Fix memory issues with Tweedie #302

scratch/memory-tweedie.R

@@ -0,0 +1,68 @@
+library(sdmTMB)
+
+# match glmmTMB:
+ctl <- sdmTMBcontrol(newton_loops = 0, multiphase = FALSE)
+
+N <- 3e4
+set.seed(1)
+dat <- data.frame(
+  y = fishMod::rTweedie(N, 1, 1, 1.5)
+)
+
+bench::mark({m2 <- sdmTMB(
+  y ~ 1,
+  data = dat,
+  spatial = 'off',
+  family = tweedie("log"),
+  control = ctl
+)}, iterations = 1)
+
+tidy(m2)
+
+bench::mark({m1 <- glmmTMB::glmmTMB(
+  y ~ 1,
+  data = dat,
+  family = glmmTMB::tweedie("log")
+)}, iterations = 1)
+
+
+N <- 3e4
+set.seed(1)
+dat <- data.frame(
+  y = rnorm(N, 0, 1)
+)
+
+bench::mark({m2 <- sdmTMB(
+  y ~ 1,
+  data = dat,
+  spatial = 'off',
+  control = sdmTMBcontrol(newton_loops = 1, multiphase = FALSE)
+)}, iterations = 1)
+
+bench::mark({m1 <- glmmTMB::glmmTMB(
+  y ~ 1,
+  data = dat
+)}, iterations = 1)
+
+
+##############
+
+N <- 3e4
+set.seed(1)
+dat <- data.frame(
+  y = rgamma(N, 0.2, 0.2/3)
+)
+
+bench::mark({m2 <- sdmTMB(
+  y ~ 1,
+  data = dat,
+  spatial = 'off',
+  family = Gamma(link = "log"),
+  control = sdmTMBcontrol(newton_loops = 1, multiphase = FALSE)
+)}, iterations = 1)
+
+bench::mark({m1 <- glmmTMB::glmmTMB(
+  y ~ 1,
+  data = dat,
+  family = Gamma(link = "log"),
+)}, iterations = 1)

src/sdmTMB.cpp

@@ -793,7 +793,6 @@ Type objective_function<Type>::operator()()
           }
           case tweedie_family: {
             tweedie_p = invlogit(thetaf) + Type(1.0);
-            ADREPORT(tweedie_p);
             // FIXME! move this out of loop!!!!!!!!
             if (!sdmTMB::isNA(priors(12))) {
               error("Priors not enabled for Tweedie p currently");
@@ -1380,6 +1379,8 @@ Type objective_function<Type>::operator()()
       REPORT(phi);
   }
 
+  if (family(0) == tweedie_family) ADREPORT(tweedie_p); // #302
+
   REPORT(epsilon_st_A_vec);   // spatio-temporal effects; vector
   REPORT(b_rw_t);   // time-varying effects
   REPORT(omega_s_A);      // spatial effects; n_s length vector