stan-dev / math

The Stan Math Library is a C++ template library for automatic differentiation of any order using forward, reverse, and mixed modes. It includes a range of built-in functions for probabilistic modeling, linear algebra, and equation solving.
https://mc-stan.org
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Update GHA tests to run using RTools44 #3060

Closed andrjohns closed 1 month ago

andrjohns commented 1 month ago

Summary

Our Github CI for Windows is significantly out of date with the current RTools windows toolchain, this PR updates the workflows to run using the latest RTools44 toolchain

Tests

N/A

Side Effects

N/A

Release notes

Update Github CI to use RTools44 toolchain on windows

Checklist

stan-buildbot commented 1 month ago

Name Old Result New Result Ratio Performance change( 1 - new / old )
arma/arma.stan 0.19 0.18 1.04 4.05% faster
low_dim_corr_gauss/low_dim_corr_gauss.stan 0.01 0.01 1.02 2.27% faster
gp_regr/gen_gp_data.stan 0.02 0.02 1.03 2.77% faster
gp_regr/gp_regr.stan 0.11 0.1 1.05 4.88% faster
sir/sir.stan 76.57 75.25 1.02 1.72% faster
irt_2pl/irt_2pl.stan 3.91 3.95 0.99 -1.02% slower
eight_schools/eight_schools.stan 0.06 0.05 1.07 6.74% faster
pkpd/sim_one_comp_mm_elim_abs.stan 0.25 0.25 1.01 1.46% faster
pkpd/one_comp_mm_elim_abs.stan 17.99 18.3 0.98 -1.7% slower
garch/garch.stan 0.45 0.46 0.98 -1.54% slower
low_dim_gauss_mix/low_dim_gauss_mix.stan 2.77 2.82 0.98 -1.71% slower
arK/arK.stan 1.72 1.67 1.03 3.04% faster
gp_pois_regr/gp_pois_regr.stan 2.53 2.58 0.98 -1.93% slower
low_dim_gauss_mix_collapse/low_dim_gauss_mix_collapse.stan 9.07 9.35 0.97 -3.1% slower
performance.compilation 173.75 178.03 0.98 -2.46% slower

Mean result: 1.0099592951445922


Jenkins Console Log Blue Ocean Commit hash: b62657db8079bb06c39c70bb82d88755522d5b74


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 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 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
andrjohns commented 1 month ago

Turns out the RTools44 GCC has a bug in its exp(std::complex<double>) implementation, which is the cause of the mix test failures.

The result of exp(std::complex<double>(inf)) should be {inf, 0} as seen on godbolt, but the RTools44 gcc returns {inf, nan}.

I've notified the toolchain maintainer

andrjohns commented 1 month ago

Looks like the reason why the RTools40 toolchain was passing but not Rtools44, is that the msys2-based gcc (like rtools40 and those installed via pacman) define _GLIBCXX11_USE_C99_COMPLEX by default, but the MXE-based gcc (RTools42-44) don't.

I'm still investigating whether this is an rtools-specific or a general mxe issue, but for now we can just add -D_GLIBCXX11_USE_C99_COMPLEX to the windows flags

stan-buildbot commented 1 month ago

Name Old Result New Result Ratio Performance change( 1 - new / old )
arma/arma.stan 0.19 0.18 1.05 4.87% faster
low_dim_corr_gauss/low_dim_corr_gauss.stan 0.01 0.01 1.06 5.28% faster
gp_regr/gen_gp_data.stan 0.02 0.02 1.07 6.52% faster
gp_regr/gp_regr.stan 0.11 0.1 1.06 5.49% faster
sir/sir.stan 79.05 75.22 1.05 4.85% faster
irt_2pl/irt_2pl.stan 3.91 3.93 0.99 -0.54% slower
eight_schools/eight_schools.stan 0.06 0.05 1.06 5.79% faster
pkpd/sim_one_comp_mm_elim_abs.stan 0.26 0.25 1.02 2.04% faster
pkpd/one_comp_mm_elim_abs.stan 18.31 18.21 1.01 0.53% faster
garch/garch.stan 0.47 0.46 1.01 1.36% faster
low_dim_gauss_mix/low_dim_gauss_mix.stan 2.85 2.85 1.0 0.01% faster
arK/arK.stan 1.64 1.67 0.98 -1.78% slower
gp_pois_regr/gp_pois_regr.stan 2.55 2.54 1.0 0.48% faster
low_dim_gauss_mix_collapse/low_dim_gauss_mix_collapse.stan 9.16 9.28 0.99 -1.28% slower
performance.compilation 181.61 180.96 1.0 0.36% faster

Mean result: 1.0240269407895728


Jenkins Console Log Blue Ocean Commit hash: 39b1ef439f847a0dfe31f525f78a5affade57b4d


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 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 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
andrjohns commented 1 month ago

Looks like the reason why the RTools40 toolchain was passing but not Rtools44, is that the msys2-based gcc (like rtools40 and those installed via pacman) define _GLIBCXX11_USE_C99_COMPLEX by default, but the MXE-based gcc (RTools42-44) don't.

I'm still investigating whether this is an rtools-specific or a general mxe issue, but for now we can just add -D_GLIBCXX11_USE_C99_COMPLEX to the windows flags

I've heard back from the RTools maintainer that they would prefer to wait until the next major RTools release before adding this flag, but that I should report the bug upstream to gcc/libstdc++. So we'll need to manually add the flag in the interim.

@WardBrian / @rok-cesnovar Should I keep the makefile as unconditionally adding the flag on Windows (like it is now)? Alternatives that I can think of would be to:

Thoughts/preferences?

WardBrian commented 1 month ago

I think it's fine being unconditional on Windows

andrjohns commented 1 month ago

@WardBrian ok to approve and merge before the freeze? Just want to make sure this in now that the next release is recommending the stock RTools toolchain