Rel 0.4.0 - Multiple seeds if num_chains > 1

Project.toml

@@ -1,7 +1,7 @@
 name = "StanPathfinder"
 uuid = "e8ee4b5e-54b2-4408-8575-c3c89e582a15"
 authors = ["Rob J Goedman <goedman@mac.com>"]
-version = "0.3.0"
+version = "0.4.0"
 
 [deps]
 CSV = "336ed68f-0bac-5ca0-87d4-7b16caf5d00b"
@@ -11,6 +11,7 @@ Distributed = "8ba89e20-285c-5b6f-9357-94700520ee1b"
 DocStringExtensions = "ffbed154-4ef7-542d-bbb7-c09d3a79fcae"
 NamedTupleTools = "d9ec5142-1e00-5aa0-9d6a-321866360f50"
 Parameters = "d96e819e-fc66-5662-9728-84c9c7592b0a"
+Primes = "27ebfcd6-29c5-5fa9-bf4b-fb8fc14df3ae"
 Reexport = "189a3867-3050-52da-a836-e630ba90ab69"
 StanBase = "d0ee94f6-a23d-54aa-bbe9-7f572d6da7f5"
 StanIO = "a1b0710c-ff81-4c57-8075-167cfc590dd3"
@@ -23,6 +24,7 @@ DataFrames = "1"
 DocStringExtensions = "0.9"
 NamedTupleTools = "0.14"
 Parameters = "0.12"
+Primes = "0.5"
 Reexport = "1.2"
 StanBase = "4.7"
 StanIO = "1"

examples/Bernoulli/bernoulli.jl

@@ -23,7 +23,7 @@ data = Dict("N" => 10, "y" => [0, 1, 0, 1, 0, 0, 0, 0, 0, 1])
 tmpdir = joinpath(@__DIR__, "tmp")
 
 sm = PathfinderModel("bernoulli", bernoulli_model)
-rc = stan_pathfinder(sm; data, seed=rand(1:200000000, 1)[1], num_chains=2)
+rc = stan_pathfinder(sm; data)
 
 if all(success.(rc))
 
@@ -39,4 +39,17 @@ if all(success.(rc))
 end
 
 sm2 = PathfinderModel("bernoulli2", bernoulli_model, tmpdir)
-rc2 = stan_pathfinder(sm2; data, seed=rand(1:200000000, 1)[1], num_chains=2)
+rc2 = stan_pathfinder(sm2; data, seed=rand(1:200000000, 2), num_chains=2)
+
+if all(success.(rc2))
+
+    str = read(joinpath(sm2.tmpdir, "$(sm2.name)_log_1.log"), String)
+    findfirst("Path [1]", str)
+    str = split(str[findfirst("Path [1]", str)[1]:end], "\n")
+    display(str)
+
+    df = read_pathfinder(sm2)
+    profile_df = create_pathfinder_profile_df(sm2)
+    display(profile_df)
+
+end

src/StanPathfinder.jl

@@ -10,7 +10,7 @@ using Reexport
 
 using CSV, DelimitedFiles, Unicode
 using NamedTupleTools, Parameters
-using DataFrames, Distributed
+using DataFrames, Distributed, Primes
 
 using DocStringExtensions: FIELDS, SIGNATURES, TYPEDEF
 

src/stanmodel/PathfinderModel.jl

@@ -31,7 +31,7 @@ mutable struct PathfinderModel <: CmdStanModels
     num_elbo_draws::Int;
 
     init::Int;
-    seed::Int;
+    seed::Vector{Int};
     refresh::Int;
     sig_figs::Int;
     num_threads::Int;
@@ -93,10 +93,12 @@ function PathfinderModel(
         throw(StanModelError(model, String(take!(error_output))))
     end
 
