Generalize double exponential by t4c1 · Pull Request #2022 · stan-dev/math

t4c1 · 2020-08-18T10:30:53Z

Summary

Generalizes double exponential distribution related function to accept Eigen expressions.

Tests

Tested using expression testing framework

Side Effects

None.

Release notes

Generalized double exponential distribution related function to accept Eigen expressions.

Checklist

Math issue Generalize matrix function signatures #1470
Copyright holder: Tadej Ciglarič

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/)
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)
the code is written in idiomatic C++ and changes are documented in the doxygen
the new changes are tested

…4.1 (tags/RELEASE_600/final)

…tatcomp/math into generalize_double_exponential

t4c1 · 2020-08-20T11:56:13Z

@SteveBronder @andrjohns Do you any experiance making Eigen worked with mixed scalar types? Most operations work fine, but in this PR I have a problem with comparisons. I could wrap both sides of comparison int value_of_rec, but solving this on Eigen level would be more elegant.

andrjohns · 2020-08-20T12:25:58Z

Can you point me to the comparison? What are the two types? I might have an idea, but will see!

…4.1 (tags/RELEASE_600/final)

…tatcomp/math into generalize_double_exponential

stan-buildbot · 2020-08-28T17:30:45Z

Name	Old Result	New Result	Ratio	Performance change( 1 - new / old )
gp_pois_regr/gp_pois_regr.stan	4.18	4.27	0.98	-2.3% slower
low_dim_corr_gauss/low_dim_corr_gauss.stan	0.02	0.02	0.98	-2.41% slower
eight_schools/eight_schools.stan	0.09	0.09	1.0	-0.24% slower
gp_regr/gp_regr.stan	0.2	0.21	0.94	-5.84% slower
irt_2pl/irt_2pl.stan	5.27	5.19	1.01	1.36% faster
performance.compilation	89.79	87.28	1.03	2.79% faster
low_dim_gauss_mix_collapse/low_dim_gauss_mix_collapse.stan	8.31	8.28	1.0	0.39% faster
pkpd/one_comp_mm_elim_abs.stan	28.0	28.56	0.98	-1.98% slower
sir/sir.stan	130.05	137.92	0.94	-6.05% slower
gp_regr/gen_gp_data.stan	0.04	0.05	0.99	-1.21% slower
low_dim_gauss_mix/low_dim_gauss_mix.stan	3.33	3.34	1.0	-0.21% slower
pkpd/sim_one_comp_mm_elim_abs.stan	0.39	0.4	0.98	-2.03% slower
arK/arK.stan	2.57	2.55	1.01	0.53% faster
arma/arma.stan	0.73	0.72	1.01	1.16% faster
garch/garch.stan	0.73	0.72	1.01	1.23% faster
Mean result: 0.990786363211

Jenkins Console Log
Blue Ocean
Commit hash: 159d1df

Machine information

ProductName: Mac OS X ProductVersion: 10.11.6 BuildVersion: 15G22010

CPU:
Intel(R) Xeon(R) CPU E5-1680 v2 @ 3.00GHz

G++:
Configured with: --prefix=/Applications/Xcode.app/Contents/Developer/usr --with-gxx-include-dir=/usr/include/c++/4.2.1
Apple LLVM version 7.0.2 (clang-700.1.81)
Target: x86_64-apple-darwin15.6.0
Thread model: posix

Clang:
Apple LLVM version 7.0.2 (clang-700.1.81)
Target: x86_64-apple-darwin15.6.0
Thread model: posix

bbbales2

Review!

