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Feature/adjoint odes #1905

Merged
merged 236 commits into from
May 17, 2021
Merged

Feature/adjoint odes #1905

merged 236 commits into from
May 17, 2021

Commits on May 22, 2020

  1. Revert "Revert back to forward mode sensitivity for cvodes (to make s… 

    …eparate branch for adjoint ODEs)"

This reverts commit 962ba83.
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  2. Merge branch 'feature/parameter-pack-odes' into feature/adjoint-odes

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Commits on Jan 2, 2021

  1. Merge remote-tracking branch 'origin/develop' into feature/adjoint-od… 

    …es-v2
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  2. add adjoint integrator first version

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  3. adding sho tests

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  4. reroute ode_adams to ode_bdf_adjoint

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  5. bump

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Commits on Jan 3, 2021

  1. introduce plain_type_t

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  2. fix eigen expression stuff for cvodes_integrator_adjoint

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  3. Changed how tuples initialized in ODE adjoint memory

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  4. Merge branch 'feature/adjoint-odes-v2' of https://github.com/stan-dev… 

    …/math into feature/adjoint-odes-v2
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  5. more expression things

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  6. Merge branch 'feature/adjoint-odes-v2' into feature/adjoint-odes

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  7. [Jenkins] auto-formatting by clang-format version 6.0.0-1ubuntu2~16.0… 

    …4.1 (tags/RELEASE_600/final)
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  8. add simple benchmark in the form of a test

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  9. Merge branch 'feature/adjoint-odes' of https://github.com/stan-dev/math… 

    … into feature/adjoint-odes
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  10. [Jenkins] auto-formatting by clang-format version 6.0.0-1ubuntu2~16.0… 

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  11. Merge branch 'feature/adjoint-odes' of https://github.com/stan-dev/math… 

    … into feature/adjoint-odes
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  12. recycle argument vari's

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  13. [Jenkins] auto-formatting by clang-format version 6.0.0-1ubuntu2~16.0… 

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  14. Merge branch 'feature/adjoint-odes' of https://github.com/stan-dev/math… 

    … into feature/adjoint-odes
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Commits on Jan 4, 2021

  1. fix

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  2. add plain_type_t

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  3. Merge commit 'b2eaa329ee3427245dbe06482ee937569cb6032f' into HEAD

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  4. [Jenkins] auto-formatting by clang-format version 6.0.0-1ubuntu2~16.0… 

    …4.1 (tags/RELEASE_600/final)
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  5. Merge branch 'feature/adjoint-odes' of https://github.com/stan-dev/math… 

    … into feature/adjoint-odes
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  6. bump

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  7. route calls correctly

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  8. bump

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  9. [Jenkins] auto-formatting by clang-format version 6.0.0-1ubuntu2~16.0… 

    …4.1 (tags/RELEASE_600/final)
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Commits on Jan 5, 2021

  1. Merge branch 'feature/adjoint-odes' of https://github.com/stan-dev/math… 

    … into feature/adjoint-odes
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  2. too much work error message

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  3. [Jenkins] auto-formatting by clang-format version 6.0.0-1ubuntu2~16.0… 

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  4. bump

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  5. Merge branch 'feature/adjoint-odes' of https://github.com/stan-dev/math… 

    … into feature/adjoint-odes
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  6. Merge commit '7d5f626b55d822f2544138cc5fbeabbd4d86a92c' into HEAD

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  7. [Jenkins] auto-formatting by clang-format version 6.0.0-1ubuntu2~16.0… 

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Commits on Jan 6, 2021

  1. add maximal number of steps option to backward solve

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  2. Merge branch 'feature/adjoint-odes' of https://github.com/stan-dev/math… 

    … into feature/adjoint-odes
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  3. [Jenkins] auto-formatting by clang-format version 6.0.0-1ubuntu2~16.0… 

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Commits on Jan 7, 2021

  1. add scaling test

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  2. Merge branch 'feature/adjoint-odes' of https://github.com/stan-dev/math… 

    … into feature/adjoint-odes
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  3. Merge commit 'aa1c1c48372fb8e60da9ca7af6f0403b83f99d9d' into HEAD

    @yashikno
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  4. [Jenkins] auto-formatting by clang-format version 6.0.0-1ubuntu2~16.0… 

    …4.1 (tags/RELEASE_600/final)
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  5. Merge branch 'feature/adjoint-odes' of https://github.com/stan-dev/math… 

    … into feature/adjoint-odes
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  6. align tolerances

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Commits on Jan 11, 2021

  1. fix scaling benchmark

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  2. Merge commit '3b0ddba22615efe779da52f7185ec15863b0a7e6' into HEAD

    @yashikno
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  3. [Jenkins] auto-formatting by clang-format version 6.0.0-1ubuntu2~16.0… 

    …4.1 (tags/RELEASE_600/final)
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  4. Set adjoints to 1 in benchmark test.

