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Opencl gumbel and logistic (lc)cdf #2451

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merged 6 commits into from
Apr 2, 2021

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t4c1
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@t4c1 t4c1 commented Mar 26, 2021

Summary

Added OpenCL implementations for functions gumbel_cdf, gumbel_lcdf, gumbel_lccdf, logistic_cdf, logistic_lcdf and logistic_lccdf.

Tests

New functions are tested.

Side Effects

None.

Release notes

OpenCL: Added OpenCL implementations for functions gumbel_cdf, gumbel_lcdf, gumbel_lccdf, logistic_cdf, logistic_lcdf and logistic_lccdf.

Checklist

  • Math issue Add OpenCL distributions #2152

  • Copyright holder: Tadej Ciglarič

    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

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Name Old Result New Result Ratio Performance change( 1 - new / old )
gp_pois_regr/gp_pois_regr.stan 3.39 3.34 1.02 1.57% faster
low_dim_corr_gauss/low_dim_corr_gauss.stan 0.02 0.02 1.06 5.83% faster
eight_schools/eight_schools.stan 0.11 0.11 1.0 0.22% faster
gp_regr/gp_regr.stan 0.16 0.16 0.98 -2.03% slower
irt_2pl/irt_2pl.stan 5.39 5.4 1.0 -0.24% slower
performance.compilation 90.74 88.93 1.02 1.99% faster
low_dim_gauss_mix_collapse/low_dim_gauss_mix_collapse.stan 8.63 8.64 1.0 -0.04% slower
pkpd/one_comp_mm_elim_abs.stan 30.3 30.17 1.0 0.44% faster
sir/sir.stan 132.72 127.98 1.04 3.57% faster
gp_regr/gen_gp_data.stan 0.04 0.04 0.99 -0.54% slower
low_dim_gauss_mix/low_dim_gauss_mix.stan 3.05 3.05 1.0 -0.26% slower
pkpd/sim_one_comp_mm_elim_abs.stan 0.4 0.38 1.06 5.35% faster
arK/arK.stan 1.99 2.01 0.99 -1.08% slower
arma/arma.stan 0.63 0.63 1.0 -0.42% slower
garch/garch.stan 0.51 0.51 0.99 -0.61% slower
Mean result: 1.00978748312

Jenkins Console Log
Blue Ocean
Commit hash: 2f75070


Machine information ProductName: Mac OS X ProductVersion: 10.11.6 BuildVersion: 15G22010

CPU:
Intel(R) Xeon(R) CPU E5-1680 v2 @ 3.00GHz

G++:
Configured with: --prefix=/Applications/Xcode.app/Contents/Developer/usr --with-gxx-include-dir=/usr/include/c++/4.2.1
Apple LLVM version 7.0.2 (clang-700.1.81)
Target: x86_64-apple-darwin15.6.0
Thread model: posix

Clang:
Apple LLVM version 7.0.2 (clang-700.1.81)
Target: x86_64-apple-darwin15.6.0
Thread model: posix

@rok-cesnovar rok-cesnovar merged commit da63766 into stan-dev:develop Apr 2, 2021
@rok-cesnovar rok-cesnovar deleted the opencl_gumbel_cdf branch April 2, 2021 09:41
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3 participants