vb() crashes R on 64bit Windows 10

paul-buerkner commented 8 years ago

When fitting models with vb(), R consistently crashes for some models after printing out the first line of Begin stochastic gradient ascent. This happens for instance for the following GLMM:

## also attaches rstan
library(brms)

## simple weibull GLMM
stancode <- make_stancode(time ~ age + sex + disease + (1|patient), 
                          data = kidney, family = weibull("log"))
stanmodel <- stan_model(model_code = stancode)
standata <- make_standata(time ~ age + sex + disease + (1|patient), 
                          data = kidney, family = weibull("log"))

## runs without error
fit1 <- sampling(stanmodel, data = standata)

## crashes R
fit2 <- vb(stanmodel, data = standata)

> sessionInfo()
R version 3.2.3 (2015-12-10)
Platform: x86_64-w64-mingw32/x64 (64-bit)
Running under: Windows >= 8 x64 (build 9200)

locale:
[1] LC_COLLATE=German_Germany.1252  LC_CTYPE=German_Germany.1252    LC_MONETARY=German_Germany.1252
[4] LC_NUMERIC=C                    LC_TIME=German_Germany.1252    

attached base packages:
[1] stats     graphics  grDevices utils     datasets  methods   base     

other attached packages:
[1] brms_0.7.0.9000 rstan_2.9.0     ggplot2_2.0.0  

loaded via a namespace (and not attached):
 [1] Rcpp_0.12.3      lattice_0.20-33  MASS_7.3-45      grid_3.2.3       plyr_1.8.3       nlme_3.1-123     gtable_0.1.2    
 [8] stats4_3.2.3     scales_0.3.0     minqa_1.2.4      nloptr_1.0.4     Matrix_1.2-3     splines_3.2.3    statmod_1.4.22  
[15] lme4_1.1-10      tools_3.2.3      munsell_0.4.2    abind_1.4-3      parallel_3.2.3   inline_0.3.14    colorspace_1.2-6
[22] gridExtra_2.0.0

jgabry commented 8 years ago

Thanks for reporting. This particular example doesn't crash on my Mac nor have I noticed vb crashing for other models, so this might just be a windows issue. Has anyone else experienced this?

On Fri, Jan 22, 2016 at 9:25 AM, Paul-Christian Bürkner < notifications@github.com> wrote:

When fitting models with vb(), R consistently crashes for some models after printing out the first line of Begin stochastic gradient ascent This happens for instance for the following GLMM:

also attaches rstan

library(brms)

simple weibull GLMMstancode <- make_stancode(time ~ age + sex + disease + (1|patient),
                      data = kidney, family = weibull("log"))stanmodel <- stan_model(model_code = stancode)standata <- make_standata(time ~ age + sex + disease + (1|patient),
                      data = kidney, family = weibull("log"))
runs without errorfit1 <- sampling(stanmodel, data = standata)

crashes Rfit2 <- vb(stanmodel, data = standata)

sessionInfo()R version 323 (2015-12-10)Platform: x86_64-w64-mingw32/x64 (64-bit)Running under: Windows >= 8 x64 (build 9200) locale: [1] LC_COLLATE=German_Germany1252 LC_CTYPE=German_Germany1252 LC_MONETARY=German_Germany1252 [4] LC_NUMERIC=C LC_TIME=German_Germany1252 attached base packages: [1] stats graphics grDevices utils datasets methods base other attached packages: [1] brms_0709000 rstan_290 ggplot2_200 loaded via a namespace (and not attached): [1] Rcpp_0123 lattice_020-33 MASS_73-45 grid_323 plyr_183 nlme_31-123 gtable_012 [8] stats4_323 scales_030 minqa_124 nloptr_104 Matrix_12-3 splines_323 statmod_1422 [15] lme4_11-10 tools_323 munsell_042 abind_14-3 parallel_323 inline_0314 colorspace_12-6 [22] gridExtra_200

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