+    num_chains = 1
+
     PathfinderModel(name, model, 
         # Pathfinder default settings
         # num_chains
-        1,
+        num_chains,
         # init_alpha
         0.001,
         # tol_obj, tol_rel_obj
@@ -106,16 +108,19 @@ function PathfinderModel(
         # tol_param
         1e-8,
         # history_size, num_psis_draws, num_paths
-        5, 1000, 4,
+        5, 2000, 4,
         # psis_resample, calculate_lp, save_single_paths
         true, true, false,
         #max_lbfgs, num_draws, num_elbo_draws
-        1000, 1000, 25,
-
-        # init, seed, refresh, sig_figs, num_threads
-        2, 1995513073, 100, -1, 1,
+        1000, 2000, 25,
+        # init
+        2,
+        # seeds
+        rand(primes(10000001, 20000001), num_chains), 
+        # refresh, sig_figs, num_threads
+        100, -1, 1,
         # save_cmdstan_config
-        false,
+        true,
 
         output_base,                   # Path to output files
         tmpdir,                        # Tmpdir settings
@@ -140,6 +145,7 @@ function Base.show(io::IO, ::MIME"text/plain", m::PathfinderModel)
     println(io, "  refresh =                 ", m.refresh)
     println(io, "  sig_figs =                ", m.sig_figs)
     println(io, "  num_threads =             ", m.num_threads)
+    println(io, "  save_cmdstan_config =     ", m.save_cmdstan_config)
 
     println(io, "\nPathfiner section:")
     println(io, "    init_alpha =            ", m.init_alpha)
@@ -159,7 +165,6 @@ function Base.show(io::IO, ::MIME"text/plain", m::PathfinderModel)
     println(io, "    num_draws =             ", m.num_draws)
     println(io, "    num_elbo_draws =        ", m.num_elbo_draws)
 
-
     println(io, "\nOther:")
     println(io, "  output_base =             ", m.output_base)
     println(io, "  tmpdir =                  ", m.tmpdir)

src/stanrun/cmdline.jl

@@ -56,7 +56,7 @@ function cmdline(m::PathfinderModel, id)
       cmd = `$cmd init=$(m.init)`
     end
 
-    cmd = `$cmd random seed=$(m.seed)`
+    cmd = `$cmd random seed=$(m.seed[id])`
 
     # Output options
     cmd = `$cmd output`

src/stanrun/stan_run.jl

@@ -23,13 +23,13 @@ See extended help for other keyword arguments ( `??stan_sample` ).
 
 ### Additional configuration keyword arguments
 ```julia
-* `num_chains=1`                       # Update number of chains.
+* `num_chains=4` # Number of chains.
 
-* `init=2`                             # Bound for initial values.
-* `seed=1995513073`                    # Set seed value.
-* `refresh=100`                        # Strem to output.
-* `sig_figs=-1`                        # Number of significant decimals used.
-* `num_threads=1`                      # Number of threads.
+* `init=2` # Bound for initial values.
+* `seed=rand(primes(1, 20000001), num_chains)` # Array of seed values.
+* `refresh=100` # Stream to output.
+* `sig_figs=-1` # Number of significant decimals used.
+* `num_threads=1` # Number of threads.
 
 * `init_alpha=0.001`
 * `tol_obj=9.99999999e-13`
@@ -56,6 +56,22 @@ function stan_run(m::PathfinderModel, use_json=true; kwargs...)
 
     handle_keywords!(m, kwargs)
 
+    if :num_chains in keys(kwargs)
+        m.num_chains = kwargs[:num_chains]
+        m.seed = rand(primes(1, 20000001), m.num_chains)
+    end
+    if :seed in keys(kwargs)
+        if typeof(kwargs[:seed]) == Int
+            m.seed = repeat([kwargs[:seed]], m.num_chains)
+        else
+            if length(kwargs[:seed]) == m.num_chains
+                m.seed = kwargs[:seed]
+            else
+                m.seed = rand(primes(1, 20000001), m.num_chains)
+            end
+        end
+    end
+
     if m.num_threads > 1
         @info "Currently running StanPathfinder with num_threads>1 can lead to problematic results."
      end