Merge pull request #3139 from stan-dev/feature/param-names-dims-flags

Extend `get_dims` and `get_param_names` in model_base

src/stan/model/model_base.hpp

@@ -71,9 +71,14 @@ class model_base : public prob_grad {
  *
  * @param[in,out] names sequence of names parameters, transformed
  * parameters, and generated quantities
+ * @param[in] include_tparams true if transformed parameters should
+ * be included
+ * @param[in] include_gqs true if generated quantities should be
+ * included
  */
- virtual void get_param_names(std::vector<std::string>& names) const = 0;
-
+ virtual void get_param_names(std::vector<std::string>& names,
+ bool include_tparams = true,
+ bool include_gqs = true) const = 0;
  /**
  * Set the dimensionalities of constrained parameters, transformed
  * parameters, and generated quantities. The input sequence is
@@ -90,9 +95,14 @@ class model_base : public prob_grad {
  * dimensionality `std::vector<size_t>{2, 3, 4}`.
  *
  * @param[in,out] dimss sequence of dimensions specifications to set
+ * @param[in] include_tparams true if transformed parameters should
+ * be included
+ * @param[in] include_gqs true if generated quantities should be
+ * included
  */
- virtual void get_dims(std::vector<std::vector<size_t> >& dimss) const = 0;
-
+ virtual void get_dims(std::vector<std::vector<size_t> >& dimss,
+ bool include_tparams = true,
+ bool include_gqs = true) const = 0;
  /**
  * Set the specified sequence to the indexed, scalar, constrained
  * parameter names. Each variable is output with a

src/stan/services/sample/standalone_gqs.hpp

@@ -9,7 +9,6 @@
 #include <stan/services/error_codes.hpp>
 #include <stan/services/util/create_rng.hpp>
 #include <stan/services/util/gq_writer.hpp>
-#include <boost/algorithm/string.hpp>
 #include <iostream>
 #include <string>
 #include <vector>
@@ -31,27 +30,16 @@ template <class Model>
 void get_model_parameters(const Model &model,
  std::vector<std::string> &param_names,
  std::vector<std::vector<size_t>> &param_dimss) {
- std::vector<std::string> param_cols;
- model.constrained_param_names(param_cols, false, false);
- std::string cur_name("");
- std::vector<std::string> splits;
- for (size_t i = 0; i < param_cols.size(); ++i) {
- boost::algorithm::split(splits, param_cols[i], boost::is_any_of("."));
- if (splits.size() == 1 || splits[0] != cur_name) {
- cur_name = splits[0];
- param_names.emplace_back(cur_name);
- }
- }
  std::vector<std::string> all_param_names;
- model.get_param_names(all_param_names);
+ model.get_param_names(all_param_names, false, false);
  std::vector<std::vector<size_t>> dimss;
- model.get_dims(dimss);
- for (size_t i = 0; i < param_names.size(); i++) {
-  for (size_t j = i; j < all_param_names.size(); ++j) {
-  if (param_names[i].compare(all_param_names[j]) == 0) {
-  param_dimss.emplace_back(dimss[j]);
-  break;
- }
+ model.get_dims(dimss, false, false);
+ // remove zero-size
+ for (size_t i = 0; i < all_param_names.size(); i++) {
+ auto &v = dimss[i];
+ if (std::find(v.begin(), v.end(), 0) == v.end()) {
+ param_names.emplace_back(all_param_names[i]);
+ param_dimss.emplace_back(dimss[i]);
  }
  }
 }

src/stan/services/util/initialize.hpp

@@ -77,7 +77,7 @@ std::vector<double> initialize(Model& model, const InitContext& init, RNG& rng,
  bool is_fully_initialized = true;
  bool any_initialized = false;
  std::vector<std::string> param_names;
- model.get_param_names(param_names);
+ model.get_param_names(param_names, false, false);
  for (size_t n = 0; n < param_names.size(); n++) {
  is_fully_initialized &= init.contains_r(param_names[n]);
  any_initialized |= init.contains_r(param_names[n]);

src/test/unit/model/model_base_crtp_test.cpp

@@ -21,8 +21,10 @@ struct mock_model : public stan::model::model_base_crtp<mock_model> {
  return stanc_info;
  }
 
- void get_param_names(std::vector<std::string>& names) const override {}
- void get_dims(std::vector<std::vector<size_t> >& dimss) const override {}
+ void get_param_names(std::vector<std::string>& names, bool include_tparams,
+ bool include_gqs) const override {}
+ void get_dims(std::vector<std::vector<size_t> >& dimss, bool include_tparams,
+ bool include_gqs) const override {}
 
  void constrained_param_names(std::vector<std::string>& param_names,
  bool include_tparams,

src/test/unit/model/model_base_test.cpp

@@ -19,8 +19,10 @@ struct mock_model : public stan::model::model_base {
  return stanc_info;
  }
 
- void get_param_names(std::vector<std::string>& names) const override {}
- void get_dims(std::vector<std::vector<size_t> >& dimss) const override {}
+ void get_param_names(std::vector<std::string>& names, bool include_tparams,
+ bool include_gqs) const override {}
+ void get_dims(std::vector<std::vector<size_t> >& dimss, bool include_tparams,
+ bool include_gqs) const override {}
 
  void constrained_param_names(std::vector<std::string>& param_names,
  bool include_tparams,

src/test/unit/services/util/initialize_test.cpp

@@ -201,7 +201,8 @@ class mock_throwing_model : public stan::model::prob_grad {
  }
  }
 
