Add ode_adjoint_tol_ctl
#900
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| Original file line number | Diff line number | Diff line change |
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@@ -95,9 +95,25 @@ let reduce_sum_slice_types = | |
| List.concat (List.map ~f:base_slice_type reduce_sum_allowed_dimensionalities) | ||
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| (* Variadic ODE *) | ||
| let variadic_ode_adjoint_ctl_tol_arg_types = | ||
| [ (UnsizedType.DataOnly, UnsizedType.UReal) | ||
| (* real relative_tolerance_forward *) | ||
| ; (DataOnly, UVector) (* vector absolute_tolerance_forward *) | ||
| ; (DataOnly, UReal) (* real relative_tolerance_backward *) | ||
| ; (DataOnly, UVector) (* real absolute_tolerance_backward *) | ||
| ; (DataOnly, UReal) (* real relative_tolerance_quadrature *) | ||
| ; (DataOnly, UReal) (* real absolute_tolerance_quadrature *) | ||
| ; (DataOnly, UInt) (* int max_num_steps *) | ||
| ; (DataOnly, UInt) (* int num_steps_between_checkpoints *) | ||
| ; (DataOnly, UInt) (* int interpolation_polynomial *) | ||
| ; (DataOnly, UInt) (* int solver_forward *) | ||
| ; (DataOnly, UInt) | ||
| (* int solver_backward *) | ||
| ] | ||
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| let variadic_ode_tol_arg_types = | ||
| [ (UnsizedType.DataOnly, UnsizedType.UReal) | ||
| ; (DataOnly, UReal); (DataOnly, UInt) ] | ||
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There was a problem hiding this comment. These are for nonadjoint ODEs. Why did they change? There was a problem hiding this comment. This is a bug currently. I should have mention it in the PR comment, sorry. The tolerances in the nonadjoint should not allow autodiffable arguments as that causes C++ not to compile. This was reported by @bbbales2 in the Math PR but that PR has 500+ comments and I cant find the exact comment right now. This would now error in stanc3 which is better I guess. |
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| let variadic_ode_mandatory_arg_types = | ||
| [ (UnsizedType.AutoDiffable, UnsizedType.UVector) | ||
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@@ -160,17 +176,23 @@ let full_lpmf = [Lpmf; Rng; Ccdf; Cdf] | |
| let reduce_sum_functions = | ||
| String.Set.of_list ["reduce_sum"; "reduce_sum_static"] | ||
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| let variadic_ode_adjoint_fn = "ode_adjoint_tol_ctl" | ||
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| let variadic_ode_nonadjoint_fns = | ||
| String.Set.of_list | ||
| [ "ode_bdf_tol"; "ode_rk45_tol"; "ode_adams_tol"; "ode_bdf"; "ode_rk45" | ||
| ; "ode_adams"; "ode_ckrk"; "ode_ckrk_tol" ] | ||
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| let ode_tolerances_suffix = "_tol" | ||
| let is_reduce_sum_fn f = Set.mem reduce_sum_functions f | ||
| let is_variadic_ode_nonadjoint_fn f = Set.mem variadic_ode_nonadjoint_fns f | ||
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| let is_variadic_ode_fn f = | ||
| Set.mem variadic_ode_nonadjoint_fns f || f = variadic_ode_adjoint_fn | ||
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| let is_variadic_ode_nonadjoint_tol_fn f = | ||
| is_variadic_ode_nonadjoint_fn f | ||
| && String.is_suffix f ~suffix:ode_tolerances_suffix | ||
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| let distributions = | ||
| [ (full_lpmf, "beta_binomial", [DVInt; DVInt; DVReal; DVReal]) | ||
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,44 @@ | ||
| functions { | ||
| vector f_0_arg(real t, vector z) { | ||
| return z; | ||
| } | ||
| } | ||
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| data { | ||
| int N; | ||
| int M; | ||
| int i; | ||
| } | ||
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| transformed data { | ||
| real rel_tol_f; | ||
| vector[N] abs_tol_f; | ||
| real rel_tol_b; | ||
| vector[N] abs_tol_b; | ||
| real abs_tol_q; | ||
| int max_num_steps; | ||
| int num_checkpoints; | ||
| int interpolation_polynomial; | ||
