Closures #2384
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| #ifndef STAN_MATH_PRIM_FUNCTOR_CLOSURE_ADAPTER_HPP | ||||||||
| #define STAN_MATH_PRIM_FUNCTOR_CLOSURE_ADAPTER_HPP | ||||||||
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| #include <stan/math/prim/meta/is_stan_closure.hpp> | ||||||||
| #include <stan/math/prim/meta/return_type.hpp> | ||||||||
| #include <ostream> | ||||||||
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| namespace stan { | ||||||||
| namespace math { | ||||||||
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| template <typename F> | ||||||||
| struct empty_closure { | ||||||||
| using captured_scalar_t__ = double; | ||||||||
| using ValueOf__ = empty_closure<F>; | ||||||||
| using CopyOf__ = empty_closure<F>; | ||||||||
| F f_; | ||||||||
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| explicit empty_closure(const F& f) : f_(f) {} | ||||||||
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| template <typename... Args> | ||||||||
| auto operator()(std::ostream* msgs, Args... args) const { | ||||||||
| return f_(args..., msgs); | ||||||||
| } | ||||||||
| size_t count_vars__() const { return 0; } | ||||||||
| auto value_of__() const { return ValueOf__(f_); } | ||||||||
| auto copy_of__() const { return CopyOf__(f_); } | ||||||||
| auto deep_copy_vars__() const { return CopyOf__(f_); } | ||||||||
| void zero_adjoints__() const {} | ||||||||
| double* accumulate_adjoints__(double* dest) const { return dest; } | ||||||||
| template <typename Vari> | ||||||||
| Vari** save_varis(Vari** dest) const { | ||||||||
| return dest; | ||||||||
| } | ||||||||
| }; | ||||||||
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| template <bool Ref, typename F, typename T> | ||||||||
| struct one_arg_closure { | ||||||||
| using captured_scalar_t__ = return_type_t<T>; | ||||||||
| using ValueOf__ | ||||||||
| = one_arg_closure<false, F, decltype(value_of(std::declval<T>()))>; | ||||||||
| using CopyOf__ = one_arg_closure<false, F, T>; | ||||||||
| F f_; | ||||||||
| capture_type_t<T, Ref> s_; | ||||||||
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| explicit one_arg_closure(const F& f, const T& s) : f_(f), s_(s) {} | ||||||||
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| template <typename... Args> | ||||||||
| auto operator()(std::ostream* msgs, Args... args) const { | ||||||||
| return f_(s_, args..., msgs); | ||||||||
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There was a problem hiding this comment. Having functions where the variadic arguments aren't last makes writing the C++ painful (cause no type deduction). Could it go |
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| } | ||||||||
| size_t count_vars__() const { return count_vars(s_); } | ||||||||
| auto value_of__() const { return ValueOf__(f_, value_of(s_)); } | ||||||||
| auto copy_of__() const { return CopyOf__(f_, s_); } | ||||||||
| auto deep_copy_vars__() const { return CopyOf__(f_, deep_copy_vars(s_)); } | ||||||||
| void zero_adjoints__() { zero_adjoints(s_); } | ||||||||
| double* accumulate_adjoints__(double* dest) const { | ||||||||
| return accumulate_adjoints(dest, s_); | ||||||||
| } | ||||||||
| template <typename Vari> | ||||||||
| Vari** save_varis__(Vari** dest) const { | ||||||||
| return save_varis(dest, s_); | ||||||||
| } | ||||||||
| }; | ||||||||
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| template <typename F> | ||||||||
| struct empty_closure_rng { | ||||||||
| using captured_scalar_t__ = double; | ||||||||
| using ValueOf__ = empty_closure_rng<F>; | ||||||||
| using CopyOf__ = empty_closure_rng<F>; | ||||||||
| F f_; | ||||||||
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| explicit empty_closure_rng(const F& f) : f_(f) {} | ||||||||
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| template <typename Rng, typename... Args> | ||||||||
| auto operator()(const Rng& rng, std::ostream* msgs, Args... args) const { | ||||||||
| return f_(args..., rng, msgs); | ||||||||
| } | ||||||||
| size_t count_vars__() const { return 0; } | ||||||||
| auto value_of__() const { return ValueOf__(f_); } | ||||||||
| auto copy_of__() const { return CopyOf__(f_); } | ||||||||
| auto deep_copy_vars__() const { return CopyOf__(f_); } | ||||||||
| void zero_adjoints__() const {} | ||||||||
| double* accumulate_adjoints__(double* dest) const { return dest; } | ||||||||
| template <typename Vari> | ||||||||
| Vari** save_varis(Vari** dest) const { | ||||||||
| return dest; | ||||||||
| } | ||||||||
| }; | ||||||||
