Feature/3299 improve ess mcse

mitzimorris commented 3 months ago

Submission Checklist

[x] Run unit tests: ./runTests.py src/test/unit
[x] Run cpplint: make cpplint
[x] Declare copyright holder and open-source license: see below

Summary

Add split-rank-folded ESS .

Intended Effect

Expose new split-Rhat and split-ESS for CmdStan

How to Verify

unit tests

Side Effects

N/A

Documentation

Copyright and Licensing

Please list the copyright holder for the work you are submitting (this will be you or your assignee, such as a university or company): Columbia University

By submitting this pull request, the copyright holder is agreeing to 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/)

mitzimorris commented 3 months ago

@SteveBronder - I would really appreciate your eyeballs on the ESS calculations - a preliminary review?

@WardBrian - does this API look OK?

also @avehtari - I implemented tail ESS - current logic is that if tail ESS returns NaN, set if to bulk ESS, as this seems to be what the posterior package does. is this correct?

the current set of unit tests test split R-hat and split-ESS against what's in posterior for a run of 2 chains on the eight_schools model. suggestions for further tests welcome.

WardBrian commented 3 months ago

I think the new APIs look nice. I still have some concerns about the implementations, especially things like sample means vs population means, and how difficult it is to tell them apart just reading the code. For example, split_rank_normalized_rhat.hpp has

chain_mean(i) = chain_col.mean();

and

double mean_var = math::mean(chain_var);

just a few lines apart -- are these the same mean as each other? I think in this case they are, but it's worth making obvious. Same for variances. A few small named functions for these would go a long way, I think

avehtari commented 3 months ago

also @avehtari - I implemented tail ESS - current logic is that if tail ESS returns NaN, set if to bulk ESS, as this seems to be what the posterior package does. is this correct?

In posterior package if tail ESS is NaN, then it's NaN. Can you provide a link to the posterior package code which made you think otherwise?

mitzimorris commented 3 months ago

In posterior package if tail ESS is NaN, then it's NaN. Can you provide a link to the posterior package code which made you think otherwise?

you're correct - this is what posterior will do. I'm puzzled as to why the implementation in this PR fails on a test of the eight schools model and data, run with 2 chains, 1000 iters each but thinned by a factor of 2. the parameter tau has a low effective bulk ESS, and CmdStanR reports bulk and tail having the same value. for the implementation in this PR, the tail 05 ESS is NaN, and the tail 95 ESS is 486. In CmdStanR, the tail ESS is 71 - same as bulk ESS. more testing needed.

update: caused by differences in computing quantiles between Eigen and R.

mitzimorris commented 3 months ago

@SteveBronder and @WardBrian - ready for first round of review

stan-buildbot commented 3 months ago

Name	Old Result	New Result	Ratio	Performance change( 1 - new / old )
arma/arma.stan	0.42	0.35	1.2	16.64% faster
low_dim_corr_gauss/low_dim_corr_gauss.stan	0.01	0.01	0.92	-9.29% slower
gp_regr/gen_gp_data.stan	0.03	0.03	1.19	16.31% faster
gp_regr/gp_regr.stan	0.11	0.11	1.04	3.7% faster
sir/sir.stan	74.54	65.99	1.13	11.47% faster
irt_2pl/irt_2pl.stan	4.47	3.97	1.13	11.28% faster
eight_schools/eight_schools.stan	0.05	0.05	0.98	-2.1% slower
pkpd/sim_one_comp_mm_elim_abs.stan	0.28	0.25	1.12	10.53% faster
pkpd/one_comp_mm_elim_abs.stan	20.98	18.67	1.12	11.05% faster
garch/garch.stan	0.49	0.41	1.19	15.76% faster
low_dim_gauss_mix/low_dim_gauss_mix.stan	2.96	2.62	1.13	11.36% faster
arK/arK.stan	1.89	1.74	1.09	7.84% faster
gp_pois_regr/gp_pois_regr.stan	3.07	2.76	1.11	10.24% faster
low_dim_gauss_mix_collapse/low_dim_gauss_mix_collapse.stan	9.52	8.51	1.12	10.67% faster
performance.compilation	212.3	210.73	1.01	0.74% faster

