[WIP] Imbedded Laplace Approximation

[SteveBronder]

Summary

Code for the embedded laplace approximation. The tests are all passing but there is a few things still needed

• [ ] Update docs for all functions (@charlesm93 I added the basic arguments for a lot of the functions but could use your expertise to give the definitions for each argument)
• [ ] Add corresponding rngs for each specialized laplace approximation (and tests)
• [ ] Add tests for negative binomial

The file for laplace have been added to the mix folder since it uses higher order auto diff.

The current signature for the generalized laplace looks like the following in C++

inline auto laplace_marginal_lpdf(LFun&& L_f, LArgs&& l_args,
                                  const Theta0& theta_0, CovarFun&& K_f,
                                  std::ostream* msgs, Args&&... args)

which will translate to stan like the following

target += laplace_marginal_tol_lpdf(
  likelihood_functor,  make_tuple(data_arg1, data_arg2), 
  eta, theta_init,
  covariance_function, 
  1e-6, 10, 2, 1, 5, // tuning args 
  covar_fun_arg1, covar_fun_arg2);

Note that the first tuple used for the likelihood arguments must be data.

Instead of using a tuple for the first functor's inputs and variadic arguments for the covariance functors arguments I would rather have them both be tuples like the following

target += laplace_marginal_tol_lpdf(
  likelihood_functor, make_tuple(data_arg1, data_arg2), 
  covariance_function,  make_tuple(covar_fun_arg1, covar_fun_arg2)
  theta_init,
  eta,
  1e-6, 10, 2, 1, 5);

I think this is nice because it makes it makes the tolerance parameters always sit at the end and both functors have the same input scheme for their arguments. Does anyone have thoughts on this

---

Other additions related to this PR

• A filter_map function that applies a conditionally applies a lambda f to each input of a tuple given a type_trait i.e. the following code would print "fp detected" twice and increment the double elements of the tuple by 1.

std::tuple<double, int, double> tup{1.0, 2, 3.0};
std::tuple<double, int, double> tup2 = filter_map<std::is_floating_point>([](auto x) { 
  std::cout << "fp detected" << std::endl;
  return x + 1;
  }, tup);

The test_ad suite now has a compile time option for only running the tests with only prim and reverse mode with a new boolean template parameter to expect_ad. This is needed to use laplace with the test framework as the laplace impl here does not work with higer order autodiff (since it needs higher order autodiff)

Tests

Since the tests all seem very related I kept them in their own folder, is that alright? Or should I distribute them across the test folders like normal? While this PR is WIP I'm going to leave them in the same folder and if we don't want that then we can move them before we merge

./runTests.py -j20 ./test/unit/math/mix/laplace/ 

Side Effects

Release notes

Checklist

• [x] Copyright holder: Simon's Foundation

  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/)

• [x] 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)

• [x] the code is written in idiomatic C++ and changes are documented in the doxygen

• [x] the new changes are tested

[SteveBronder]

I'm closing this for now. Just needed the pr for looking at the diff

[stan-buildbot]

---

Name	Old Result	New Result	Ratio	Performance change( 1 - new / old )
arma/arma.stan	0.32	0.31	1.06	5.61% faster
low_dim_corr_gauss/low_dim_corr_gauss.stan	0.01	0.01	1.09	8.38% faster
gp_regr/gen_gp_data.stan	0.03	0.02	1.1	8.97% faster
gp_regr/gp_regr.stan	0.1	0.09	1.05	4.49% faster
sir/sir.stan	69.01	69.8	0.99	-1.14% slower
irt_2pl/irt_2pl.stan	4.14	4.31	0.96	-4.15% slower
eight_schools/eight_schools.stan	0.06	0.06	1.02	1.93% faster
pkpd/sim_one_comp_mm_elim_abs.stan	0.25	0.25	0.99	-1.33% slower
pkpd/one_comp_mm_elim_abs.stan	19.51	19.39	1.01	0.59% faster
garch/garch.stan	0.44	0.41	1.07	6.74% faster
low_dim_gauss_mix/low_dim_gauss_mix.stan	2.71	2.61	1.04	3.66% faster
arK/arK.stan	1.8	1.71	1.05	4.83% faster
gp_pois_regr/gp_pois_regr.stan	2.86	2.93	0.97	-2.68% slower
low_dim_gauss_mix_collapse/low_dim_gauss_mix_collapse.stan	8.81	8.35	1.05	5.21% faster
performance.compilation	182.99	184.36	0.99	-0.75% slower
Mean result: 1.0293461908769272

