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Serialization for sum_to_zero #3308

Merged
merged 5 commits into from
Aug 8, 2024
Merged

Serialization for sum_to_zero #3308

merged 5 commits into from
Aug 8, 2024

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Submission Checklist

  • Run unit tests: ./runTests.py src/test/unit
  • Run cpplint: make cpplint
  • Declare copyright holder and open-source license: see below

Summary

Serializer/deserializer for stan-dev/math#3099

The implementation in the math library is still being discussed, so this should not be merged yet. The main purpose is to let me continue building the end-to-end implementation including the compiler

Intended Effect

How to Verify

Side Effects

Documentation

Copyright and Licensing

Please list the copyright holder for the work you are submitting (this will be you or your assignee, such as a university or company):
Simons Foundation

By submitting this pull request, the copyright holder is agreeing to license the submitted work under the following licenses:

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Name Old Result New Result Ratio Performance change( 1 - new / old )
arma/arma.stan 0.38 0.35 1.06 5.48% faster
low_dim_corr_gauss/low_dim_corr_gauss.stan 0.01 0.01 0.95 -5.64% slower
gp_regr/gen_gp_data.stan 0.02 0.02 0.96 -4.5% slower
gp_regr/gp_regr.stan 0.12 0.1 1.18 15.27% faster
sir/sir.stan 69.23 74.02 0.94 -6.92% slower
irt_2pl/irt_2pl.stan 4.19 4.58 0.91 -9.42% slower
eight_schools/eight_schools.stan 0.06 0.06 0.97 -3.37% slower
pkpd/sim_one_comp_mm_elim_abs.stan 0.25 0.26 0.96 -4.0% slower
pkpd/one_comp_mm_elim_abs.stan 20.26 20.2 1.0 0.31% faster
garch/garch.stan 0.49 0.41 1.19 15.69% faster
low_dim_gauss_mix/low_dim_gauss_mix.stan 3.16 3.08 1.03 2.58% faster
arK/arK.stan 2.01 1.96 1.03 2.66% faster
gp_pois_regr/gp_pois_regr.stan 3.43 3.0 1.14 12.36% faster
low_dim_gauss_mix_collapse/low_dim_gauss_mix_collapse.stan 10.67 8.64 1.23 19.0% faster
performance.compilation 184.33 206.94 0.89 -12.27% slower
Mean result: 1.0286185720803056

Jenkins Console Log
Blue Ocean
Commit hash: 2cd95be39b0482d0fedb7fe9a1e8c77b7084592a

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 WardBrian mentioned this pull request Aug 5, 2024
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SteveBronder
SteveBronder reviewed Aug 6, 2024
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Quick Q but looks good

src/stan/io/deserializer.hpp
inline auto read_constrain_sum_to_zero(LP& lp, size_t size) {
stan::math::check_positive("read_sum_to_zero", "size", size);
return stan::math::sum_to_zero_constrain<Jacobian>(
this->read<Ret>(size - 1), lp);
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Should size - 1 be done at the compiler level? Since we would expect size + 1 to be returned

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I was just going off of what simplex does in the same case (line 547), which does the -1

@WardBrian WardBrian closed this Aug 7, 2024
@WardBrian WardBrian reopened this Aug 7, 2024
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Name Old Result New Result Ratio Performance change( 1 - new / old )
arma/arma.stan 0.45 0.37 1.19 16.12% faster
low_dim_corr_gauss/low_dim_corr_gauss.stan 0.01 0.01 0.95 -4.72% slower
gp_regr/gen_gp_data.stan 0.03 0.03 1.16 13.92% faster
gp_regr/gp_regr.stan 0.13 0.11 1.24 19.67% faster
sir/sir.stan 80.36 75.44 1.07 6.13% faster
irt_2pl/irt_2pl.stan 4.75 4.45 1.07 6.44% faster
eight_schools/eight_schools.stan 0.06 0.06 1.06 5.52% faster
pkpd/sim_one_comp_mm_elim_abs.stan 0.27 0.27 1.0 -0.2% slower
pkpd/one_comp_mm_elim_abs.stan 22.74 19.83 1.15 12.8% faster
garch/garch.stan 0.51 0.46 1.1 8.99% faster
low_dim_gauss_mix/low_dim_gauss_mix.stan 3.13 2.82 1.11 10.16% faster
arK/arK.stan 2.05 1.91 1.07 6.84% faster
gp_pois_regr/gp_pois_regr.stan 3.23 3.08 1.05 4.57% faster
low_dim_gauss_mix_collapse/low_dim_gauss_mix_collapse.stan 10.11 9.32 1.08 7.74% faster
performance.compilation 203.04 215.59 0.94 -6.18% slower
Mean result: 1.0833294816620653

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
Copy link
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Name Old Result New Result Ratio Performance change( 1 - new / old )
arma/arma.stan 0.35 0.34 1.02 2.3% faster
low_dim_corr_gauss/low_dim_corr_gauss.stan 0.01 0.01 0.9 -11.57% slower
gp_regr/gen_gp_data.stan 0.03 0.03 0.79 -25.88% slower
gp_regr/gp_regr.stan 0.11 0.1 1.02 2.08% faster
sir/sir.stan 74.01 74.5 0.99 -0.66% slower
irt_2pl/irt_2pl.stan 4.49 4.38 1.03 2.47% faster
eight_schools/eight_schools.stan 0.06 0.06 1.04 3.51% faster
pkpd/sim_one_comp_mm_elim_abs.stan 0.27 0.27 1.01 0.87% faster
pkpd/one_comp_mm_elim_abs.stan 21.17 20.45 1.04 3.4% faster
garch/garch.stan 0.46 0.45 1.04 3.49% faster
low_dim_gauss_mix/low_dim_gauss_mix.stan 2.91 2.85 1.02 1.95% faster
arK/arK.stan 1.94 1.87 1.04 3.39% faster
gp_pois_regr/gp_pois_regr.stan 3.04 2.94 1.03 3.19% faster
low_dim_gauss_mix_collapse/low_dim_gauss_mix_collapse.stan 9.47 9.26 1.02 2.26% faster
performance.compilation 207.07 205.32 1.01 0.84% faster
Mean result: 0.9993568971270046

Jenkins Console Log
Blue Ocean
Commit hash: 20b01da689e97de2329d35220bbc1f1b7ba46e43

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 WardBrian merged commit 658755b into develop Aug 8, 2024
3 checks passed
@WardBrian WardBrian deleted the de/serialize-sum-to-zero branch August 8, 2024 17:17
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