From 1065382f535b44983105b8a9c6f3dd9ee865dacf Mon Sep 17 00:00:00 2001 From: Brian Ward Date: Mon, 7 Apr 2025 14:09:57 -0400 Subject: [PATCH 1/3] Fix diagnose using the incorrect number of samples for multiple chains --- src/cmdstan/diagnose.cpp | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/src/cmdstan/diagnose.cpp b/src/cmdstan/diagnose.cpp index 9a451e9d57..2476e45b3e 100644 --- a/src/cmdstan/diagnose.cpp +++ b/src/cmdstan/diagnose.cpp @@ -76,7 +76,7 @@ int main(int argc, const char *argv[]) { stan::io::stan_csv_metadata metadata = csv_parsed[0].metadata; std::vector param_names = csv_parsed[0].header; size_t num_params = param_names.size(); - int num_samples = chains.num_samples(); + int num_samples = chains.num_samples() * chains.num_chains(); std::vector bad_n_eff_names; std::vector bad_rhat_names; bool has_errors = false; From efcb425a56a0eb8d83efa62354f801f156cbffc8 Mon Sep 17 00:00:00 2001 From: Brian Ward Date: Mon, 7 Apr 2025 14:15:23 -0400 Subject: [PATCH 2/3] Add test --- src/test/interface/diagnose_test.cpp | 18 ++ src/test/interface/example_output/div.nom | 20 ++ .../interface/example_output/div_output_1.csv | 257 ++++++++++++++++++ .../interface/example_output/div_output_2.csv | 257 ++++++++++++++++++ 4 files changed, 552 insertions(+) create mode 100644 src/test/interface/example_output/div.nom create mode 100644 src/test/interface/example_output/div_output_1.csv create mode 100644 src/test/interface/example_output/div_output_2.csv diff --git a/src/test/interface/diagnose_test.cpp b/src/test/interface/diagnose_test.cpp index d36dd4460c..e1475df91a 100644 --- a/src/test/interface/diagnose_test.cpp +++ b/src/test/interface/diagnose_test.cpp @@ -96,3 +96,21 @@ TEST(CommandDiagnose, mix) { ss << expected_output.rdbuf(); EXPECT_EQ(1, count_matches(ss.str(), out.output)); } + + +TEST(CommandDiagnose, divergences) { + std::string path_separator; + path_separator.push_back(get_path_separator()); + std::string command = "bin" + path_separator + "diagnose"; + std::string csv_file = "src" + path_separator + "test" + path_separator + + "interface" + path_separator + "example_output" + + path_separator + "div_output*.csv"; + + run_command_output out = run_command(command + " " + csv_file); + ASSERT_FALSE(out.hasError) << "\"" << out.command << "\" quit with an error"; + + std::ifstream expected_output("src/test/interface/example_output/div.nom"); + std::stringstream ss; + ss << expected_output.rdbuf(); + EXPECT_EQ(1, count_matches(ss.str(), out.output)); +} diff --git a/src/test/interface/example_output/div.nom b/src/test/interface/example_output/div.nom new file mode 100644 index 0000000000..856767397b --- /dev/null +++ b/src/test/interface/example_output/div.nom @@ -0,0 +1,20 @@ +Checking sampler transitions treedepth. +Treedepth satisfactory for all transitions. + +Checking sampler transitions for divergences. +77 of 400 (19.25%) transitions ended with a divergence. +These divergent transitions indicate that HMC is not fully able to explore the posterior distribution. +Try increasing adapt delta closer to 1. +If this doesn't remove all divergences, try to reparameterize the model. + +Checking E-BFMI - sampler transitions HMC potential energy. +E-BFMI satisfactory. + +Rank-normalized split effective sample size satisfactory for all parameters. + +The following parameters had rank-normalized split R-hat greater than 1.01: + x[1], x[2], x[3], x[4], x[5] +Such high values