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@serban-nicusor-toptal serban-nicusor-toptal released this Jul 28, 2020 · 72 commits to develop since this release

New Features

  • math updated to 3.3.0 (release notes)
  • std::chrono is now used for all timing purposes
  • fixed a bug with generated quantities for vectors of length 1
  • added recover_memory for normal exit of log_prob_grad
  • replaced the use of boost:: functions/metaprograms in favor of std:: where applicable

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@serban-nicusor-toptal serban-nicusor-toptal released this Apr 22, 2020 · 209 commits to develop since this release

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@serban-nicusor-toptal serban-nicusor-toptal released this Jan 31, 2020 · 336 commits to develop since this release

Updated math version to v3.1.1

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@serban-nicusor-toptal serban-nicusor-toptal released this Jan 24, 2020 · 336 commits to develop since this release

New Features

  • validate_dims in stan::io::var_context vas made a virtual function which allows its implementation for JSON data which is needed to accepts arrays where any dimension is size 0
  • replaced Eigen vectors of strings with std::vectorstd::string
  • replaced stan::math::domain_error with throw_domain_error
  • added const noexcept accessors to the stepsize adaptation class which allows developers to query the adaptation parameters in contexts where it's natural to have a const sampler (logging, serialization, ...)

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@serban-nicusor-toptal serban-nicusor-toptal released this Oct 18, 2019 · 455 commits to develop since this release

v.2.21.0 (18 October 2019)

We are now using TBB for threading in map_rect. With performance tests on a non-trivial map_rect model we have observed speedups of up to 20% on Windows, 70% on Linux and 30% on MacOS. Speedups were observed for both Intel and AMD CPUs. This has a downstream license effect too - we can no longer be bundled in a single distributed binary with GPLv2 code.

Here are some speedups on a non-trivial model with 12 cores:
image

New Features

  • Add Intel TBB (#2769)
  • Add automated maintanence and cleanup via clang-tools to makefile (#2805)
  • Use Welford's algorithm for Variance Estimates in src/stan/analyze (#2819)
  • Adds additional no-u-turn checks across subtrees to avoid missing u-turns for approximately iid normal models (#2800)
  • Add gp kernels to language (#2739)
  • Update rhat and ess (#2794)

Bug Fixes

  • Fix const logic and size check (#2822)
  • Add ifdef for R new_model (#2798)
  • Add g_ to name of g vector name in ps_point (#2832)

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@serban-nicusor-toptal serban-nicusor-toptal released this Jul 18, 2019 · 652 commits to develop since this release

v.2.20.0 (18 July 2019)

New Features

  • Update effective sample size calculations, with a small change to the autocovariance function, to use split chains (#2774)
  • Add stan::model::model_base base class and and stan::model::model_crtp static adapter class for constructing models. (#2785)
  • Allow ts and t0 to be parameters, complete ode_test, and extend the integrate_ode_* stan models (#2791)
  • Add the GP covariance functions to the language (primitives of some popular materns, a dot product, and the periodic) (#2758)
  • Update Eigen includes to allow compilation with new plugin methods (#2754)
  • Add gp kernels to language (#2739)

Bug Fixes

  • Multi-unit compilation of base_xhmc.hpp. (#2775)
  • Declaring a size zero simplex in a Stan program will halt the program. (#2773)

Other

  • Defer to Eigen's copy constructor now for assignment ( faster matrix assign ) (#2784)
  • Rethrow_located also takes in a string to specify the location. (#2770)
  • Faster indexing (#2766)
  • Fixed generator so that matrix indexing uses most efficient access strategy (#2749)

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@serban-nicusor-toptal serban-nicusor-toptal released this Apr 18, 2019 · 751 commits to develop since this release

v.2.19.1 (18 Apr 2019)

This is a release out of cycle to address a performance bug in v.2.19 (#2748)

Bug Fixes

  • #2749 - Fixed generator so that matrix indexing uses most efficient access strategy.

