4_2 x2apic movbe popcnt tsc_deadline_timer aes xsave avx f16c rdrand lahf_lm abm 3dnowprefetch cpuid_fault epb cat_l3 cdp_l3 invpcid_single pti intel_ppin ssbd mba ibrs ibpb stibp tpr_shadow vnmi flexpriority ept vpid ept_ad fsgsbase tsc_adjust bmi1 hle avx2 smep bmi2 erms invpcid rtm cqm mpx rdt_a avx512f avx512dq rdseed adx smap clflushopt clwb intel_pt avx512cd avx512bw avx512vl xsaveopt xsavec xgetbv1 xsaves cqm_llc cqm_occup_llc cqm_mbm_total cqm_mbm_local dtherm ida arat pln pts hwp hwp_act_window hwp_epp hwp_pkg_req pku ospke md_clear flush_l1d arch_capabilities

G++:
g++ (Ubuntu 9.4.0-1ubuntu1~20.04) 9.4.0
Copyright (C) 2019 Free Software Foundation, Inc.
This is free software; see the source for copying conditions. There is NO
warranty; not even for MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.

Clang:
clang version 10.0.0-4ubuntu1
Target: x86_64-pc-linux-gnu
Thread model: posix
InstalledDir: /usr/bin

SteveBronder commented Feb 21, 2025

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@nhuurre or @andrjohns would either of you mind taking a look at this? @nhuurre Brian pointed out you handled #3033 which is very similar

WardBrian mentioned this pull request Feb 24, 2025
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andrjohns commented Mar 2, 2025

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Can these scalar/matrix/etc overloads all be condensed? They all follow a similar pattern/logic (afaict).

We have as_array_or_scalar() as well as the vectorised select(), so the functions can be scalar/container agnostic (examples of their usage in bernoulli_cdf)

jachymb commented Mar 3, 2025

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Does lmultiply need to also be considered?

WardBrian commented Mar 3, 2025

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Huh, I didn't realize lmultiply even really existed in the math library. I'm pretty sure the stan compiler still just rewrites it to multiply_log.

They definitely should be consistent between the two

nhuurre reviewed Mar 7, 2025
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Choose a reason Spam Abuse Off Topic Outdated Duplicate Resolved Low Quality

Brian pointed out you handled #3033 which is very similar

You mean similar to the part that handles 0*log(0) corner case. Most of this PR is if-constexpr-template magic that goes way over my head.

Comment thread test/unit/math/mix/fun/multiply_log2_test.cpp
Comment on lines +5 to +11
* NOTE: We do not test values of (0.0, 0.0) as inputs.
* This is because the testing framework uses
* finite difference as the comparison. The small finite
* purtubations lead to cases where the value of the
* function inputs is either slightly negative or slightly positive,
* which can lead to the function returning NaN when we would expect a
* value of 0.

nhuurre Mar 7, 2025

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Choose a reason Spam Abuse Off Topic Outdated Duplicate Resolved Low Quality

Some testing is still technically possible. On #3033 I added a test that tricks the finite difference calculation by extending the function symmetrically.
Here that would be

return multiply_log((x1 >= 0) ? x1 : -x1, (x2 >= 0) ? x2 : -x2);

(i.e. multiply_log(|x1|,|x2|) without using stan::math::abs since it would overwrite the autodiff derivatives)

However, I do not like this hack. The value added by such a test is low compared to the effort required to understand what it does and why it works.

It's better to extend the test framework. stan::test::test_ad needs both positive and negative perturbations because it compares autodiff to central finite differences. It shouldn't be hard to work out the equations for lateral finite differences which need perturbations only in one direction (but are less accurate). I can try and add something like stan::test::test_ad_positive if you want.

Positive-perturbation-only test can handle multiply_log(0, x). But the derivative of multiply_log(x, 0) is formally infinite so finite difference is going to blow up anyway. Maybe we need a stan::test::test_ad variant that just checks the autodiff derivatives are finite but does not compare them with any reference value.

WardBrian commented Mar 7, 2025

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Most of this PR is if-constexpr-template magic that goes way over my head.

This is, luckily, the part that I feel comfortable reviewing, so between the two of us it seems likely we will be able to make it work

WardBrian linked an issue Mar 27, 2025 that may be closed by this pull request
multiply_log(0, 0) has infinite gradient #2494
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WardBrian mentioned this pull request Jul 1, 2025
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multiply_log(0, 0) has infinite gradient Error compiling rep_matrix inside of offset_multiplier_constrain

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