---

Jenkins Console Log Blue Ocean Commit hash: 4f8838bd96b1d1590209d845f484e5867c6c54a0

---

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

[stan-buildbot]

---

Name	Old Result	New Result	Ratio	Performance change( 1 - new / old )
arma/arma.stan	0.37	0.36	1.02	2.4% faster
low_dim_corr_gauss/low_dim_corr_gauss.stan	0.01	0.01	1.14	12.11% faster
gp_regr/gen_gp_data.stan	0.03	0.03	1.07	6.17% faster
gp_regr/gp_regr.stan	0.11	0.09	1.16	14.02% faster
sir/sir.stan	69.59	70.33	0.99	-1.07% slower
irt_2pl/irt_2pl.stan	4.15	4.27	0.97	-2.84% slower
eight_schools/eight_schools.stan	0.06	0.06	1.0	0.31% faster
pkpd/sim_one_comp_mm_elim_abs.stan	0.25	0.26	0.99	-0.88% slower
pkpd/one_comp_mm_elim_abs.stan	19.53	19.53	1.0	0.0% slower
garch/garch.stan	0.44	0.44	1.01	0.55% faster
low_dim_gauss_mix/low_dim_gauss_mix.stan	2.73	2.61	1.05	4.62% faster
arK/arK.stan	1.88	1.72	1.09	8.53% faster
gp_pois_regr/gp_pois_regr.stan	2.86	2.69	1.06	5.95% faster
low_dim_gauss_mix_collapse/low_dim_gauss_mix_collapse.stan	8.84	8.42	1.05	4.76% faster
performance.compilation	181.51	181.26	1.0	0.14% faster
Mean result: 1.0406311165858395

---

Jenkins Console Log Blue Ocean Commit hash: e8ede7f282cc62475acff2b39429148836b76093

---

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

[WardBrian]

laplace_marginal_neg_binomial_log_summary_lpmf_test took ~5 hours to run (not counting compilation) on the latest push. laplace_marginal_poisson_log_lpmf_test took even longer. I don't think we can (unconditionally, at least) run those kinds of test in our CI pipeline

[SteveBronder]

Before I cut out a lot of tests I want to try building a separate jenkins node that just compiles these. At O3 these tests run decently quickly

[stan-buildbot]

---

Name	Old Result	New Result	Ratio	Performance change( 1 - new / old )
arma/arma.stan	0.33	0.36	0.91	-10.36% slower
low_dim_corr_gauss/low_dim_corr_gauss.stan	0.01	0.01	1.03	3.14% faster
gp_regr/gen_gp_data.stan	0.03	0.02	1.11	9.73% faster
gp_regr/gp_regr.stan	0.1	0.08	1.16	13.79% faster
sir/sir.stan	69.8	66.65	1.05	4.52% faster
irt_2pl/irt_2pl.stan	4.17	4.56	0.92	-9.22% slower
eight_schools/eight_schools.stan	0.06	0.05	1.19	15.92% faster
pkpd/sim_one_comp_mm_elim_abs.stan	0.26	0.24	1.08	7.76% faster
pkpd/one_comp_mm_elim_abs.stan	19.94	18.71	1.07	6.16% faster
garch/garch.stan	0.42	0.41	1.02	1.82% faster
low_dim_gauss_mix/low_dim_gauss_mix.stan	2.64	2.6	1.02	1.72% faster
arK/arK.stan	1.76	1.74	1.01	1.12% faster
gp_pois_regr/gp_pois_regr.stan	2.84	2.6	1.09	8.48% faster
low_dim_gauss_mix_collapse/low_dim_gauss_mix_collapse.stan	8.68	8.42	1.03	3.04% faster
performance.compilation	178.81	179.4	1.0	-0.33% slower
Mean result: 1.0451009026333802

