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Fix blocking issues for exposing poisson-binomial in Stan by andrjohns · Pull Request #3178 · stan-dev/math · GitHub

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Fix blocking issues for exposing poisson-binomial in Stan - #3178

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andrjohns merged 8 commits into
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pois-binom-sigs
Apr 25, 2025
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Fix blocking issues for exposing poisson-binomial in Stan#3178
andrjohns merged 8 commits into
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pois-binom-sigs

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andrjohns commented Apr 21, 2025 •
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Summary

This PR addresses the issues from #2490 required for exposing poisson_binomial in the language (#618):

  • Supporting row_vector and array[] real arguments for theta
  • poisson_binomial_rng fails expression tests

I haven't added support for passing scalar arguments to theta (i.e., int, real) since theta is supposed to be a vector of probabilities (similar to categorical_rng).

I had to make some minor changes to size_mvt and vector_seq_view to support std::vector<double> arguments, but the other changes are fairly minor

Tests

Expanded poisson_binomial tests to use row_vector and array[] real types

Side Effects

N/A

Release notes

Fixed expression test errors with poisson_binomial_rng, added support for row-vector and std::vector<double> theta arguments for poisson_binomial

Checklist

  • Copyright holder: Andrew Johnson

    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

WardBrian linked an issue Apr 21, 2025 that may be closed by this pull request
Missing signature support for poisson_binomial #2490
Closed

stan-buildbot commented Apr 21, 2025

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Name Old Result New Result Ratio Performance change( 1 - new / old )
arma/arma.stan 0.37 0.34 1.06 5.97% faster
low_dim_corr_gauss/low_dim_corr_gauss.stan 0.01 0.01 0.99 -1.39% slower
gp_regr/gen_gp_data.stan 0.03 0.03 1.11 9.55% faster
gp_regr/gp_regr.stan 0.11 0.1 1.08 7.78% faster
sir/sir.stan 72.32 74.94 0.96 -3.63% slower
irt_2pl/irt_2pl.stan 4.46 4.39 1.02 1.58% faster
eight_schools/eight_schools.stan 0.06 0.06 1.03 2.44% faster
pkpd/sim_one_comp_mm_elim_abs.stan 0.28 0.26 1.05 4.92% faster
pkpd/one_comp_mm_elim_abs.stan 21.49 20.34 1.06 5.37% faster
garch/garch.stan 0.48 0.45 1.05 4.97% faster
low_dim_gauss_mix/low_dim_gauss_mix.stan 3.51 2.93 1.2 16.57% faster
arK/arK.stan 2.07 1.87 1.11 9.54% faster
gp_pois_regr/gp_pois_regr.stan 3.51 2.92 1.2 16.75% faster
low_dim_gauss_mix_collapse/low_dim_gauss_mix_collapse.stan 10.05 9.1 1.1 9.49% faster
performance.compilation 193.79 206.46 0.94 -6.53% slower
Mean result: 1.0636793333153869

Jenkins Console Log
Blue Ocean
Commit hash: d93de3c68d2a3017964dbbb55969c0a7e95d2263

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

WardBrian requested a review from SteveBronder April 21, 2025 20:10

stan-buildbot commented Apr 22, 2025

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Contributor
Name Old Result New Result Ratio Performance change( 1 - new / old )
arma/arma.stan 0.34 0.33 1.01 0.73% faster
low_dim_corr_gauss/low_dim_corr_gauss.stan 0.01 0.01 0.99 -0.82% slower
gp_regr/gen_gp_data.stan 0.03 0.02 1.03 3.04% faster
gp_regr/gp_regr.stan 0.1 0.1 1.01 0.67% faster
sir/sir.stan 72.03 70.23 1.03 2.5% faster
irt_2pl/irt_2pl.stan 4.52 4.23 1.07 6.4% faster
eight_schools/eight_schools.stan 0.06 0.06 1.02 2.33% faster
pkpd/sim_one_comp_mm_elim_abs.stan 0.26 0.26 1.02 2.23% faster
pkpd/one_comp_mm_elim_abs.stan 21.14 20.68 1.02 2.18% faster
garch/garch.stan 0.45 0.43 1.03 3.28% faster
low_dim_gauss_mix/low_dim_gauss_mix.stan 2.77 2.75 1.01 0.73% faster
arK/arK.stan 1.85 1.82 1.02 1.65% faster
gp_pois_regr/gp_pois_regr.stan 2.95 2.88 1.02 2.43% faster
low_dim_gauss_mix_collapse/low_dim_gauss_mix_collapse.stan 9.16 8.94 1.02 2.39% faster
performance.compilation 189.94 186.66 1.02 1.73% faster
Mean result: 1.0216983035997154

Jenkins Console Log
Blue Ocean
Commit hash: d93de3c68d2a3017964dbbb55969c0a7e95d2263

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: 1226.956
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

spinkney commented Apr 24, 2025

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Awesome! Thanks for pushing this through!

WardBrian approved these changes Apr 24, 2025
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Choose a reason Spam Abuse Off Topic Outdated Duplicate Resolved Low Quality

Changes look good, thanks!

andrjohns merged commit 1c75cf0 into develop Apr 25, 2025
WardBrian deleted the pois-binom-sigs branch April 30, 2025 18:30

WardBrian commented Apr 30, 2025

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@andrjohns can you share what arguments you expect the functions in stanc3 to be able to accept now? Thanks!

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Missing signature support for poisson_binomial

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