indicate incomplete mixing and biased estimation. +You should consider regularizating your model with additional prior information or a more effective parameterization. + +Processing complete. diff --git a/src/test/interface/example_output/div_output_1.csv b/src/test/interface/example_output/div_output_1.csv new file mode 100644 index 0000000000..09d5423e98 --- /dev/null +++ b/src/test/interface/example_output/div_output_1.csv @@ -0,0 +1,257 @@ +# stan_version_major = 2 +# stan_version_minor = 36 +# stan_version_patch = 0 +# model = multi_normal_logit_model +# start_datetime = 2025-04-07 18:14:03 UTC +# method = sample (Default) +# sample +# num_samples = 200 +# num_warmup = 1000 (Default) +# save_warmup = false (Default) +# thin = 1 (Default) +# adapt +# engaged = true (Default) +# gamma = 0.05 (Default) +# delta = 0.8 (Default) +# kappa = 0.75 (Default) +# t0 = 10 (Default) +# init_buffer = 75 (Default) +# term_buffer = 50 (Default) +# window = 25 (Default) +# save_metric = false (Default) +# algorithm = hmc (Default) +# hmc +# engine = nuts (Default) +# nuts +# max_depth = 10 (Default) +# metric = diag_e (Default) +# metric_file = (Default) +# stepsize = 1 (Default) +# stepsize_jitter = 0 (Default) +# num_chains = 2 +# id = 1 (Default) +# data +# file = data.json +# init = 2 (Default) +# random +# seed = 413085811 (Default) +# output +# file = div_output.csv +# diagnostic_file = (Default) +# refresh = 100 (Default) +# sig_figs = 8 (Default) +# profile_file = profile.csv (Default) +# save_cmdstan_config = false (Default) +# num_threads = 1 (Default) +# stanc_version = %%NAME%%3 %%VERSION%% +# stancflags = +lp__,accept_stat__,stepsize__,treedepth__,n_leapfrog__,divergent__,energy__,x.1,x.2,x.3,x.4,x.5 +# Adaptation terminated +# Step size = 0.0879977 +# Diagonal elements of inverse mass matrix: +# 191.714, 2367.45, 2629.94, 2917.68 +-20.118802,0.96940968,0.087997742,5,31,0,23.917014,0.00081399746,1.4169609e-23,3.7616081e-27,1.1447786e-82,0.999186 +-17.94907,0.82142857,0.087997742,4,28,1,20.58043,0.03075961,1.971232e-07,1.843263e-12,7.8623383e-40,0.96924019 +-18.626608,0.41982626,0.087997742,5,31,0,20.210524,0.99732787,9.9752126e-08,2.3022543e-15,9.4965011e-16,0.002672032 +-17.581103,0.31131836,0.087997742,4,15,0,18.95202,0.052684334,0.94698984,6.7613415e-18,8.8737078e-21,0.00032582639 +-17.387617,0.35358967,0.087997742,4,15,0,18.537711,0.18555174,0.7941421,2.1701739e-11,4.3976105e-17,0.020306156 +-18.471375,0.13005135,0.087997742,4,27,0,19.549167,0.001594901,7.7435257e-12,2.1264196e-05,7.211114e-23,0.99838383 +-18.173451,0.66782975,0.087997742,1,3,0,19.158664,0.0013192001,1.0887161e-10,0.0014311669,4.3443152e-22,0.99724963 +-18.235549,0.42857143,0.087997742,3,7,0,21.790789,0.00010702617,0.00097921952,0.91734703,1.0958599e-18,0.081566728 +-18.235549,0.00042909426,0.087997742,2,3,0,19.961652,0.00010702617,0.00097921952,0.91734703,1.0958599e-18,0.081566728 +-18.235549,2.6668311e-05,0.087997742,4,15,0,19.351172,0.00010702617,0.00097921952,0.91734703,1.0958599e-18,0.081566728 +-18.235549,0.0012887673,0.087997742,2,3,0,19.667029,0.00010702617,0.00097921952,0.91734703,1.0958599e-18,0.081566728 +-18.235549,6.0625194e-19,0.087997742,1,1,0,19.646461,0.00010702617,0.00097921952,0.91734703,1.0958599e-18,0.081566728 +-18.235549,0.00078179882,0.087997742,1,3,1,21.178866,0.00010702617,0.00097921952,0.91734703,1.0958599e-18,0.081566728 +-18.235549,9.9364921e-05,0.087997742,3,7,0,18.813033,0.00010702617,0.00097921952,0.91734703,1.0958599e-18,0.081566728 +-18.235549,4.7877664e-19,0.087997742,1,1,0,19.189569,0.00010702617,0.00097921952,0.91734703,1.0958599e-18,0.081566728 +-18.235549,3.7895408e-34,0.087997742,1,1,0,20.894141,0.00010702617,0.00097921952,0.91734703,1.0958599e-18,0.081566728 +-18.235549,0.00033099967,0.087997742,1,3,1,19.960846,0.00010702617,0.00097921952,0.91734703,1.0958599e-18,0.081566728 +-18.708994,0.11861698,0.087997742,2,3,0,19.807909,0.00010700299,0.0018237442,0.99755499,1.5318702e-19,0.00051425948 +-18.708994,2.4757803e-05,0.087997742,2,3,0,24.347451,0.00010700299,0.0018237442,0.99755499,1.5318702e-19,0.00051425948 +-18.708994,9.7798041e-09,0.087997742,2,3,0,21.173008,0.00010700299,0.0018237442,0.99755499,1.5318702e-19,0.00051425948 +-17.488081,0.29086456,0.087997742,3,7,0,18.189392,8.8659703e-05,0.00043936321,0.9966832,3.6667416e-18,0.0027887796 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+-18.071109,0.90598032,0.087997742,5,31,0,18.696893,0.17090658,4.2460803e-34,7.0937401e-13,7.970973e-12,0.82909342 +-18.825495,0.81718576,0.087997742,4,27,0,19.180022,0.2850428,1.1928131e-32,1.6798809e-10,9.7692924e-20,0.7149572 +-18.39749,0.86956691,0.087997742,4,31,0,18.988661,0.84466495,5.1170299e-30,7.6144257e-14,7.0342643e-13,0.15533505 +-20.458391,0.46646558,0.087997742,3,15,0,22.234103,0.93971406,9.4467309e-31,5.4668894e-14,3.3994392e-19,0.060285938 +-20.108046,0.8208173,0.087997742,3,11,0,24.059142,0.013164629,2.28271e-19,2.183435e-19,2.464448e-35,0.98683537 +-20.21444,0.99767103,0.087997742,4,23,0,21.138682,0.0018971571,3.2648641e-39,0.03728227,5.2576708e-28,0.96082057 +-19.161344,0.66761983,0.087997742,2,5,0,23.371492,2.4526246e-06,7.168646e-43,0.010364915,4.917317e-25,0.98963263 +-18.185026,0.73535482,0.087997742,3,15,0,20.518763,0.00013499507,2.3087655e-45,1.1730898e-05,6.8398644e-27,0.99985327 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+-18.59846,0.48902586,0.087997742,2,5,0,18.652835,0.98460642,0.015393573,2.3786347e-55,1.5460021e-39,6.8267643e-09 +-18.59846,0.048956207,0.087997742,3,7,0,20.30852,0.98460642,0.015393573,2.3786347e-55,1.5460021e-39,6.8267643e-09 +-18.59846,0.0029892912,0.087997742,3,7,0,20.525048,0.98460642,0.015393573,2.3786347e-55,1.5460021e-39,6.8267643e-09 +-19.428895,0.31979629,0.087997742,2,7,0,21.195259,0.97266513,0.027334865,7.2028152e-60,5.1406645e-47,8.9744021e-10 +-19.428895,8.6672826e-05,0.087997742,1,1,0,19.992341,0.97266513,0.027334865,7.2028152e-60,5.1406645e-47,8.9744021e-10 +-18.740257,0.2946053,0.087997742,2,4,1,21.916146,0.99568793,0.0043120638,4.6884503e-58,5.5592827e-43,4.8398232e-09 +-19.241046,0.099456751,0.087997742,3,7,0,20.964679,0.99342668,0.0065733133,4.4405388e-58,1.0986551e-46,2.7255595e-09 +-19.241046,1.3956609e-05,0.087997742,2,3,0,20.24704,0.99342668,0.0065733133,4.4405388e-58,1.0986551e-46,2.7255595e-09 +-19.482885,0.12594116,0.087997742,2,7,0,20.847532,0.98842672,0.011572613,2.037184e-53,6.9815746e-43,6.659712e-07 +-19.482885,0.058352956,0.087997742,2,7,0,21.172836,0.98842672,0.011572613,2.037184e-53,6.9815746e-43,6.659712e-07 +-19.175576,0.14285792,0.087997742,3,7,0,24.727554,0.99789012,0.0021048913,9.3721725e-50,1.7126116e-46,4.9867341e-06 +-18.926994,0.032286474,0.087997742,5,31,0,23.628785,0.95139545,0.048596965,7.8603577e-48,1.3705945e-47,7.5896115e-06 +-18.567933,0.42311991,0.087997742,2,5,1,20.516671,0.98441267,0.015585553,9.0828404e-46,6.1293888e-46,1.7776868e-06 +-18.567933,0.010842709,0.087997742,2,3,0,20.339762,0.98441267,0.015585553,9.0828404e-46,6.1293888e-46,1.7776868e-06 +-18.36491,0.24374108,0.087997742,3,7,0,19.802078,0.99173845,0.0082582429,3.2414188e-44,7.3198385e-43,3.3110507e-06 +-18.36491,0.0011223945,0.087997742,3,7,0,20.117623,0.99173845,0.0082582429,3.2414188e-44,7.3198385e-43,3.3110507e-06 +-18.36491,0.0045864968,0.087997742,2,3,0,19.670027,0.99173845,0.0082582429,3.2414188e-44,7.3198385e-43,3.3110507e-06 +-18.36491,0.059297745,0.087997742,2,5,0,19.136056,0.99173845,0.0082582429,3.2414188e-44,7.3198385e-43,3.3110507e-06 +-18.36491,0.044407956,0.087997742,5,31,0,19.161329,0.99173845,0.0082582429,3.2414188e-44,7.3198385e-43,3.3110507e-06 +# +# Elapsed Time: 0.116 seconds (Warm-up) +# 0.008 seconds (Sampling) +# 0.124 seconds (Total) +# diff --git a/src/test/interface/example_output/div_output_2.csv b/src/test/interface/example_output/div_output_2.csv new file mode 100644 index 0000000000..533030689f --- /dev/null +++ b/src/test/interface/example_output/div_output_2.csv @@ -0,0 +1,257 @@ +# stan_version_major = 2 +# stan_version_minor = 36 +# stan_version_patch = 0 +# model = multi_normal_logit_model +# start_datetime = 2025-04-07 18:14:03 UTC +# method = sample (Default) +# sample +# num_samples = 200 +# num_warmup = 1000 (Default) +# save_warmup = false (Default) +# thin = 1 (Default) +# adapt +# engaged = true (Default) +# gamma = 0.05 (Default) +# delta = 0.8 (Default) +# kappa = 0.75 (Default) +# t0 = 10 (Default) +# init_buffer = 75 (Default) +# term_buffer = 50 (Default) +# window = 25 (Default) +# save_metric = false (Default) +# algorithm = hmc (Default) +# hmc +# engine = nuts (Default) +# nuts +# max_depth = 10 (Default) +# metric = diag_e (Default) +# metric_file = (Default) +# stepsize = 1 (Default) +# stepsize_jitter = 0 (Default) +# num_chains = 2 +# id = 1 (Default) +# data +# file = data.json +# init = 2 (Default) +# random +# seed = 413085811 (Default) +# output +# file = div_output.csv +# diagnostic_file = (Default) +# refresh = 100 (Default) +# sig_figs = 8 (Default) +# profile_file = profile.csv (Default) +# save_cmdstan_config = false (Default) +# num_threads = 1 (Default) +# stanc_version = %%NAME%%3 %%VERSION%% +# stancflags = +lp__,accept_stat__,stepsize__,treedepth__,n_leapfrog__,divergent__,energy__,x.1,x.2,x.3,x.4,x.5 +# Adaptation terminated +# Step size = 0.0384719 +# Diagonal elements of inverse mass matrix: +# 323.008, 2647.68, 2142.73, 3085.33 +-19.563541,0.75879927,0.038471933,5,39,0,25.763787,0.99782707,1.2534536e-41,1.0843831e-43,9.9028811e-40,0.0021729307 +-18.420307,0.9909281,0.038471933,4,23,0,21.880574,0.99997708,2.0825737e-16,9.4547308e-44,3.1432684e-36,2.2924581e-05 +-17.701933,0.97149669,0.038471933,5,57,1,21.789584,0.052209591,1.6175074e-21,5.1770722e-12,2.8246552e-30,0.94779041 +-18.11585,0.96313812,0.038471933,5,51,0,19.820498,5.3285409e-07,8.6346532e-42,0.84582185,4.8177263e-27,0.15417761 +-20.401506,0.99509682,0.038471933,6,63,0,21.721216,0.99962807,2.0383402e-55,1.0069643e-39,2.1431557e-14,0.00037192909 +-22.556765,0.90758224,0.038471933,5,47,0,24.377152,0.99944689,2.0627029e-40,7.4135508e-41,1.2806486e-08,0.00055309381 +-20.141491,0.99397868,0.038471933,4,31,0,24.375909,0.99999895,1.864323e-35,8.7594096e-39,3.8776458e-12,1.0521461e-06 +-19.510371,0.99542753,0.038471933,4,15,0,21.074085,0.99999984,3.3847434e-35,2.1325081e-47,6.4489295e-16,1.5740909e-07 +-19.332258,0.94268035,0.038471933,6,73,1,23.013862,9.6369778e-13,5.8802676e-14,0.999995,5.5813953e-51,5.004512e-06 +-18.210164,0.70454751,0.038471933,5,51,1,23.619939,3.3090164e-08,6.9018926e-25,0.9968025,1.206167e-45,0.0031974679 +-18.35817,1,0.038471933,5,63,0,20.315352,2.6270006e-06,5.9796322e-44,1.7924792e-06,8.1995056e-48,0.99999558 +-18.837754,0.94163967,0.038471933,5,51,1,21.239977,1.1791926e-08,7.7933479e-25,0.99948756,8.2747645e-47,0.00051242701 +-18.187671,0.99653323,0.038471933,7,127,0,20.855316,0.99999587,9.1280112e-11,2.4724424e-43,1.0596365e-30,4.1310394e-06 +-18.540418,0.98313214,0.038471933,3,11,0,19.69585,0.9999919,4.1995864e-15,5.6750253e-44,2.0907207e-28,8.0996065e-06 +-18.348112,0.99797428,0.038471933,3,7,0,18.797967,0.99999486,1.3348263e-15,4.3654984e-44,5.3042913e-29,5.1444178e-06 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+-18.33753,0.98544391,0.038471933,6,63,0,19.688046,0.99423599,1.3045793e-18,2.5992219e-15,0.0034735488,0.0022904613 +-17.590061,0.7115332,0.038471933,2,3,0,19.70982,0.97233375,3.2945007e-18,5.9723596e-15,4.1338166e-05,0.027624913 +-17.592538,0.91152366,0.038471933,3,15,0,21.446405,0.58223496,1.4212471e-19,6.035565e-13,7.9617183e-13,0.41776504 +-18.506356,0.98949134,0.038471933,5,39,0,19.196032,0.37943574,6.4664678e-38,1.7889497e-13,0.24985647,0.37070778 +-18.504012,0.98169806,0.038471933,5,47,0,20.484602,0.00015924701,4.588504e-49,0.0042642617,1.6103302e-11,0.99557649 +-18.705799,0.99530944,0.038471933,6,79,0,20.076668,0.58008512,1.5546902e-29,4.0360091e-30,1.9037385e-52,0.41991488 +-19.828227,0.9368789,0.038471933,5,52,1,22.15097,1.8941442e-07,1.4727243e-41,0.86093451,2.0253562e-54,0.1390653 +-18.874257,0.99592232,0.038471933,4,23,0,20.657719,1.667881e-06,7.7198671e-45,3.6027959e-11,6.3379144e-55,0.99999833 +-18.348021,0.98287077,0.038471933,6,92,1,21.364254,0.99972218,1.1535547e-19,3.5007901e-39,4.2147256e-40,0.00027781631 +-19.381841,0.98167881,0.038471933,5,31,0,22.02257,0.99993916,3.8178126e-37,5.241223e-39,3.4429356e-28,6.0842292e-05 +-18.570273,0.97774432,0.038471933,5,63,1,22.441284,0.83051847,1.5147136e-25,1.2384255e-28,7.9996733e-36,0.16948153 +-18.709883,0.9970281,0.038471933,5,63,0,19.752617,0.93378125,6.579742e-14,4.7922312e-32,9.2536981e-48,0.066218754 +-18.374337,0.99045454,0.038471933,5,63,0,20.506882,0.097452398,6.7839986e-19,1.4520124e-08,4.2017344e-30,0.90254759 +-18.536424,0.99892394,0.038471933,5,63,0,19.01295,0.010529103,1.298289e-32,0.44722551,4.4121774e-10,0.54224539 +-18.258746,0.97920575,0.038471933,3,7,0,19.412608,0.0015650223,7.7689329e-28,0.003406755,1.7047325e-08,0.99502821 +-17.626878,0.96019095,0.038471933,3,15,0,21.658438,0.00015667274,1.637173e-27,0.072227666,7.8072085e-25,0.92761566 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0.144 seconds (Total) +# From c7bf5f1de32061586d53b42f38ad9c5e567e0b3b Mon Sep 17 00:00:00 2001 From: Stan Jenkins Date: Mon, 7 Apr 2025 14:22:51 -0400 Subject: [PATCH 3/3] [Jenkins] auto-formatting by clang-format version 10.0.0-4ubuntu1 --- src/test/interface/diagnose_test.cpp | 1 - 1 file changed, 1 deletion(-) diff --git a/src/test/interface/diagnose_test.cpp b/src/test/interface/diagnose_test.cpp index e1475df91a..09de0aef52 100644 --- a/src/test/interface/diagnose_test.cpp +++ b/src/test/interface/diagnose_test.cpp @@ -97,7 +97,6 @@ TEST(CommandDiagnose, mix) { EXPECT_EQ(1, count_matches(ss.str(), out.output)); } - TEST(CommandDiagnose, divergences) { std::string path_separator; path_separator.push_back(get_path_separator());