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Fix nondeterminism in multi-Pathfinder #3239

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merged 2 commits into from
Nov 6, 2023
Merged

Fix nondeterminism in multi-Pathfinder #3239

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842d177
Switch to using non-concurrent vector with fixed indicies for multi-p…
WardBrian Nov 3, 2023
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[Jenkins] auto-formatting by clang-format version 10.0.0-4ubuntu1
stan-buildbot Nov 3, 2023
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27 changes: 17 additions & 10 deletions src/stan/services/pathfinder/multi.hpp
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Original file line number Diff line number Diff line change
Expand Up @@ -14,7 +14,6 @@
#include <stan/services/util/duration_diff.hpp>
#include <stan/services/util/initialize.hpp>
#include <tbb/parallel_for.h>
#include <tbb/concurrent_vector.h>
#include <boost/random/discrete_distribution.hpp>
#include <string>
#include <vector>
Expand Down Expand Up @@ -101,12 +100,11 @@ inline int pathfinder_lbfgs_multi(
model.constrained_param_names(param_names, true, true);

parameter_writer(param_names);
tbb::concurrent_vector<Eigen::Array<double, Eigen::Dynamic, 1>>
individual_lp_ratios;
individual_lp_ratios.reserve(num_paths);
tbb::concurrent_vector<Eigen::Array<double, Eigen::Dynamic, Eigen::Dynamic>>
std::vector<Eigen::Array<double, Eigen::Dynamic, 1>> individual_lp_ratios;
individual_lp_ratios.resize(num_paths);
std::vector<Eigen::Array<double, Eigen::Dynamic, Eigen::Dynamic>>
individual_samples;
individual_samples.reserve(num_paths);
individual_samples.resize(num_paths);
std::atomic<size_t> lp_calls{0};
tbb::parallel_for(
tbb::blocked_range<int>(0, num_paths), [&](tbb::blocked_range<int> r) {
Expand All @@ -125,13 +123,22 @@ inline int pathfinder_lbfgs_multi(
+ std::to_string(iter) + " failed.");
return;
}
individual_lp_ratios.emplace_back(
std::move(std::get<1>(pathfinder_ret)));
individual_samples.emplace_back(
std::move(std::get<2>(pathfinder_ret)));
individual_lp_ratios[iter] = std::move(std::get<1>(pathfinder_ret));
individual_samples[iter] = std::move(std::get<2>(pathfinder_ret));
lp_calls += std::get<3>(pathfinder_ret);
}
});

// if any pathfinders failed, we want to remove their empty results
individual_lp_ratios.erase(
std::remove_if(individual_lp_ratios.begin(), individual_lp_ratios.end(),
[](const auto& v) { return v.size() == 0; }),
individual_lp_ratios.end());
individual_samples.erase(
std::remove_if(individual_samples.begin(), individual_samples.end(),
[](const auto& v) { return v.size() == 0; }),
individual_samples.end());

const auto end_pathfinders_time = std::chrono::steady_clock::now();

const double pathfinders_delta_time = stan::services::util::duration_diff(
Expand Down