    @charlesm93
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  5. Merge commit '222e1ad9426ba13c364a8a65d2f3958104047b54' into HEAD

    @yashikno
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  6. [Jenkins] auto-formatting by clang-format version 6.0.0-1ubuntu2~16.0… 

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Commits on Jan 13, 2021

  1. add toy model

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  2. Merge branch 'feature/adjoint-odes' of https://github.com/stan-dev/math… 

    … into feature/adjoint-odes
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  3. Merge commit '7085ef69bdb399db7d918240659f56305885a2fd' into HEAD

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  4. [Jenkins] auto-formatting by clang-format version 6.0.0-1ubuntu2~16.0… 

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  5. fix

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  6. Merge branch 'feature/adjoint-odes' of https://github.com/stan-dev/math… 

    … into feature/adjoint-odes
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  8. fix cvodes init / reinit logic

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  9. Merge branch 'feature/adjoint-odes' of https://github.com/stan-dev/math… 

    … into feature/adjoint-odes
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  10. Merge commit '6ac9c2e5ab14bb53a5f4a0e31d3a783015fe1dd7' into HEAD

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  11. [Jenkins] auto-formatting by clang-format version 6.0.0-1ubuntu2~16.0… 

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  12. Merge branch 'feature/adjoint-odes' of https://github.com/stan-dev/math… 

    … into feature/adjoint-odes
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Commits on Jan 14, 2021

  1. add sum test

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  2. Merge commit 'd2e485cf1597d1a30fbfdf9330540033c432683c' into HEAD

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  3. [Jenkins] auto-formatting by clang-format version 6.0.0-1ubuntu2~16.0… 

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  4. fix linked mass flow example

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  5. Merge branch 'feature/adjoint-odes' of https://github.com/stan-dev/math… 

    … into feature/adjoint-odes
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Commits on Jan 17, 2021

  1. add SBC codes

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  2. bump

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Commits on Jan 18, 2021

  1. adding eval and some notes on how the math works out

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  2. Merge branch 'feature/adjoint-odes' of https://github.com/stan-dev/math… 

    … into feature/adjoint-odes
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  3. Merge commit '7a0d613e607fecd3b6f039dca796456559f18856' into HEAD

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  4. [Jenkins] auto-formatting by clang-format version 6.0.0-1ubuntu2~16.0… 

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  5. Merge branch 'feature/adjoint-odes' of https://github.com/stan-dev/math… 

    … into feature/adjoint-odes
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Commits on Feb 22, 2021

  1. Merge remote-tracking branch 'origin/develop' into feature/adjoint-odes

    @wds15
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  2. revert adams back to actual adams

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  3. make signature work as decribed in design doc

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  4. make first test work with new function

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  5. [Jenkins] auto-formatting by clang-format version 6.0.0-1ubuntu2~16.0… 

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Commits on Feb 23, 2021

  1. make vector absolute tolerance work and expose solver choice

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  2. Merge branch 'feature/adjoint-odes' of https://github.com/stan-dev/math… 

    … into feature/adjoint-odes
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Commits on Feb 24, 2021

  1. Merge branch 'feature/adjoint-odes' of https://github.com/stan-dev/math… 

    … into feature/adjoint-odes
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  2. add tol call

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  3. Merge commit '94e16d87d9cb464b4e05b8914f6cbbc8ea20ac0b' into HEAD

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  5. Merge branch 'feature/adjoint-odes' of https://github.com/stan-dev/math… 

    … into feature/adjoint-odes
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Commits on Feb 26, 2021

  1. add various benchmarks

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Commits on Mar 2, 2021

  1. tune sparse matrix support

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  2. Merge commit '5533797fb87828108b4412e80537084fc168b092' into HEAD

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Commits on Mar 4, 2021

  1. disable sparse matrix stuff on CVODES and switch to new function name… 

    …s for ode_adjoint_tol_ctl names
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  2. Merge branch 'feature/adjoint-odes' of https://github.com/stan-dev/math… 