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| template <typename F> | ||||||||
| struct empty_closure_lpdf { | ||||||||
| using captured_scalar_t__ = double; | ||||||||
| using ValueOf__ = empty_closure_lpdf<F>; | ||||||||
| using CopyOf__ = empty_closure_lpdf<F>; | ||||||||
| F f_; | ||||||||
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| explicit empty_closure_lpdf(const F& f) : f_(f) {} | ||||||||
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| template <bool propto = false, typename... Args> | ||||||||
| auto operator()(std::ostream* msgs, Args... args) const { | ||||||||
| return f_.template operator()<propto>(args..., msgs); | ||||||||
| } | ||||||||
| size_t count_vars__() const { return 0; } | ||||||||
| auto value_of__() const { return ValueOf__(f_); } | ||||||||
| auto copy_of__() const { return CopyOf__(f_); } | ||||||||
| auto deep_copy_vars__() const { return CopyOf__(f_); } | ||||||||
| void zero_adjoints__() const {} | ||||||||
| double* accumulate_adjoints__(double* dest) const { return dest; } | ||||||||
| template <typename Vari> | ||||||||
| Vari** save_varis(Vari** dest) const { | ||||||||
| return dest; | ||||||||
| } | ||||||||
| }; | ||||||||
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| template <typename F> | ||||||||
| struct empty_closure_lp { | ||||||||
| using captured_scalar_t__ = double; | ||||||||
| using ValueOf__ = empty_closure_lp<F>; | ||||||||
| using CopyOf__ = empty_closure_lp<F>; | ||||||||
| static const size_t vars_count__ = 0; | ||||||||
| F f_; | ||||||||
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| explicit empty_closure_lp(const F& f) : f_(f) {} | ||||||||
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There was a problem hiding this comment.
Suggested change
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| template <typename T_lp, typename T_lp_accum, typename... Args> | ||||||||
| auto operator()(T_lp_accum& lp, T_lp& lp_accum, std::ostream* msgs, | ||||||||
| Args... args) const { | ||||||||
| return f_(args..., lp, lp_accum, msgs); | ||||||||
| } | ||||||||
| size_t count_vars__() const { return 0; } | ||||||||
| auto value_of__() const { return ValueOf__(f_); } | ||||||||
| auto copy_of__() const { return CopyOf__(f_); } | ||||||||
| auto deep_copy_vars__() const { return CopyOf__(f_); } | ||||||||
| void zero_adjoints__() const {} | ||||||||
| double* accumulate_adjoints__(double* dest) const { return dest; } | ||||||||
| template <typename Vari> | ||||||||
| Vari** save_varis(Vari** dest) const { | ||||||||
| return dest; | ||||||||
| } | ||||||||
| }; | ||||||||
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| /** | ||||||||
| * Create a closure object from a callable. | ||||||||
| */ | ||||||||
| template <typename F> | ||||||||
| auto from_lambda(const F& f) { | ||||||||
| return empty_closure<F>(f); | ||||||||
| } | ||||||||
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| /** | ||||||||
| * Create a closure that captures a single argument. | ||||||||
| */ | ||||||||
| template <typename F, typename T> | ||||||||
| auto from_lambda(const F& f, const T& a) { | ||||||||
| return one_arg_closure<true, F, T>(f, a); | ||||||||
| } | ||||||||
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| template <typename F> | ||||||||
| auto rng_from_lambda(const F& f) { | ||||||||
| return empty_closure_rng<F>(f); | ||||||||
| } | ||||||||
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| template <typename F> | ||||||||
| auto lpdf_from_lambda(const F& f) { | ||||||||
| return empty_closure_lpdf<F>(f); | ||||||||
| } | ||||||||
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| template <typename F> | ||||||||
| auto lp_from_lambda(const F& f) { | ||||||||
| return empty_closure_lp<F>(f); | ||||||||
| } | ||||||||
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There was a problem hiding this comment. So for each kind of function we might have in Stan, we can also have a closure version of that. There was a problem hiding this comment. Each function kind follows a different calling convention so each kind needs its own adapter closure. These aren't used in math library but stanc3 allows userdefined higher order functions that might need them. |
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| template <bool Propto, typename F, bool Ref> | ||||||||
| struct lpdf_wrapper { | ||||||||
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There was a problem hiding this comment. So you know how one can do real func_lpdf(real[] slice, ...) {
...
