Cmdstan 2.23 release candidate

[rok-cesnovar]

Summary:

We are going to have a release candidate for this next release. Opening an issue to track everything about it.

@serban-nicusor-toptal can you make release candidate tarballs at the end of your work day? On the very unlikely chance something gets merged after that we will update tomorrow. But I doubt there will me much action. Once we have the release candidate tarballs ready and we can proceed I will make a post on Discourse for users to try it out.

Draft of the text that will go with the announcement:

New features:
- introduces `reduce_sum` and `reduce_sum_static`
- added OpenCL (GPU) support for GLMs when using the "~" syntax (previously only supported  with target +=)
- upgraded to Sundials 5.2.0
- including files snytax supports < > brackets

Notable user-facing bugfixes:
 - fix to enable compiling of user-defined rng functions 
 - fixed derivatives of log_sum_exp for large arguments
 - fix for a bug with normal_id_glm when sigma is constant
 - better checks for positive-definitnes in mdivide_left_spd
 - more consistent throwing behaviour on QR functions
 - clearer messages when using a variable name as a keyword
 - arbitrary spaces allowed betweeen words in "transformed data" and "transformed parameters"

There are also some ongoing refactors that don't have a direct user-facing impact at the moment (generalizing functions in the math library for example), but will in the future. We want to also make sure those didn't break any of your models.

Current Version:

v2.22

[rok-cesnovar]

@wds15 @bbbales2 would you mind helping me expand the first line on reduce_sum? Also, do we have a simple example we can show to people that isnt too complex but has some speedup?
No need to be too polished right now, so users can test it with the release candidate. Should I just use the base or nbme model?

[wds15]

Sure, I am happy to give a hand. I have some time tomorrow for this.

What a release!!!

[wds15]

Actually...we can point people to the intro Ben wrote which is a rewrite of an intro to Map rect. In addition we have Good Material in the Stan user guide already. That should both do it, I think.

[rok-cesnovar]

Oh yeah, forgot about that. That is more than enough.

[rok-cesnovar]

@serban-nicusor-toptal let me know when you make the release candidate tarballs so I can post the news. Thanks!

[serban-nicusor-toptal]

Good morning @rok-cesnovar
You can find the candidate release here with /bin from stanc3 nightly. Sorry for being a bit late!
Is there anything else I can do to prepare us ahead for the next release ?

[rok-cesnovar]

Thanks! Looks good. I updated the name to -rc1 in the case we need to do another one. Will make a post soon.

Is there anything else I can do to prepare us ahead for the next release ?

The PDF of the cmdstan guide is missing but that is it. We have some stanc3 fixes lined up already that will need to be swaped for the final release. But I guess that is the easy thing to change. If there are no severe bugs in Math/Stan/Cmdstan that will hopefully be everything.

[mitzimorris]

The PDF of the cmdstan guide is missing

cmdstan makefile task manual will generate pdf in dir doc

[mitzimorris]

checking the CmdStan guide now - found broken links in the doc - fix in time for release?

[mitzimorris]

fwiw, RC builds on both High Sierra and Catalina - but my environments are relatively cruft-free - using XCode's toolchain, i.e., clang++

[rok-cesnovar]

checking the CmdStan guide now - found broken links in the doc - fix in time for release?

Yes, please. Feel free to tag for review.

[mitzimorris]

@rok-cesnovar - on ubuntu I got this error message while running makefile task build:

/bin/sh: 1: [[: not found

found this on SO - seems relevant - https://stackoverflow.com/questions/12230690/string-comparison-in-bash-not-found/12230723

this is used in two of the makefile files:

• cmdstan/make/program

  Line 58 in 0ee3153

  @if ! [[ -f "$(@D)/tbb.dll" ]]; then \

• https://github.com/stan-dev/math/blob/ee3a6604d3f2b1acb9c609f698af3731c5086964/make/libraries#L126-L127

I think the logic that's triggering this message is only relevant for Windows - what do you think?

[serban-nicusor-toptal]

@mitzimorris That may be because make is by default using bin/sh which is not the actual /bin/bash it should be an easy fix following this post