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  3. enable more tests

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  4. Merge commit 'b7eff4c4d5d0f6b55523be91e4b757c8b766d676' into HEAD

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Commits on Mar 5, 2021

  1. use vector for abs_tol_b

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  3. fix test model

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Commits on Mar 6, 2021

  1. Switch to reference types

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Commits on Mar 7, 2021

  1. Merge branch 'feature/adjoint-odes' of https://github.com/stan-dev/math… 

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Commits on Mar 11, 2021

  1. align defaults of simplified ode_adjoint_tol interface with doc

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  2. revert to hermite polynomials which appear more stable

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  3. bump examples

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  4. fix

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Commits on Mar 12, 2021

  1. align notation with user guide

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Commits on Mar 15, 2021

  1. export all tolerances for example

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  2. make use of Eigen vector expressions and use coeff indexing

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  3. put apply call in separate function to clean code

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  4. Merge commit '8a3ebcb864c92343fda00360278013622e171bc0' into HEAD

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Commits on Mar 22, 2021

  1. Merge branch 'feature/adjoint-odes' of https://github.com/stan-dev/math… 

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Commits on Mar 31, 2021

  1. Merge remote-tracking branch 'origin/develop' into feature/adjoint-odes

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Commits on Apr 15, 2021

  1. Merge remote-tracking branch 'origin/develop' into feature/adjoint-odes

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  2. backport adjoint code and integrate into testing framework in a first… 

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Commits on Apr 16, 2021

  1. cpplint

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  2. Merge branch 'feature/adjoint-odes' of ssh://github.com/stan-dev/math… 

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  4. Merge branch 'feature/adjoint-odes' of ssh://github.com/stan-dev/math… 

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  5. cpplint

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Commits on Apr 19, 2021

  1. lint

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  2. Merge branch 'feature/adjoint-odes' of ssh://github.com/stan-dev/math… 

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Commits on Apr 22, 2021

  1. refactor adjoint solver to not use extra memory object

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  2. some more simplifcations

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  3. move build_varis function inside cvodes_integrator_adjoint

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  4. undo last change

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  5. Merge commit 'eae2d6d1f526e31f97286829737329d789897544' into HEAD

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  7. make benchmarks work with newer interface

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  8. Merge branch 'feature/adjoint-odes' of ssh://github.com/stan-dev/math… 

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  10. remove obsolete test

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  11. Merge branch 'feature/adjoint-odes' of ssh://github.com/stan-dev/math… 

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  12. get rid of helper build_vari and replace it with overload withing var… 

    …i class
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  13. mark methods as const where possible

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  15. reorder freeing

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  16. Merge branch 'feature/adjoint-odes' of ssh://github.com/stan-dev/math… 

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Commits on Apr 26, 2021

  1. port over changes from review3 branch

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  2. mark functions const as appropiate

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  3. more merging from review3

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  4. optimize ts only var case

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  5. Merge commit 'f1905f68276b9cc578bb1c7ab3f8e42266e0074a' into HEAD

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Commits on Apr 27, 2021

  1. headers compliance

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  2. Merge branch 'feature/adjoint-odes' of ssh://github.com/stan-dev/math… 

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  3. update zero_adjoints test

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  4. Merge remote-tracking branch 'origin/develop' into feature/adjoint-odes

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  6. Merge branch 'feature/adjoint-odes' of ssh://github.com/stan-dev/math… 

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  7. remove obsolete benchmarks

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  8. delete benchmark R code and move ode functor into chainable_alloc cla… 

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  9. cleanups & added some more inline & constexpr as appropiate

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Commits on Apr 28, 2021

  1. Merge branch 'feature/adjoint-odes' of ssh://github.com/stan-dev/math… 

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  2. fix memory issues

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  3. Merge commit '2e6fdbaef13d208d47c69c8349a258bd65dd2eb7' into HEAD

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  5. Merge branch 'feature/adjoint-odes' of ssh://github.com/stan-dev/math… 

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  6. some more const declarations

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  7. cleanup

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  8. fix recover memory issues of ode test framework

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  9. fix leak in coupled ode system and move the nested to be local in the… 

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  11. adding extra bad tests for ode_adjoint_tol_ctl interface

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  12. Merge branch 'feature/adjoint-odes' of ssh://github.com/stan-dev/math… 