…ASE_601/final)

…tatcomp/math into generalize_double_exponential # Conflicts: # test/unit/util.hpp

stan-buildbot · 2020-09-07T15:04:59Z

Name	Old Result	New Result	Ratio	Performance change( 1 - new / old )
gp_pois_regr/gp_pois_regr.stan	4.17	4.27	0.98	-2.45% slower
low_dim_corr_gauss/low_dim_corr_gauss.stan	0.02	0.02	0.99	-1.31% slower
eight_schools/eight_schools.stan	0.09	0.1	0.96	-4.57% slower
gp_regr/gp_regr.stan	0.2	0.19	1.02	1.92% faster
irt_2pl/irt_2pl.stan	5.23	5.24	1.0	-0.15% slower
performance.compilation	88.51	87.45	1.01	1.2% faster
low_dim_gauss_mix_collapse/low_dim_gauss_mix_collapse.stan	8.25	8.22	1.0	0.31% faster
pkpd/one_comp_mm_elim_abs.stan	27.95	28.45	0.98	-1.78% slower
sir/sir.stan	130.96	142.1	0.92	-8.51% slower
gp_regr/gen_gp_data.stan	0.04	0.05	0.99	-1.33% slower
low_dim_gauss_mix/low_dim_gauss_mix.stan	3.44	3.32	1.04	3.41% faster
pkpd/sim_one_comp_mm_elim_abs.stan	0.39	0.4	0.98	-2.08% slower
arK/arK.stan	2.54	2.55	1.0	-0.42% slower
arma/arma.stan	0.74	0.74	1.01	0.54% faster
garch/garch.stan	0.72	0.73	0.99	-1.16% slower
Mean result: 0.98989223068

Jenkins Console Log
Blue Ocean
Commit hash: 809d391

Machine information

ProductName: Mac OS X ProductVersion: 10.11.6 BuildVersion: 15G22010

CPU:
Intel(R) Xeon(R) CPU E5-1680 v2 @ 3.00GHz

G++:
Configured with: --prefix=/Applications/Xcode.app/Contents/Developer/usr --with-gxx-include-dir=/usr/include/c++/4.2.1
Apple LLVM version 7.0.2 (clang-700.1.81)
Target: x86_64-apple-darwin15.6.0
Thread model: posix

Clang:
Apple LLVM version 7.0.2 (clang-700.1.81)
Target: x86_64-apple-darwin15.6.0
Thread model: posix

bbbales2

Ack I failed to submit the review twice sorry

# Conflicts: # test/expressions/stan_math_sigs_exceptions.expected

stan-buildbot · 2020-09-09T14:48:27Z

Name	Old Result	New Result	Ratio	Performance change( 1 - new / old )
gp_pois_regr/gp_pois_regr.stan	4.41	4.41	1.0	0.2% faster
low_dim_corr_gauss/low_dim_corr_gauss.stan	0.02	0.02	0.99	-0.79% slower
eight_schools/eight_schools.stan	0.09	0.09	0.95	-5.16% slower
gp_regr/gp_regr.stan	0.2	0.2	1.0	-0.25% slower
irt_2pl/irt_2pl.stan	5.21	5.27	0.99	-1.18% slower
performance.compilation	90.49	87.55	1.03	3.24% faster
low_dim_gauss_mix_collapse/low_dim_gauss_mix_collapse.stan	8.21	8.26	0.99	-0.58% slower
pkpd/one_comp_mm_elim_abs.stan	27.33	27.67	0.99	-1.24% slower
sir/sir.stan	129.23	137.77	0.94	-6.61% slower
gp_regr/gen_gp_data.stan	0.05	0.05	1.0	0.31% faster
low_dim_gauss_mix/low_dim_gauss_mix.stan	3.35	3.33	1.01	0.63% faster
pkpd/sim_one_comp_mm_elim_abs.stan	0.39	0.39	0.99	-1.03% slower
arK/arK.stan	2.55	2.56	1.0	-0.32% slower
arma/arma.stan	0.74	0.74	1.0	-0.19% slower
garch/garch.stan	0.73	0.73	0.99	-0.66% slower
Mean result: 0.991470843379