| int solver_f; | ||
| int solver_b; | ||
| } | ||
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| parameters { | ||
| real y; | ||
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| vector[N] y0; | ||
| real t0; | ||
| array[N] real times; | ||
| real rel_tol_q; | ||
| } | ||
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| transformed parameters { | ||
| array[M] vector[N] z; | ||
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| z = ode_adjoint_tol_ctl(f_0_arg, y0, t0, times, rel_tol_f, abs_tol_f, rel_tol_b, abs_tol_b, rel_tol_q, abs_tol_q, | ||
| max_num_steps, num_checkpoints, interpolation_polynomial, solver_f, solver_b); | ||
| } | ||
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| model { | ||
| y ~ normal(0, 1); | ||
| } |
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,44 @@ | ||
| functions { | ||
| vector f_0_arg(real t, vector z) { | ||
| return z; | ||
| } | ||
| } | ||
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| data { | ||
| int N; | ||
| int M; | ||
| int i; | ||
| } | ||
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| transformed data { | ||
| real rel_tol_f; | ||
| vector[N] abs_tol_f; | ||
| vector[N] abs_tol_b; | ||
| real abs_tol_q; | ||
| real rel_tol_q; | ||
| int max_num_steps; | ||
| int num_checkpoints; | ||
| int interpolation_polynomial; | ||
| int solver_f; | ||
| int solver_b; | ||
| } | ||
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| parameters { | ||
| real y; | ||
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| vector[N] y0; | ||
| real t0; | ||
| array[N] real times; | ||
| real rel_tol_b; | ||
| } | ||
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| transformed parameters { | ||
| array[M] vector[N] z; | ||
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| z = ode_adjoint_tol_ctl(f_0_arg, y0, t0, times, rel_tol_f, abs_tol_f, rel_tol_b, abs_tol_b, rel_tol_q, abs_tol_q, | ||
| max_num_steps, num_checkpoints, interpolation_polynomial, solver_f, solver_b); | ||
| } | ||
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| model { | ||
| y ~ normal(0, 1); | ||
| } |
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,44 @@ | ||
| functions { | ||
| vector f_0_arg(real t, vector z) { | ||
| return z; | ||
| } | ||
| } | ||
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| data { | ||
| int N; | ||
| int M; | ||
| int i; | ||
| } | ||
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| transformed data { | ||
| real rel_tol_f; | ||
| vector[N] abs_tol_b; | ||
| real rel_tol_b; | ||
| real abs_tol_q; | ||
| real rel_tol_q; | ||
| int max_num_steps; | ||
| int num_checkpoints; | ||
| int interpolation_polynomial; | ||
| int solver_f; | ||
| int solver_b; | ||
| } | ||
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| parameters { | ||
| real y; | ||
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| vector[N] y0; | ||
| real t0; | ||
| array[N] real times; | ||
| vector[N] abs_tol_f; | ||
| } | ||
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| transformed parameters { | ||
| array[M] vector[N] z; | ||
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| z = ode_adjoint_tol_ctl(f_0_arg, y0, t0, times, rel_tol_f, abs_tol_f, rel_tol_b, abs_tol_b, rel_tol_q, abs_tol_q, | ||
| max_num_steps, num_checkpoints, interpolation_polynomial, solver_f, solver_b); | ||
| } | ||
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| model { | ||
| y ~ normal(0, 1); | ||
| } |
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This change is so the error also prints
datafor all variadic ODE types.There was a problem hiding this comment.
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IMO the signatures are pretty much unreadable either way but I suppose the data markers help if that was what caused the error.
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Yeah, I agree that the prints of the two large signatures is not great... But that is a different issue I guess as its not limited to just the variadic ODEs.