---

Jenkins Console Log Blue Ocean Commit hash: 1d627cef879710563a572fa3a668b4d9e1137422

---

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 Reg file data sampling: Not affected 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; BHI 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]

---

Name	Old Result	New Result	Ratio	Performance change( 1 - new / old )
arma/arma.stan	0.32	0.3	1.07	6.93% faster
low_dim_corr_gauss/low_dim_corr_gauss.stan	0.01	0.01	1.07	6.19% faster
gp_regr/gen_gp_data.stan	0.02	0.02	1.06	5.65% faster
gp_regr/gp_regr.stan	0.09	0.08	1.13	11.39% faster
sir/sir.stan	69.61	66.16	1.05	4.95% faster
irt_2pl/irt_2pl.stan	4.52	4.5	1.0	0.42% faster
eight_schools/eight_schools.stan	0.06	0.05	1.17	14.4% faster
pkpd/sim_one_comp_mm_elim_abs.stan	0.27	0.24	1.12	10.41% faster
pkpd/one_comp_mm_elim_abs.stan	19.65	18.53	1.06	5.69% faster
garch/garch.stan	0.42	0.41	1.02	2.36% faster
low_dim_gauss_mix/low_dim_gauss_mix.stan	2.67	2.55	1.04	4.24% faster
arK/arK.stan	1.84	1.71	1.08	7.37% faster
gp_pois_regr/gp_pois_regr.stan	2.82	2.56	1.1	9.29% faster
low_dim_gauss_mix_collapse/low_dim_gauss_mix_collapse.stan	8.83	8.27	1.07	6.32% faster
performance.compilation	179.23	178.05	1.01	0.66% faster
Mean result: 1.0702938016019385

---

Jenkins Console Log Blue Ocean Commit hash: 1d627cef879710563a572fa3a668b4d9e1137422

---

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 Reg file data sampling: Not affected 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; BHI 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]

---

Name	Old Result	New Result	Ratio	Performance change( 1 - new / old )
arma/arma.stan	0.32	0.3	1.06	5.63% faster
low_dim_corr_gauss/low_dim_corr_gauss.stan	0.01	0.01	1.05	4.8% faster
gp_regr/gen_gp_data.stan	0.02	0.02	1.03	3.12% faster
gp_regr/gp_regr.stan	0.1	0.09	1.09	7.88% faster
sir/sir.stan	70.29	66.21	1.06	5.81% faster
irt_2pl/irt_2pl.stan	4.27	3.99	1.07	6.37% faster
eight_schools/eight_schools.stan	0.06	0.05	1.08	7.46% faster
pkpd/sim_one_comp_mm_elim_abs.stan	0.26	0.24	1.05	5.04% faster
pkpd/one_comp_mm_elim_abs.stan	19.85	18.86	1.05	5.02% faster
garch/garch.stan	0.43	0.4	1.07	6.72% faster
low_dim_gauss_mix/low_dim_gauss_mix.stan	2.74	2.61	1.05	4.7% faster
arK/arK.stan	1.82	1.72	1.06	5.53% faster
gp_pois_regr/gp_pois_regr.stan	2.89	2.7	1.07	6.67% faster
low_dim_gauss_mix_collapse/low_dim_gauss_mix_collapse.stan	8.53	8.43	1.01	1.19% faster
performance.compilation	180.43	181.24	1.0	-0.45% slower
Mean result: 1.0535349423782043

---

Jenkins Console Log Blue Ocean Commit hash: a82154c8a93e75b4af2ddaa645f722d4b5046e0d

---

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 Reg file data sampling: Not affected 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; BHI 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

[WardBrian]

Changing the namespace of is_tuple will also require changes up in Stan. Not sure it's worth doing as part of this

[SteveBronder]