Jenkins Console Log
Blue Ocean
Commit hash: 8821e13

Machine information

ProductName: Mac OS X ProductVersion: 10.11.6 BuildVersion: 15G22010

CPU:
Intel(R) Xeon(R) CPU E5-1680 v2 @ 3.00GHz

G++:
Configured with: --prefix=/Applications/Xcode.app/Contents/Developer/usr --with-gxx-include-dir=/usr/include/c++/4.2.1
Apple LLVM version 7.0.2 (clang-700.1.81)
Target: x86_64-apple-darwin15.6.0
Thread model: posix

Clang:
Apple LLVM version 7.0.2 (clang-700.1.81)
Target: x86_64-apple-darwin15.6.0
Thread model: posix

bbbales2

Question

t4c1 and others added 12 commits June 16, 2020 14:32

generalized cdf

d2e05bc

generalized double_exponential

0a7fe35

Merge branch 'develop' into generalize_double_exponential

55be242

bugfixes

60f9a2a

enabled testing

df1069c

Merge commit '6d9e1a487c38efe84ec2a11675900786a2f28e06' into HEAD

8ad6e7a

[Jenkins] auto-formatting by clang-format version 6.0.0-1ubuntu2~16.0…

238417d

…4.1 (tags/RELEASE_600/final)

some simplifications

5468d2a

added missing includes

4fda6bd

Merge branch 'generalize_double_exponential' of https://github.com/bs…

0a9e1eb

…tatcomp/math into generalize_double_exponential

added missing include

f4055fe

fix wrong include

451625b

t4c1 commented Aug 20, 2020

View reviewed changes

Comment thread stan/math/prim/prob/double_exponential_cdf.hpp

t4c1 and others added 7 commits August 24, 2020 11:30

added mixed comparison

7591d61

Merge branch 'develop' into generalize_double_exponential

f47e9b9

revert matrix_cl

3eeca6c

finalized support for mixed scalar comparisons

1a059a1

[Jenkins] auto-formatting by clang-format version 6.0.0-1ubuntu2~16.0…

21485a3

…4.1 (tags/RELEASE_600/final)

fixed doxygen

466f95e

Merge branch 'generalize_double_exponential' of https://github.com/bs…

159d1df

…tatcomp/math into generalize_double_exponential

bbbales2 mentioned this pull request Aug 30, 2020

Meta Issue for Static Matrices #1875

Closed

1 of 6 tasks

bbbales2 requested changes Sep 3, 2020

View reviewed changes

t4c1 and others added 5 commits September 4, 2020 11:06

addressed review comments

7926fd4

Merge commit '5c361743be04f995301477522062aa8d7406d91f' into HEAD

a539ea1

[Jenkins] auto-formatting by clang-format version 6.0.1-14 (tags/RELE…

e4daebd

…ASE_601/final)

bugfix test utils

7f03fa4

Merge branch 'generalize_double_exponential' of https://github.com/bs…

809d391

…tatcomp/math into generalize_double_exponential # Conflicts: # test/unit/util.hpp

bbbales2 requested changes Sep 8, 2020

View reviewed changes

Comment thread test/unit/util.hpp Outdated

Comment thread test/unit/math/mix/fun/eigen_comparisons_test.cpp Outdated

t4c1 added 2 commits September 9, 2020 08:28

addressed review comments

dfb6c87

Merge branch 'develop' into generalize_double_exponential

8821e13

# Conflicts: # test/expressions/stan_math_sigs_exceptions.expected

bbbales2 requested changes Sep 11, 2020

View reviewed changes

Comment thread test/unit/math/mix/fun/eigen_comparisons_test.cpp

bbbales2 approved these changes Sep 11, 2020

View reviewed changes

bbbales2 merged commit 8a3f008 into stan-dev:develop Sep 11, 2020

rok-cesnovar mentioned this pull request Oct 13, 2020

Release of Stan Math 3.4 #2128

Closed

t4c1 deleted the generalize_double_exponential branch January 18, 2021 12:27

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Generalize double exponential - #2022

Generalize double exponential#2022
bbbales2 merged 26 commits into
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t4c1 commented Aug 18, 2020 •

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Summary

Tests

Side Effects

Release notes

Checklist

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t4c1 commented Aug 18, 2020 •

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