Stan and Math v2.7.1

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Daniel Lee

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Aug 31, 2015, 3:44:57 PM8/31/15
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Here's where I think we stand:

Math:
- code complete (yes, we're missing Krzysztof's tests, but I think we can tag now)
- tag v2.7.1 today (Daniel)

Stan:
- code remaining:
  * sparse multiply (Krzysztof)
  * anything else? If we want this out asap, we should bump advi-adapt-eta.
- tag v2.7.1 when we say we need it (Daniel)

Ben, can you confirm everything above? No one else is pushing for v2.7.1, so when you say it's ready, we can tag.



Daniel




Bob Carpenter

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Aug 31, 2015, 4:00:36 PM8/31/15
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I just talked to Daniel for clarification.

We're currently blocked

* Krzysztof's tests to be included (and pass) for sparse multiply

* advi-adapt-eta unit tests failing

If you feel strongly about either of these being in 2.7.1, speak up now!

No rush on my part and it doesn't matter to me if either of the
above are in 2.7.1. But I do think they shouldn't go in without
tests passing.

- Bob
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Ben Goodrich

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Aug 31, 2015, 4:35:53 PM8/31/15
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I need to do a PR for Stan to doc inv_Phi. I would say that ADVI in its current form is not really widely usable, so if we bump advi-adapt-eta, then we need to unexpose vb() in rstan and eliminate the option to call vb() from rstanarm. That is a pretty big price to pay, so if Dustin / Alp think it is feasible to merge advi-adapt-eta in the next couple of days, then it is worth waiting for.

Ben

Krzysztof Sakrejda

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Aug 31, 2015, 9:47:52 PM8/31/15
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On Monday, August 31, 2015 at 4:00:36 PM UTC-4, Bob Carpenter wrote:
> I just talked to Daniel for clarification.
>
> We're currently blocked
>
> * Krzysztof's tests to be included (and pass) for sparse multiply

The specific tests I included (not sure why they got dropped before) do pass, though we're still waiting on the rest of the unrelated test suite. I also need to add tests/doc to stan-dev/stan. I'd love to see it go in for 2.7.1 since it's so close to being done and the rest is just grunt work. I should be able to get it done this week.

Krzysztof


>
> * advi-adapt-eta unit tests failing
>
> If you feel strongly about either of these being in 2.7.1, speak up now!
>
> No rush on my part and it doesn't matter to me if either of the
> above are in 2.7.1. But I do think they shouldn't go in without
> tests passing.
>
> - Bob
>

Bob Carpenter

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Sep 1, 2015, 3:29:27 PM9/1/15
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It's that grunt work that separates working code from
research projects! We appreciate it.

- Bob

Sebastian Weber

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Sep 2, 2015, 6:29:48 AM9/2/15
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Hi!

As far as I understood, you plan to advertise with 2.7.1 the autodiff library, so maybe this is of interest in this context: Currently the issue

https://github.com/stan-dev/math/issues/133

is still open. It describes test failures of g++ 4.4.7 & Intel compilers in stan-math. The g++ 4.4.7 is part of RedHat Linux Enterprise 6.5 which is installed in many production systems.

Moreover: Are those tests which fail critical? Can I not trust stan if those tests above fail with my compiler? Is there somewhere some information where users can get such information (how severe a failing stan-math test is with their compiler)?

Best,
Sebastian

On Tuesday, September 1, 2015 at 9:29:27 PM UTC+2, Bob Carpenter wrote:
> It's that grunt work that separates working code from
> research projects! We appreciate it.
>
> - Bob
>
>
> > On Aug 31, 2015, at 9:47 PM, Krzysztof Sakrejda
> >

Bob Carpenter

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Sep 2, 2015, 1:38:49 PM9/2/15
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They may just be overly sensitive tests that are tripped up by
MKL's non-compliant arithmetic like the other bugs we've tracked
down.

But even were we to relax the constraints in the tests,
users will have to decide for themselves how much the Intel
compiler's lowered arithmetic precision is worth in terms of
speed or accuracy --- we don't know the answer ourselves.

- Bob

Sebastian Weber

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Sep 2, 2015, 1:51:11 PM9/2/15
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Hi Bob!

The MKL+Intel is more sensitive than other configurations, yes. But note that I reported also results for Intel without MKL and for the g++ 4.4.7 without the MKL. So there are issues which affect RHEL6.5 installations which use g++ 4.4.7 as it was reported in the issue.

BTW, I have disabled MKL in all tests here run with stan-math.

Sebastian

Bob Carpenter

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Sep 2, 2015, 2:00:26 PM9/2/15
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OK. We should be able to work through getting g++ 4.4.7 working.

- Bob
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