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@seantalts seantalts released this Mar 20, 2019 · 791 commits to develop since this release

v.2.19.0 (20 March 2019)

Stan now comes with GPU support for certain functions; see the Math library
release notes for more details: https://github.com/stan-dev/math/releases/tag/v2.19.0
The manual is now online in HTML format!

New Features

  • #2618 - Add a new Variational Inference diagnostic
  • #2627 - 1d integrator
  • #2725 - standalone generated quantities
  • #2717, #2669 - offset/multiplier transformations for easier non-centering, etc
  • #2652 - Allow CSV reader to read max_depth from CmdStan CSV file
  • #2620 - expose beta_proportion distribution, cdf, rng functions
  • #2635 - allow paths to be passed to stanc
  • #2441 - Add specialized functions for GLMs
  • #2358 - enchanced include syntax
  • #2575 - Analysis API for computing effective sample size
  • #2467 - expose bernoulli logit rng

Bug Fixes

  • #2730 - make read_stan_csv more robust; affects CmdStan.
  • #2714 - fix bug in generated code for strange constraint expressions
  • #2704 - fix json nan and inf handling
  • #2677 - fix copying for compound assignments
  • #2672 - fix sampling from multivariate normal specified by precision matrix
  • #2643 - fix segfault in optimizing an exponential model
  • #2636 - fix return of generated quantities when client only asked for params
  • #2614 - fix "unknown variable" messages for function calls on LHS
  • #2609 - use the word "info" instead of "warning" for many messages

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@seantalts seantalts released this Dec 24, 2018 · 1414 commits to develop since this release

v.2.18.1 (24 December 2018)

Bugfix release - fixes major bug in threading where certain thread count and
job size combinations could result in incorrect output. See
https://discourse.mc-stan.org/t/bug-in-map-rect-with-threading-in-stan-2-18-0/7056
for more details.

Bug Fixes

Assets 6

@seantalts seantalts released this Jul 13, 2018 · 1416 commits to develop since this release

Note: these are the release notes for the stan-dev/stan repository.
Further changes may arise at the interface level (stan-dev/{rstan,
pystan, cmdstan}) and math library level (stan-dev/math).

v2.18.0 (13 July 2018)

This is our first release with parallelism (threading and MPI)!

New Features

  • New functions from Math library:

    • map_rect
    • multi_normal_rng
    • multi_normal_cholesky_rng
    • multi_student_t_rng
    • many vectorized RNGs
      • multi_normal_rng
      • multi_normal_cholesky_rng
      • multi_student_t_rng
      • bernoulli_rng
      • beta_binomial_rng
      • binomial_rng
      • neg_binomial_2_rng
      • neg_binomial_2_log_rng
      • neg_binomial_rng
      • poisson_rng
      • poisson_log_rng
      • uniform_rng
      • von_mises_rng
    • qr_thin_Q
    • qr_thin_R
    • matrix_exp_multiply
    • scale_matrix_exp_multiply
    • integrate_ode_adams
    • log_mix
    • std_normal
    • ordered_logistic_log
    • ordered_probit_log
  • Manual now available in HTML (#2558)

  • other vectorized RNGs (#2467)

  • Easier-to-use algebra_solver

  • Changes to effective sample size calculation (#2451)

  • Foreach loops (#2438)

  • Standalone generated quantities (#2434)

  • Allow users to qualify function parameters as data (#2430)

Bug Fixes

  • Better error messages (#2508, #2554)
  • Fixes the behavior in mcmc_writer so that when there's an exception thrown in the model's generated quantities block, it writes out the parameter values and NaN for any generated quantity (#2571)
  • Allow initialization of a Stan program to continue when there's a violation of constraints in transformed parameters (#2570)
  • Fixed += #(2482)
  • rising_factorial and falling_factorial type checking (#2413)
  • have parser check return type of integrate_ode_bdf functional (#2411)
  • increase precision in output of ELBO values (#2406)
  • ternary op fixes (#2101)
Assets 6
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