Mean result: 1.0978070902051777

Jenkins Console Log Blue Ocean Commit hash: 2cd95be39b0482d0fedb7fe9a1e8c77b7084592a

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

stan-buildbot commented 3 months ago

Name	Old Result	New Result	Ratio	Performance change( 1 - new / old )
arma/arma.stan	0.36	0.32	1.11	9.72% faster
low_dim_corr_gauss/low_dim_corr_gauss.stan	0.01	0.01	0.84	-18.91% slower
gp_regr/gen_gp_data.stan	0.02	0.02	1.06	5.72% faster
gp_regr/gp_regr.stan	0.1	0.1	0.97	-2.68% slower
sir/sir.stan	68.89	73.54	0.94	-6.74% slower
irt_2pl/irt_2pl.stan	4.24	4.2	1.01	0.92% faster
eight_schools/eight_schools.stan	0.06	0.05	1.05	4.7% faster
pkpd/sim_one_comp_mm_elim_abs.stan	0.25	0.23	1.05	5.02% faster
pkpd/one_comp_mm_elim_abs.stan	19.58	18.62	1.05	4.9% faster
garch/garch.stan	0.43	0.42	1.02	2.27% faster
low_dim_gauss_mix/low_dim_gauss_mix.stan	2.74	2.61	1.05	4.85% faster
arK/arK.stan	1.79	1.7	1.05	5.12% faster
gp_pois_regr/gp_pois_regr.stan	2.91	2.87	1.01	1.26% faster
low_dim_gauss_mix_collapse/low_dim_gauss_mix_collapse.stan	8.91	8.39	1.06	5.8% faster
performance.compilation	182.9	179.17	1.02	2.04% faster

Mean result: 1.0204192093196358

Jenkins Console Log Blue Ocean Commit hash: 2cd95be39b0482d0fedb7fe9a1e8c77b7084592a

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

stan-buildbot commented 3 months ago

Name	Old Result	New Result	Ratio	Performance change( 1 - new / old )
arma/arma.stan	0.46	0.32	1.43	30.03% faster
low_dim_corr_gauss/low_dim_corr_gauss.stan	0.01	0.01	0.92	-8.3% slower
gp_regr/gen_gp_data.stan	0.03	0.02	1.4	28.52% faster
gp_regr/gp_regr.stan	0.1	0.1	1.06	5.91% faster
sir/sir.stan	69.47	70.42	0.99	-1.36% slower
irt_2pl/irt_2pl.stan	4.25	4.09	1.04	3.8% faster
eight_schools/eight_schools.stan	0.06	0.05	1.13	11.33% faster
pkpd/sim_one_comp_mm_elim_abs.stan	0.25	0.23	1.05	4.35% faster
pkpd/one_comp_mm_elim_abs.stan	19.49	18.64	1.05	4.38% faster
garch/garch.stan	0.44	0.41	1.07	6.73% faster
low_dim_gauss_mix/low_dim_gauss_mix.stan	2.7	2.59	1.04	4.14% faster
arK/arK.stan	1.78	1.72	1.03	3.24% faster
gp_pois_regr/gp_pois_regr.stan	2.88	2.72	1.06	5.77% faster
low_dim_gauss_mix_collapse/low_dim_gauss_mix_collapse.stan	8.74	8.42	1.04	3.71% faster
performance.compilation	179.68	182.68	0.98	-1.67% slower

Mean result: 1.0860988235048856

Jenkins Console Log Blue Ocean Commit hash: 2cd95be39b0482d0fedb7fe9a1e8c77b7084592a