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  14. fix cpplint error

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Commits on May 1, 2021

  1. Merge branch 'feature/adjoint-odes' of ssh://github.com/stan-dev/math… 

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  2. Update stan/math/rev/functor/cvodes_integrator_adjoint.hpp 

    Co-authored-by: Steve Bronder <[email protected]>
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  3. Merge commit 'eec0ad1dffa5906e7717db9afac675171260ce49' into HEAD

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  5. Update stan/math/rev/functor/cvodes_integrator_adjoint.hpp 

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  6. Merge branch 'feature/adjoint-odes' of ssh://github.com/stan-dev/math… 

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  7. review comments

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Commits on May 3, 2021

  1. update adjoint ode to not have to make seperate vari

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  2. remove num_vars

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  3. remove num_vars

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Commits on May 4, 2021

  1. Merge branch 'feature/adjoint-odes' of ssh://github.com/stan-dev/math… 

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  2. Merge remote-tracking branch 'origin/develop' into review/ode-adjoint4

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  3. Merge remote-tracking branch 'origin/develop' into feature/adjoint-odes

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  4. Merge branch 'review/ode-adjoint4' into feature/adjoint-odes

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  5. more testing

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  6. Merge branch 'feature/adjoint-odes' of ssh://github.com/stan-dev/math… 

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  8. doc and review comments

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  9. Merge branch 'feature/adjoint-odes' of ssh://github.com/stan-dev/math… 

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  10. [Jenkins] auto-formatting by clang-format version 6.0.0-1ubuntu2~16.0… 

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  11. move functor into deallocated solve object

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  12. Merge branch 'feature/adjoint-odes' of ssh://github.com/stan-dev/math… 

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  14. Merge branch 'feature/adjoint-odes' of ssh://github.com/stan-dev/math… 

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  15. fix get

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  16. Merge branch 'feature/adjoint-odes' of github.com:stan-dev/math into … 

    …feature/adjoint-odes
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  17. return value for const ref input for get()

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  18. return value for scalar const ref in get()

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Commits on May 5, 2021

  1. Merge branch 'feature/adjoint-odes' of ssh://github.com/stan-dev/math… 

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  2. fix tests (hopefully)

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Commits on May 7, 2021

  1. Merge remote-tracking branch 'origin/develop' into feature/adjoint-odes

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Commits on May 9, 2021

  1. 1. Cleaning up the actual functions these are called from in order to… 

    … accept eigen expressions.

2. The `cv_*` functions now just return back the int from the `*` function they call, which I think looks a bit cleaner. I also moved them around so that the `cv_*` function is next to the `*` function which I think is a bit easier to read.
3. Cleaned up the private member functions to be a bit more efficient.
4. moved `store_state` up to near the constructor mostly again so that's it's defined near where it's called.
5. Removed the `get()` changes (@bbbales2 great find that makes things a lot simpler)
6. `cvodes_integrator_adjoint_vari` now inherits from `vari_base` instead of `vari`.
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  3. remove extra whitespace for cpplint

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Commits on May 10, 2021

  1. Merge branch 'feature/adjoint-odes' of ssh://github.com/stan-dev/math… 

    … into feature/adjoint-odes
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  2. address review comments (split tests, test for no vari on stack when … 

    …double only case)
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  3. save function name in a string

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  4. register solver adjoint only in case of AD

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  5. optimize case when only ts is a var

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  7. Merge branch 'feature/adjoint-odes' of ssh://github.com/stan-dev/math… 

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Commits on May 11, 2021

  1. nest adjoint ODE integrator vari call for double only case

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  3. Merge branch 'feature/adjoint-odes' of ssh://github.com/stan-dev/math… 

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  4. make use of adjoint_of where it works

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  6. Merge branch 'feature/adjoint-odes' of ssh://github.com/stan-dev/math… 

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  7. fix

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  8. fix tests

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Commits on May 15, 2021

  1. improve error messages

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  3. Merge branch 'feature/adjoint-odes' of ssh://github.com/stan-dev/math… 

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Commits on May 16, 2021

  1. revert harmonic oscillator

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  2. make Eigen inputs expression compatible

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  4. move ode argument tuple into the cvodes_solvers object

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  5. Merge branch 'feature/adjoint-odes' of ssh://github.com/stan-dev/math… 

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  7. add in decay_t again as before

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  8. Merge branch 'feature/adjoint-odes' of ssh://github.com/stan-dev/math… 

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  9. review comments

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