Compile model methods once and reuse for all models #894

andrjohns · 2024-01-10T21:47:30Z

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Summary

This PR adds the ability for the model methods to be pre-compiled and then simply linked to the object file produced by cmdstan. This will significantly speed up users' workflows, as they only need to perform the model method compilation once, instead of every time $init_model_methods() is called

Copyright and Licensing

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Andrew Johnson

By submitting this pull request, the copyright holder is agreeing to
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/)

codecov-commenter · 2024-01-11T18:35:33Z

Codecov Report

Attention: 5 lines in your changes are missing coverage. Please review.

Comparison is base (3c7a1a9) 88.28% compared to head (eae8189) 88.32%.

❗ Current head eae8189 differs from pull request most recent head 0ac09f9. Consider uploading reports for the commit 0ac09f9 to get more accurate results

Files	Patch %	Lines
R/utils.R	93.05%	5 Missing ⚠️

Additional details and impacted files

@@            Coverage Diff             @@
##           master     #894      +/-   ##
==========================================
+ Coverage   88.28%   88.32%   +0.03%     
==========================================
  Files          12       12              
  Lines        4534     4592      +58     
==========================================
+ Hits         4003     4056      +53     
- Misses        531      536       +5

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avehtari · 2024-01-21T15:47:13Z

I tested as

library(cmdstanr)
# Using a non-merged PR #894
devtools::load_all('~/proj/cmdstanr2')
model1 <- cmdstan_model(stan_file = root("Birthdays", "gpbf1.stan"),
                        include_paths = root("Birthdays"),
                        compile_model_methods=TRUE, force_recompile=TRUE)

and got

Compiling Stan program...
Compiling and caching additional model methods...
Linking precompiled model methods to model object file...
Error in dyn.load(methods_dll, local = TRUE, now = TRUE) : 
  unable to load shared object '/tmp/RtmpNbmTDV/file2c1322e092b0.so':
  /tmp/RtmpNbmTDV/file2c1322e092b0.so: cannot open shared object file: No such file or directory

Can you provide more instructions on how to test this?

andrjohns · 2024-01-22T05:14:01Z

@avehtari Thanks for catching that issue! It looks like Linux needs the Stan model to be compiled with an additional flag for R to be able to link to it afterwards.

I've pushed a fix and the CI is passing, can you pull the changes and try again when you get a minute?

avehtari · 2024-01-22T08:24:49Z

I get the same error

jgabry · 2024-01-23T18:22:58Z

This will significantly speed up users' workflows, as they only need to perform the model method compilation once, instead of every time $init_model_methods() is called

Awesome! Thanks for working on this.

andrjohns · 2024-01-24T13:08:58Z

Sorted! This is ready for review now

avehtari · 2024-01-24T13:40:39Z

Compilation and re-use of model methods in other model worked.

But it seems I still need to recompile every model in a session, and I just save the time not needing to recompile the model methods part several times? As the models usually don't need to be recompiled, can you explain why the model methods can't be used with pre-compiled models?

avehtari · 2024-01-25T09:53:04Z

Compiling brms generated model with compile_model_methd=TRUE crashes. Also with another brms model, but not with my own handwritten model code.

library(cmdstanr)
data("VerbAgg", package = "lme4")
VerbAgg$r3 <- as.numeric(VerbAgg$resp)
sc <- brms::make_stancode(r3 ~ btype + mode + situ + (btype + mode + situ | id), 
                    data = VerbAgg, family = brms::cumulative())
sf <- write_stan_file(sc)
m1 <- cmdstan_model(sf, compile_model_methods=TRUE, force_recompile=TRUE)

Linking precompiled model methods to model object file...

 *** caught segfault ***
address 0x7f0b7bb8c008, cause 'invalid permissions'

Traceback:
 1: dyn.load(methods_dll, local = TRUE, now = TRUE)
 2: force(code)
 3: force(code)
 4: with_envvar(c(R_MAKEVARS_USER = makevars_file), {    set_makevars(new, path, makevars_file, assignment = assignment)    force(code)})
 5: withr::with_makevars(new_makevars, expr)
 6: force(code)
 7: withr::with_path(c(paste0(cmdstan_path(), lib_paths), toolchain_PATH_env_var()),     withr::with_makevars(new_makevars, expr))
 8: with_cmdstan_flags(dyn.load(methods_dll, local = TRUE, now = TRUE))
 9: expose_model_methods(private$model_methods_env_, verbose = !quiet)
10: self$compile(...)
11: initialize(...)
12: CmdStanModel$new(stan_file = stan_file, exe_file = exe_file,     compile = compile, ...)
13: cmdstan_model(sf, compile_model_methods = TRUE, force_recompile = TRUE)

andrjohns · 2024-01-25T10:02:07Z

Looks related to this: https://discourse.mc-stan.org/t/segfault-when-using-brms-cmdstanr-compile-model-methods-true/33771/4

Can you try compiling with STAN_THREADS enabled?

avehtari · 2024-01-25T10:24:14Z

Another error

> + > > Compiling Stan program...
 