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

stan-buildbot commented 3 months ago

Name	Old Result	New Result	Ratio	Performance change( 1 - new / old )
arma/arma.stan	0.43	0.32	1.34	25.39% faster
low_dim_corr_gauss/low_dim_corr_gauss.stan	0.01	0.01	0.92	-9.23% slower
gp_regr/gen_gp_data.stan	0.02	0.02	1.09	7.89% faster
gp_regr/gp_regr.stan	0.1	0.11	0.92	-8.19% slower
sir/sir.stan	69.1	70.56	0.98	-2.12% slower
irt_2pl/irt_2pl.stan	4.31	4.02	1.07	6.75% faster
eight_schools/eight_schools.stan	0.06	0.08	0.75	-33.51% slower
pkpd/sim_one_comp_mm_elim_abs.stan	0.26	0.24	1.08	7.44% faster
pkpd/one_comp_mm_elim_abs.stan	19.84	18.65	1.06	5.99% faster
garch/garch.stan	0.44	0.41	1.08	7.62% faster
low_dim_gauss_mix/low_dim_gauss_mix.stan	2.76	2.61	1.06	5.33% faster
arK/arK.stan	1.78	1.72	1.04	3.39% faster
gp_pois_regr/gp_pois_regr.stan	3.08	2.8	1.1	9.34% faster
low_dim_gauss_mix_collapse/low_dim_gauss_mix_collapse.stan	8.94	8.4	1.06	5.98% faster
performance.compilation	180.35	183.72	0.98	-1.86% slower

Mean result: 1.0355232469724303

Jenkins Console Log Blue Ocean Commit hash: 2cd95be39b0482d0fedb7fe9a1e8c77b7084592a

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

mitzimorris commented 3 months ago

@WardBrian or @dylex - upstream tests are failing - is there a Jenkins problem? workspace?

WardBrian commented 3 months ago

I’m not seeing anything abnormal - latest run failed due to excess compiler warnings

mitzimorris commented 3 months ago

I’m not seeing anything abnormal - latest run failed due to excess compiler warnings

this is what I'm seeing:

continuous-integration/jenkins/pr-merge failed:  https://jenkins.flatironinstitute.org/blue/organizations/jenkins/Stan%2FStan/detail/PR-3305/27/pipeline

WardBrian commented 3 months ago

Yes, because this PR is causing 4 new compiler warnings which is crossing the threshold of what we allow in CI:

https://jenkins.flatironinstitute.org/job/Stan/job/Stan/job/PR-3305/27/pipeline_clang/folder.1689781376/

mitzimorris commented 3 months ago

thanks - fixed! (this time for sure!)

stan-buildbot commented 3 months ago

Name	Old Result	New Result	Ratio	Performance change( 1 - new / old )
arma/arma.stan	0.33	0.32	1.01	0.85% faster
low_dim_corr_gauss/low_dim_corr_gauss.stan	0.01	0.01	0.96	-3.66% slower
gp_regr/gen_gp_data.stan	0.02	0.02	1.03	3.14% faster
gp_regr/gp_regr.stan	0.1	0.1	0.99	-1.2% slower
sir/sir.stan	68.95	68.27	1.01	0.99% faster
irt_2pl/irt_2pl.stan	4.11	4.17	0.99	-1.38% slower
eight_schools/eight_schools.stan	0.06	0.06	1.04	3.54% faster
pkpd/sim_one_comp_mm_elim_abs.stan	0.24	0.25	0.96	-3.94% slower
pkpd/one_comp_mm_elim_abs.stan	19.63	18.85	1.04	3.95% faster
garch/garch.stan	0.44	0.41	1.09	8.32% faster
low_dim_gauss_mix/low_dim_gauss_mix.stan	2.74	2.61	1.05	4.71% faster
arK/arK.stan	1.78	1.75	1.02	1.61% faster
gp_pois_regr/gp_pois_regr.stan	2.84	2.81	1.01	1.27% faster
low_dim_gauss_mix_collapse/low_dim_gauss_mix_collapse.stan	8.89	8.43	1.05	5.16% faster
performance.compilation	180.44	180.36	1.0	0.04% faster