Oh good call I'll put that back

[stan-buildbot]

---

Name	Old Result	New Result	Ratio	Performance change( 1 - new / old )
arma/arma.stan	0.32	0.31	1.04	4.27% faster
low_dim_corr_gauss/low_dim_corr_gauss.stan	0.01	0.01	1.05	4.77% faster
gp_regr/gen_gp_data.stan	0.02	0.02	1.05	4.68% faster
gp_regr/gp_regr.stan	0.09	0.09	1.06	5.98% faster
sir/sir.stan	71.35	66.13	1.08	7.32% faster
irt_2pl/irt_2pl.stan	4.13	3.96	1.04	4.18% faster
eight_schools/eight_schools.stan	0.06	0.05	1.09	8.57% faster
pkpd/sim_one_comp_mm_elim_abs.stan	0.25	0.24	1.04	4.24% faster
pkpd/one_comp_mm_elim_abs.stan	19.26	18.62	1.03	3.35% faster
garch/garch.stan	0.43	0.4	1.08	7.54% faster
low_dim_gauss_mix/low_dim_gauss_mix.stan	2.69	2.57	1.05	4.48% faster
arK/arK.stan	1.78	1.71	1.04	3.72% faster
gp_pois_regr/gp_pois_regr.stan	2.8	2.69	1.04	3.75% faster
low_dim_gauss_mix_collapse/low_dim_gauss_mix_collapse.stan	8.7	8.3	1.05	4.57% faster
performance.compilation	183.58	176.63	1.04	3.79% faster
Mean result: 1.053061084655534

---

Jenkins Console Log Blue Ocean Commit hash: a82154c8a93e75b4af2ddaa645f722d4b5046e0d

---

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 Reg file data sampling: Not affected 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; BHI 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]

---

Name	Old Result	New Result	Ratio	Performance change( 1 - new / old )
arma/arma.stan	0.32	0.3	1.07	6.66% faster
low_dim_corr_gauss/low_dim_corr_gauss.stan	0.01	0.01	1.08	7.12% faster
gp_regr/gen_gp_data.stan	0.02	0.02	1.04	3.4% faster
gp_regr/gp_regr.stan	0.09	0.09	1.04	4.04% faster
sir/sir.stan	70.33	67.61	1.04	3.87% faster
irt_2pl/irt_2pl.stan	4.2	4.02	1.04	4.14% faster
eight_schools/eight_schools.stan	0.06	0.05	1.06	5.92% faster
pkpd/sim_one_comp_mm_elim_abs.stan	0.25	0.25	1.03	3.06% faster
pkpd/one_comp_mm_elim_abs.stan	19.9	18.74	1.06	5.82% faster
garch/garch.stan	0.43	0.4	1.08	7.38% faster
low_dim_gauss_mix/low_dim_gauss_mix.stan	2.76	2.64	1.04	4.3% faster
arK/arK.stan	1.82	1.73	1.05	4.98% faster
gp_pois_regr/gp_pois_regr.stan	2.85	2.7	1.06	5.52% faster
low_dim_gauss_mix_collapse/low_dim_gauss_mix_collapse.stan	8.81	8.35	1.05	5.21% faster
performance.compilation	181.85	179.48	1.01	1.3% faster
Mean result: 1.0512292166113941

---

Jenkins Console Log Blue Ocean Commit hash: a82154c8a93e75b4af2ddaa645f722d4b5046e0d

---

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: 1100.608 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 Reg file data sampling: Not affected 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; BHI 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

[WardBrian]

Without ASAN, the laplace tests only took 16 minutes? Does that sound right? @SteveBronder

[SteveBronder]

Yeah locally they take about 20 minutes

[SteveBronder]

Let me give this one hard look on Sunday then Monday we merge and Tuesday we release!

[WardBrian]

16 minutes -> 4 hours using ASAN is one of the worst slowdowns I’ve ever seen for a sanitizer run. Wow

[SteveBronder]

@WardBrian merged! Tuesday lets merge the stanc3 pr then we are good to release!