}
target += reduce_sum(func_lpdf, ...);
target += reduce_sum(func_lupdf, ...);and both |
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| using captured_scalar_t__ = return_type_t<F>; | ||||||||
| using ValueOf__ | ||||||||
| = lpdf_wrapper<Propto, decltype(std::declval<F>().value_of__()), false>; | ||||||||
| using CopyOf__ | ||||||||
| = lpdf_wrapper<Propto, decltype(std::declval<F>().copy_of__()), false>; | ||||||||
| capture_type_t<F, Ref> f_; | ||||||||
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| explicit lpdf_wrapper(const F& f) : f_(f) {} | ||||||||
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| template <bool propto> | ||||||||
| auto with_propto() { | ||||||||
| return lpdf_wrapper < Propto && propto, F, true > (f_); | ||||||||
| } | ||||||||
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| template <bool propto = Propto, typename... Args> | ||||||||
| auto operator()(Args... args) const { | ||||||||
| return f_.template operator() < Propto && propto > (args...); | ||||||||
| } | ||||||||
| size_t count_vars__() const { return count_vars(f_); } | ||||||||
| auto value_of__() const { return ValueOf__(value_of(f_)); } | ||||||||
| auto deep_copy_vars__() const { return CopyOf__(deep_copy_vars(f_)); } | ||||||||
| auto copy_of__() const { return CopyOf__(f_.copy_of__()); } | ||||||||
| void zero_adjoints__() { zero_adjoints(f_); } | ||||||||
| double* accumulate_adjoints__(double* dest) const { | ||||||||
| return accumulate_adjoints(dest, f_); | ||||||||
| } | ||||||||
| template <typename Vari> | ||||||||
| Vari** save_varis__(Vari** dest) const { | ||||||||
| return save_varis(dest, f_); | ||||||||
| } | ||||||||
| }; | ||||||||
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| struct reduce_sum_closure_adapter { | ||||||||
| template <typename F, typename T, typename... Args> | ||||||||
| auto operator()(const std::vector<T>& sub_slice, std::size_t start, | ||||||||
| std::size_t end, std::ostream* msgs, const F& f, | ||||||||
| Args... args) const { | ||||||||
| return f(msgs, sub_slice, start, end, args...); | ||||||||
| } | ||||||||
| }; | ||||||||
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| namespace internal { | ||||||||
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| struct ode_closure_adapter { | ||||||||
| template <typename F, typename T0, typename T1, typename... Args> | ||||||||
| auto operator()(const T0& t, const Eigen::Matrix<T1, Eigen::Dynamic, 1>& y, | ||||||||
| std::ostream* msgs, const F& f, Args... args) const { | ||||||||
| return f(msgs, t, y, args...); | ||||||||
| } | ||||||||
| }; | ||||||||
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| } // namespace internal | ||||||||
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| } // namespace math | ||||||||
| } // namespace stan | ||||||||
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| #endif | ||||||||
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Good catch. We'll need to implement these.
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Actually, thinking more, I don't think there's a big advantage to implementing this.
We could expose the variables captured by a closure to checks, but the Math checks wouldn't know in what order its getting them, and then depending on which function was accepting closures it would need to decide which checks to do on which inputs.
I think instead in the ODE solves we check only the arguments passed in explicitly (which this is effectively doing) or we get rid of the infinity checks on the inputs to the ODE solves. I'll make an issue and see if getting rid of the checks altogether is an option. (Edit: Issue #2406)