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Improve numerical stability of binomial_logit_lpmf #2945

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merged 2 commits into from
Sep 26, 2023

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andrjohns
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Summary

This PR improves the numerical stability of the binomial_logit distribution through more efficient usage of compound log_* functions and simplified construction of gradients

Tests

New mix tests for all scalar/container combinations have been added

Side Effects

N/A

Release notes

Improve numerical stability of binomial_logit distribution

Checklist

  • Math issue #(issue number)

  • Copyright holder: Andrew Johnson

    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

@andrjohns andrjohns force-pushed the binomial-logit-numerics branch from 860a85e to 2a81187 Compare September 20, 2023 06:30
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@SteveBronder SteveBronder left a comment

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lgtm!

@andrjohns andrjohns merged commit eb3b5d7 into develop Sep 26, 2023
13 of 14 checks passed
@andrjohns andrjohns deleted the binomial-logit-numerics branch September 26, 2023 21:22
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2 participants