Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Add Hypergeometric 1F0 function and gradients #2962

Merged
merged 11 commits into from
Apr 2, 2024
Merged

Add Hypergeometric 1F0 function and gradients #2962

merged 11 commits into from
Apr 2, 2024

Conversation

andrjohns
Copy link
Collaborator

@andrjohns andrjohns commented Oct 10, 2023

Summary

This PR exposes the hypergeometric_1f0 function from Boost and adds gradients. The gradients for the 1F0 are much simpler than the other hypergeometric series and can be expressed analytically (no need for the grad_pFq function)

Tests

prim tests for values and throwing behaviour added, mix tests for gradients added via the ad testing framework

Side Effects

N/A

Release notes

Added the Hypergeometric 1F0 function and gradients

Checklist

  • Math issue #(issue number)

  • 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

@andrjohns andrjohns changed the title Add Hypergeometic 1F0 function and gradients Add Hypergeometric 1F0 function and gradients Oct 10, 2023
Copy link
Member

@syclik syclik left a comment

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

Requesting changes to the types for readability. Please don't overuse auto. It makes it hard to understand what's going on with the code.

stan/math/fwd/fun/hypergeometric_1F0.hpp Outdated Show resolved Hide resolved
stan/math/fwd/fun/hypergeometric_1F0.hpp Outdated Show resolved Hide resolved
* @return Hypergeometric 1F0 function
*/
template <typename Ta, typename Tz, require_all_arithmetic_t<Ta, Tz>* = nullptr>
auto hypergeometric_1f0(const Ta& a, const Tz& z) {
Copy link
Member

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

Please use proper return type.

Copy link
Member

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

Given the type assumptions being made, is Ta and Tz just double and double only?

If I'm reading this properly, this isn't vectorized or anything, is it?

Copy link
Collaborator Author

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

This is to allow all combinations of int/double (as well as size_t,float, etc.)

@andrjohns
Copy link
Collaborator Author

Requesting changes to the types for readability. Please don't overuse auto. It makes it hard to understand what's going on with the code.

Thanks @syclik! Updated to more explicit typing for readability

@syclik
Copy link
Member

syclik commented Oct 20, 2023

Thank you!!!

* @return Hypergeometric 1F0 function
*/
template <typename Ta, typename Tz, require_all_arithmetic_t<Ta, Tz>* = nullptr>
double hypergeometric_1f0(const Ta& a, const Tz& z) {
Copy link
Member

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

Is this the (double, double) -> double full template specification? (sorry... notation is tough: Ta = double, Tz = double)

If so, this implementation doesn't make sense as the function template for hypergeomtric_1f0 and we should probably implement this as a normal function. What do you think?

Based on the other implementations, we're not actually taking the route of defining the function template in prim and writing template specialization in each of the folders. We're using SFINAE to knock out template matches instead. So I think that means we don't have a single function template any more.

Am I thinking about this correctly? Thoughts?

(My concrete suggestion: change this function to not have any template parameters.)

Copy link
Collaborator Author

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

This templating is to implement the signatures:

(int, int) -> double
(int, double) -> double
(double, int) -> double
(double, double) -> double

So removing the template parameters would mean replacing this function definition with four definitions, which seems a little much.

Copy link
Member

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

Since this is the base template, I'd suggest having the return type be return_type<Ta, Tz> instead of double. I'll add the code suggestion right now.

The reason for that is the base template should be a catch-all for everything.

Copy link
Member

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

Suggested change
double hypergeometric_1f0(const Ta& a, const Tz& z) {
return_type<Ta, Tz> hypergeometric_1f0(const Ta& a, const Tz& z) {

Copy link
Member

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

Something feels slightly off: the base template has 3 template parameters, but the specializations have 4? Was that intended? (Did I miss the actual base template declaration somewhere?)

Copy link
Collaborator Author

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

Something feels slightly off: the base template has 3 template parameters, but the specializations have 4? Was that intended? (Did I miss the actual base template declaration somewhere?)

Sorry you've lost me, all of the implementations here only have two parameters?