 *** caught segfault ***
address 0x7f6676099008, cause 'invalid permissions'

Traceback:
 1: dyn.load("/tmp/RtmpmAozHV/sourceCpp-x86_64-pc-linux-gnu-1.0.12/sourcecpp_272bf5990ba0/sourceCpp_2.so")
 2: eval(ei, envir)
 3: eval(ei, envir)
 4: withVisible(eval(ei, envir))
 5: source(scriptPath, local = env)
 6: Rcpp::sourceCpp(code = code, env = env, verbose = verbose)
 7: force(code)
 8: force(code)
 9: with_envvar(c(R_MAKEVARS_USER = makevars_file), {    set_makevars(new, path, makevars_file, assignment = assignment)    force(code)})
10: withr::with_makevars(c(USE_CXX14 = 1, PKG_CPPFLAGS = ifelse(cmdstan_version() <=     "2.30.1", "-DCMDSTAN_JSON", ""), PKG_CXXFLAGS = paste0(cxxflags,     cmdstanr_includes, collapse = " "), PKG_LIBS = libs), Rcpp::sourceCpp(code = code,     env = env, verbose = verbose))
11: force(code)
12: withr::with_path(paste0(cmdstan_path(), lib_paths), withr::with_makevars(c(USE_CXX14 = 1,     PKG_CPPFLAGS = ifelse(cmdstan_version() <= "2.30.1", "-DCMDSTAN_JSON",         ""), PKG_CXXFLAGS = paste0(cxxflags, cmdstanr_includes,         collapse = " "), PKG_LIBS = libs), Rcpp::sourceCpp(code = code,     env = env, verbose = verbose)))
13: rcpp_source_stan(code, env, verbose)
14: expose_model_methods(env = private$model_methods_env_, verbose = !quiet,     hessian = compile_hessian_method)
15: self$compile(...)
16: initialize(...)
17: CmdStanModel$new(stan_file = stan_file, exe_file = exe_file,     compile = compile, ...)
18: cmdstan_model(sf, compile_model_methods = TRUE, force_recompile = TRUE)

andrjohns · 2024-01-25T11:15:58Z

That call stack indicates that you're not on this branch, since it's using the "old" pathway for exposing model methods

andrjohns · 2024-01-25T11:19:54Z

Either way I'll have a proper look into this tomorrow and add a fix

avehtari · 2024-01-25T11:36:27Z

After rebuilding with threads I get

> + + > > Compiling Stan program...
Linking precompiled model methods to model object file...
Error in dyn.load(methods_dll, local = TRUE, now = TRUE) : 
  unable to load shared object '/tmp/RtmpS8Bk6H/file282fa157edb31.so':
  /tmp/RtmpS8Bk6H/file282fa157edb31.so: cannot open shared object file: No such file or directory

andrjohns · 2024-04-23T05:57:11Z

FYI that I'm going to leave this PR for the v1.0/CRAN branch. A lot of the complexity/issues here are caused by the windows cmdstan using mingw32-make/gcc from pacman, while R and Rcpp use the RTools utilities, causing a bunch of headaches when linking objects between the two.

Once we move to RTools-only on windows, this PR/implementation will be much simpler and easier

andrjohns added 13 commits January 8, 2024 08:37

Methods

e648a0f

Merge branch 'master' into model-methods

371f879

dev

4f9be7f

Tests passing, doc updated

fb6fab5

Revert arg order change

218f6eb

Cleaning up stray changes

5a2ad0d

Doc ordering

36c6fc4

Merge branch 'master' into model-methods

435c585

Check errors

2e82aa8

NNull fix

646618f

Missed param_name methods

cc9cde2

Make sure obj_file location not null

284b6d5

ANother null check

03750cc

andrjohns added 5 commits January 11, 2024 22:31

Fix path on windows

99db640

Fix windows DLL load error

10d42cd

Missed WSL skip

5d26190

Merge master

4e186bc

Fixes for master

269f90a

Merge branch 'master' into model-methods

a4750aa

andrjohns mentioned this pull request Jan 22, 2024

Setting compile_model_methods=TRUE causes a staged installation to fail #904

Open

andrjohns force-pushed the model-methods branch from c4d2461 to 7c28d7e Compare January 23, 2024 17:40

Alternate windows approach

733e052

andrjohns force-pushed the model-methods branch from e2f91e4 to 733e052 Compare January 23, 2024 21:31

andrjohns added 2 commits January 24, 2024 08:36

Envvar

ac2e4e7

Wrong windows include

5d28948

andrjohns added 2 commits January 24, 2024 09:42

Only add flags for model methods

c067518

fPIC flag

c23f522

andrjohns changed the title ~~[WIP] Compile model methods once and reuse for all models~~ Compile model methods once and reuse for all models Jan 24, 2024

andrjohns force-pushed the model-methods branch from 63be35d to c23f522 Compare January 26, 2024 17:32

Merge branch 'master' into model-methods

0ac09f9

jgabry mentioned this pull request Jan 31, 2024

Turn off "Compiling additional model methods..." message when calling init_model_methods #914

Open

andrjohns mentioned this pull request Feb 9, 2024

Add option for linking and executing models through R/Rcpp to avoid admin issues with executables #918

Open

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Compile model methods once and reuse for all models #894

Compile model methods once and reuse for all models #894

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Compile model methods once and reuse for all models #894

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Compile model methods once and reuse for all models #894

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