Mean result: 1.0169453997994367

Jenkins Console Log Blue Ocean Commit hash: 2cd95be39b0482d0fedb7fe9a1e8c77b7084592a

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

stan-buildbot commented 3 months ago

Name	Old Result	New Result	Ratio	Performance change( 1 - new / old )
arma/arma.stan	0.34	0.32	1.07	6.31% faster
low_dim_corr_gauss/low_dim_corr_gauss.stan	0.01	0.01	0.91	-10.28% slower
gp_regr/gen_gp_data.stan	0.02	0.02	1.03	3.15% faster
gp_regr/gp_regr.stan	0.09	0.1	0.99	-1.12% slower
sir/sir.stan	70.04	68.31	1.03	2.47% faster
irt_2pl/irt_2pl.stan	4.2	4.31	0.97	-2.7% slower
eight_schools/eight_schools.stan	0.06	0.06	1.03	2.94% faster
pkpd/sim_one_comp_mm_elim_abs.stan	0.25	0.25	0.98	-2.06% slower
pkpd/one_comp_mm_elim_abs.stan	19.51	18.79	1.04	3.71% faster
garch/garch.stan	0.45	0.41	1.09	8.47% faster
low_dim_gauss_mix/low_dim_gauss_mix.stan	2.72	2.6	1.05	4.4% faster
arK/arK.stan	1.82	1.72	1.06	5.58% faster
gp_pois_regr/gp_pois_regr.stan	2.87	2.72	1.06	5.25% faster
low_dim_gauss_mix_collapse/low_dim_gauss_mix_collapse.stan	8.78	8.44	1.04	3.88% faster
performance.compilation	181.33	181.18	1.0	0.08% faster

Mean result: 1.0224876057703807

Jenkins Console Log Blue Ocean Commit hash: 2cd95be39b0482d0fedb7fe9a1e8c77b7084592a

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

stan-buildbot commented 3 months ago

Name	Old Result	New Result	Ratio	Performance change( 1 - new / old )
arma/arma.stan	0.36	0.32	1.14	12.57% faster
low_dim_corr_gauss/low_dim_corr_gauss.stan	0.01	0.01	0.99	-0.72% slower
gp_regr/gen_gp_data.stan	0.03	0.02	1.2	16.83% faster
gp_regr/gp_regr.stan	0.1	0.09	1.04	3.42% faster
sir/sir.stan	69.38	70.3	0.99	-1.31% slower
irt_2pl/irt_2pl.stan	4.25	3.96	1.07	6.73% faster
eight_schools/eight_schools.stan	0.06	0.05	1.07	6.22% faster
pkpd/sim_one_comp_mm_elim_abs.stan	0.25	0.25	0.98	-2.37% slower
pkpd/one_comp_mm_elim_abs.stan	19.72	18.95	1.04	3.92% faster
garch/garch.stan	0.44	0.41	1.06	6.07% faster
low_dim_gauss_mix/low_dim_gauss_mix.stan	2.71	2.6	1.04	3.77% faster
arK/arK.stan	1.76	1.72	1.02	2.31% faster
gp_pois_regr/gp_pois_regr.stan	2.84	2.8	1.01	1.22% faster
low_dim_gauss_mix_collapse/low_dim_gauss_mix_collapse.stan	8.83	8.4	1.05	4.89% faster
performance.compilation	180.95	180.82	1.0	0.07% faster

Mean result: 1.0473007260170133

Jenkins Console Log Blue Ocean Commit hash: 2cd95be39b0482d0fedb7fe9a1e8c77b7084592a

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

mitzimorris commented 1 month ago

closing this PR - see comment https://github.com/stan-dev/stan/pull/3310#issuecomment-2389091218

stan-dev / stan