Copy link
Collaborator Author

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

Are you counting the require_* elements here? The number of those don't have to be consistent between the implementations

Copy link
Collaborator Author

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

@syclik small ping

@andrjohns
Copy link
Collaborator Author

@syclik small ping to have a look at the review responses here

@stan-buildbot
Copy link
Contributor


Name Old Result New Result Ratio Performance change( 1 - new / old )
arma/arma.stan 0.19 0.18 1.07 6.41% faster
low_dim_corr_gauss/low_dim_corr_gauss.stan 0.01 0.01 1.1 8.97% faster
gp_regr/gen_gp_data.stan 0.02 0.02 1.09 8.66% faster
gp_regr/gp_regr.stan 0.11 0.1 1.05 4.68% faster
sir/sir.stan 77.23 76.82 1.01 0.52% faster
irt_2pl/irt_2pl.stan 3.8 3.75 1.01 1.32% faster
eight_schools/eight_schools.stan 0.06 0.05 1.05 4.55% faster
pkpd/sim_one_comp_mm_elim_abs.stan 0.25 0.24 1.02 2.29% faster
pkpd/one_comp_mm_elim_abs.stan 17.79 17.43 1.02 2.01% faster
garch/garch.stan 0.46 0.46 1.0 -0.5% slower
low_dim_gauss_mix/low_dim_gauss_mix.stan 2.8 2.81 0.99 -0.53% slower
arK/arK.stan 1.63 1.6 1.02 1.61% faster
gp_pois_regr/gp_pois_regr.stan 2.48 2.42 1.02 2.41% faster
low_dim_gauss_mix_collapse/low_dim_gauss_mix_collapse.stan 9.33 8.74 1.07 6.31% faster
performance.compilation 176.1 174.36 1.01 0.99% faster
Mean result: 1.035294068189866

Jenkins Console Log
Blue Ocean
Commit hash: e0626a595a3bddd83ac6d0ec401fba4e39c8c5ea


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 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
Copy link
Contributor


Name Old Result New Result Ratio Performance change( 1 - new / old )
arma/arma.stan 0.19 0.18 1.03 2.61% faster
low_dim_corr_gauss/low_dim_corr_gauss.stan 0.01 0.01 1.02 1.81% faster
gp_regr/gen_gp_data.stan 0.02 0.02 0.97 -2.84% slower
gp_regr/gp_regr.stan 0.11 0.11 1.02 1.95% faster
sir/sir.stan 77.53 74.89 1.04 3.4% faster
irt_2pl/irt_2pl.stan 3.79 3.95 0.96 -4.26% slower
eight_schools/eight_schools.stan 0.05 0.05 1.01 1.07% faster
pkpd/sim_one_comp_mm_elim_abs.stan 0.25 0.25 1.01 0.5% faster
pkpd/one_comp_mm_elim_abs.stan 18.05 18.25 0.99 -1.15% slower
garch/garch.stan 0.44 0.45 0.97 -2.58% slower
low_dim_gauss_mix/low_dim_gauss_mix.stan 2.74 2.81 0.98 -2.35% slower
arK/arK.stan 1.6 1.64 0.98 -2.49% slower
gp_pois_regr/gp_pois_regr.stan 2.51 2.52 1.0 -0.34% slower
low_dim_gauss_mix_collapse/low_dim_gauss_mix_collapse.stan 9.16 9.26 0.99 -1.12% slower
performance.compilation 168.25 172.83 0.97 -2.72% slower
Mean result: 0.9948611054894008

Jenkins Console Log
Blue Ocean
Commit hash: f70fb84db501edcbf822691c02664c43b76287b2


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

@syclik syclik self-requested a review April 2, 2024 02:05
Copy link
Member

@syclik syclik left a comment

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

@andrjohns, thanks!! LGTM! Thanks for updating the code.

@syclik
Copy link
Member

syclik commented Apr 2, 2024

Merging!

@syclik syclik merged commit 1f94ed3 into develop Apr 2, 2024
8 checks passed
@syclik syclik deleted the hyper-1f0 branch April 2, 2024 02:07
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Labels
None yet
Projects
None yet
Development

Successfully merging this pull request may close these issues.

None yet

3 participants