Bug in map_rect when using 2 threads

[syclik]

Summary:

When running a Stan program with map_rect with threading and number of threads is 2, the result is incorrect.

Description:

For STAN_NUM_THREADS = 2, map_rect() returns a vector with the wrong number of elements: it's one short of what it should be.

As far as I can tell, if the number of threads is any other number, it's fine.

Reproducible Steps:

Set up Stan with threading. Run this program:

functions {
  vector mapped_function(vector beta, vector theta, real[] x, int [] y) {
    return [0]';
  }
}
data {
}
transformed data {
  int shards = 3;
  vector[0] theta[shards];
  real x_r[shards, 0];
  int x_i[shards, 0];
}
parameters {
  vector[1] beta;
}
transformed parameters {
  vector[shards] lps = map_rect(mapped_function, beta, theta, x_r, x_i);
}
model {
  beta ~ normal(0, 1);
  target += lps;
}

Current Output:

With STAN_NUM_THREADS = 2, this fails.

$ STAN_NUM_THREADS=2 ./parallel sample
num_threads = 2
method = sample (Default)
  sample
    num_samples = 1000 (Default)
    num_warmup = 1000 (Default)
    save_warmup = 0 (Default)
    thin = 1 (Default)
    adapt
      engaged = 1 (Default)
      gamma = 0.050000000000000003 (Default)
      delta = 0.80000000000000004 (Default)
      kappa = 0.75 (Default)
      t0 = 10 (Default)
      init_buffer = 75 (Default)
      term_buffer = 50 (Default)
      window = 25 (Default)
    algorithm = hmc (Default)
      hmc
        engine = nuts (Default)
          nuts
            max_depth = 10 (Default)
        metric = diag_e (Default)
        metric_file =  (Default)
        stepsize = 1 (Default)
        stepsize_jitter = 0 (Default)
id = 0 (Default)
data
  file =  (Default)
init = 2 (Default)
random
  seed = 2187044319
output
  file = output.csv (Default)
  diagnostic_file =  (Default)
  refresh = 100 (Default)

Unrecoverable error evaluating the log probability at the initial value.
Exception: assign: Rows of left-hand-side (21) and rows of right-hand-side (20) must match in size  (in '../withinchain_surv_stan/parallel.stan' at line 18)

Exception: assign: Rows of left-hand-side (21) and rows of right-hand-side (20) must match in size  (in '../withinchain_surv_stan/parallel.stan' at line 18)

Expected Output:

It should run as usual.

Additional Information:

This will need to be fixed in the Math repo, but should not be closed until that happens.

Current Version:

v2.18.0

[ahartikainen]

Will this fail if shards = 5 and STAN_NUM_THREADS = 3 or any

shards = N*k - 1
STAN_NUM_THREADS = N

where k = 2, 3, ...

[ahartikainen]

Ok, I tested and with

shards = 5
STAN_NUM_THREADS = 3

shards = 9
STAN_NUM_THREADS = 5

both fail

latter error msg:

RuntimeError: Exception: assign: Rows of left-hand-side (9) and rows of right-hand-side (5) must match in size  (in 'unknown file name' at line 20)

After changing

const int num_big_threads
    = (num_jobs - num_jobs_per_thread) % (num_threads - 1);

to

const int num_big_threads = num_jobs % num_threads;

sampling works.

[wds15]

BTW, I have checked the MPI code and there this problem does not exist as far as I can tell. So I tested this example and had no problem and I also checked the code which I think is fine.

[mitzimorris]

closed by fix to math - stan-dev/math#1089