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MPI warmup auto#2886

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bbbales2 wants to merge 78 commits intompi_warmup_v2stan-dev/stan:mpi_warmup_v2from mpi_warmup_autostan-dev/stan:mpi_warmup_autoCopy head branch name to clipboard

+859-54

Commits

Commits on Apr 18, 2019

• Added in switching adaptation

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  1952caf

Commits on Apr 20, 2019

• Simplified code and added some comments

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  4dc0fff

• Changed 'switching' to 'auto'

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  8000691

Commits on Apr 22, 2019

• Added try/catch so that if auto adaptation fails it falls back to diagonal

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  b1205f3

Commits on Sep 4, 2019

• Merge branch 'develop' of https://github.com/stan-dev/stan into experimental/warmup-auto

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  a6ae242

Commits on Sep 11, 2019

• Fixed bug with regularization of automatically picked metric. Added tests for automatically picked metric

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Commits on Oct 30, 2019

• first draft of master-slave communication setup for warmup

  

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  76bfd27

• unit test for mpi warmup communication

  

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  7bfe044

Commits on Nov 6, 2019

• inter chain and intra chain MPI communicators

  

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  d57e3d9

Commits on Nov 14, 2019

• warmup loader MPI test

  

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Commits on Nov 15, 2019

• unit test with mpi gathering of stepsize

  

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Commits on Dec 18, 2019

• update math submodule to 7f4e3a4af5

  

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  b69492b

Commits on Jan 8, 2020

• rhat as convergence critierior for mpi warmup

  

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  1e11650

• campfire warmup with rhat and synced stepsize

  

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  bae89e1

Commits on Jan 9, 2020

• pass num_chains through run_mpi_adaptive_sampler

  Show description for 6e1fce8
  

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  6e1fce8

• update submodule

  

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  45ed1d4

Commits on Jan 10, 2020

• cross chain rhat calculation unit test

  

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  54f5fa3

Commits on Jan 14, 2020

• unit test for cross-chain adapted warmup

  

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• use cross chain warmup for nuts adapted

  

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  d54c26a

Commits on Jan 15, 2020

• stream writer only writes for rank == 0

  

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  1a0f743

• use degenerated version of compute ess for warmup

  

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  84d9807

• fix branch of gitmodules

  

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  e4c6b50

• rename campfire warmup to cross chain warmup

  

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  731b310

• rename campfire warmup to cross chain

  

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  b393841

Commits on Jan 22, 2020

• add mpi cross chain adapter

  

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  524f750

• rename mpi adapter; add unit tests

  

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  c67a5e0

• adapt unit/diag nuts inherit cross chain adapter

  

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  4547a62

• check cross-chain convergence in during sampler transition

  

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  c6d98f7

• 1st draft of adapting diag metric

  

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  ab8ab7e

• use harmonic mean for ESS test

  

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  536d789

• fix broadcasting metrics issue

  

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  fc8c3ce

• rm old mpi adapt implementation

  

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  a58e2a9

Commits on Jan 23, 2020

• stream writer only writes to inter chain ranks

  

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  7befdde

• rng seed should be from cmdstan

  

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  99cc236

Commits on Jan 24, 2020

• pass num_cross_chains to diag_e_adapt function

  

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  32f552e

• fix sequential compile failure when no MPI flags issued

  

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  16eac20

Commits on Jan 26, 2020

• turn off metric aggregation. update submoduel

  

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  26ca4f3

Commits on Jan 27, 2020

• unit test for mpi var adaptation

  

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  a8da936

Commits on Jan 28, 2020

• adapter with logging function and new mpi_var_adaptation

  

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  a703c4d

Commits on Jan 29, 2020

• track all windows for end-of-warmup metric update

  

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  1a5be75

• use minimum instead of harmonic mean for ESS test

  

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  36bd480

• mpi_var_adaptatin under #ifdef STAN_LANG_MPI

  

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  a34a661

• clean up cross-chain adapter calls in sampler

  

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  a299c50

Commits on Jan 30, 2020

• pass cross chain window size as function call arg

  

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• add target_ess to arg list

  

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  1410f2c

• cross_chain_rhat argument

  

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• output min ESS among the chains

  

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  efe33a5

Commits on Jan 31, 2020

• mpi_stream_writer

  

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  57949e3

Commits on Feb 4, 2020

• hack: replace num_warmup in output.csv with cross_chain num_warmup

  

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  f53fa46

• Revert "hack: replace num_warmup in output.csv with cross_chain num_warmup"

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• write num_warmup before adaption terminated in csv

  

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  ad706bc

Commits on Feb 5, 2020

• use Stan's ESS for cross-chain ESS test

  

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Commits on Feb 6, 2020

• no stepsize reset after cross-chain converges

  

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  0a1c7ed

Commits on Feb 7, 2020

• init commit mpi_warmup_v2

  

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  2c75a62

• use mpi_cross_chain as single entry to cross-chain methods

  

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  de0b754

Commits on Feb 9, 2020

• move MPI_ADAPTED_WARMUP macro into adapter

  

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  88cfa38

Commits on Feb 10, 2020

• simplify cross chain interface

  

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• mpi warmup for dense_e nuts

  

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• tests for mpi_covar_adpt. type traits for cross-chain warmup sampler

  

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  cce0945

Commits on Feb 11, 2020

• change sed seed to set id

  

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• fix: unit nuts doesn't need var; no post warmup when max out

  

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• win loop to decrease counter in croos-chain adapter

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  6a95b53

Commits on Feb 12, 2020

• full campfire version where every window has aggregation

  

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• harmonic mean for stepsize

  

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  6da0fa6

Commits on Feb 13, 2020

• separate stepsize & metric aggregation

  

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• no restart for mpi_var_adapt

  

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  87356a1

Commits on Feb 14, 2020

• exclude initial buffer from covar calculation

  

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• ignore init buffer draws in mpi var adaptation

  

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  83a450a

Commits on Feb 15, 2020

• Updated mpi file name adjuster to work with diagnostic files

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• Merge remote-tracking branch 'bbbales2/experimental/warmup-auto' into mpi_warmup_auto

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Commits on Feb 17, 2020

• auto_e metric might be working

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  97af9ac

• Merge branch 'mpi_warmup_v2' into mpi_warmup_auto

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  f5c903a

Commits on Feb 18, 2020

• Updating stan math

  Show description for 227a0a6
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• auto adaptation terminates properly now

  Show description for 37a3fa1
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  37a3fa1

• Removed some unused files

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  02e93b4

Commits on Feb 26, 2020

• Merge remote-tracking branch 'origin/mpi_warmup_v2' into mpi_warmup_auto

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  278b1f3

Commits on Feb 28, 2020

• Updated math includes

  Show description for 36af38d
  bbbales2

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  36af38d

• Merge remote-tracking branch 'origin/mpi_warmup_v2' into mpi_warmup_auto

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