- void get_dims(std::vector<std::vector<size_t> >& dimss__) const {
+ void get_dims(std::vector<std::vector<size_t> >& dimss__,
+ bool include_tparams = true, bool include_gqs = true) const {
  dimss__.resize(0);
  std::vector<size_t> scalar_dim;
  dimss__.push_back(scalar_dim);
@@ -213,7 +214,9 @@ class mock_throwing_model : public stan::model::prob_grad {
  param_names__.push_back("theta");
  }
 
- void get_param_names(std::vector<std::string>& names) const {
+ void get_param_names(std::vector<std::string>& names,
+ bool include_tparams = true,
+ bool include_gqs = true) const {
  constrained_param_names(names);
  }
 
@@ -336,7 +339,8 @@ class mock_error_model : public stan::model::prob_grad {
  }
  }
 
- void get_dims(std::vector<std::vector<size_t> >& dimss__) const {
+ void get_dims(std::vector<std::vector<size_t> >& dimss__,
+ bool include_tparams = true, bool include_gqs = true) const {
  dimss__.resize(0);
  std::vector<size_t> scalar_dim;
  dimss__.push_back(scalar_dim);
@@ -348,7 +352,9 @@ class mock_error_model : public stan::model::prob_grad {
  param_names__.push_back("theta");
  }
 
- void get_param_names(std::vector<std::string>& names) const {
+ void get_param_names(std::vector<std::string>& names,
+ bool include_tparams = true,
+ bool include_gqs = true) const {
  constrained_param_names(names);
  }
 
@@ -471,7 +477,8 @@ class mock_throwing_model_in_write_array : public stan::model::prob_grad {
  }
  }
 
- void get_dims(std::vector<std::vector<size_t> >& dimss__) const {
+ void get_dims(std::vector<std::vector<size_t> >& dimss__,
+ bool include_tparams = true, bool include_gqs = true) const {
  dimss__.resize(0);
  std::vector<size_t> scalar_dim;
  dimss__.push_back(scalar_dim);
@@ -483,7 +490,9 @@ class mock_throwing_model_in_write_array : public stan::model::prob_grad {
  param_names__.push_back("theta");
  }
 
- void get_param_names(std::vector<std::string>& names) const {
+ void get_param_names(std::vector<std::string>& names,
+ bool include_tparams = true,
+ bool include_gqs = true) const {
  constrained_param_names(names);
  }
 

src/test/unit/services/util/mcmc_writer_test.cpp

@@ -57,14 +57,18 @@ class throwing_model : public stan::model::model_base_crtp<throwing_model> {
 
  } // transform_inits()
 
- inline void get_param_names(std::vector<std::string>& names__) const {
+ inline void get_param_names(std::vector<std::string>& names__,
+ bool include_tparams = true,
+ bool include_gqs = true) const {
  names__.clear();
  names__.emplace_back("y");
  names__.emplace_back("z");
  names__.emplace_back("xgq");
  } // get_param_names()
 
- inline void get_dims(std::vector<std::vector<size_t>>& dimss__) const final {
+ inline void get_dims(std::vector<std::vector<size_t>>& dimss__,
+ bool include_tparams = true,
+ bool include_gqs = true) const final {
  dimss__.clear();
  dimss__.emplace_back(std::vector<size_t>{static_cast<size_t>(2)});
 

src/test/unit/variational/eta_adapt_mock_models_test.cpp

@@ -43,7 +43,8 @@ class mock_model : public stan::model::prob_grad {
  }
  }
 
- void get_dims(std::vector<std::vector<size_t> >& dimss__) const {
+ void get_dims(std::vector<std::vector<size_t> >& dimss__,
+ bool include_tparams = true, bool include_gqs = true) const {
  dimss__.resize(0);
  std::vector<size_t> scalar_dim;
  dimss__.push_back(scalar_dim);
@@ -59,7 +60,9 @@ class mock_model : public stan::model::prob_grad {
  param_names__.push_back("c");
  }
 
- void get_param_names(std::vector<std::string>& names) const {
+ void get_param_names(std::vector<std::string>& names,
+ bool include_tparams = true,
+ bool include_gqs = true) const {
  constrained_param_names(names);
  }
 
@@ -124,7 +127,8 @@ class mock_throwing_model : public stan::model::prob_grad {
  }
  }
 
- void get_dims(std::vector<std::vector<size_t> >& dimss__) const {
+ void get_dims(std::vector<std::vector<size_t> >& dimss__,
+ bool include_tparams = true, bool include_gqs = true) const {
  dimss__.resize(0);
  std::vector<size_t> scalar_dim;
  dimss__.push_back(scalar_dim);
@@ -140,7 +144,9 @@ class mock_throwing_model : public stan::model::prob_grad {
  param_names__.push_back("c");
  }
 
- void get_param_names(std::vector<std::string>& names) const {
+ void get_param_names(std::vector<std::string>& names,
+ bool include_tparams = true,
+ bool include_gqs = true) const {
  constrained_param_names(names);
  }
 

src/test/unit/variational/stochastic_gradient_ascent_test.cpp

@@ -44,7 +44,8 @@ class mock_model : public stan::model::prob_grad {
  }
  }
 
- void get_dims(std::vector<std::vector<size_t> >& dimss__) const {
+ void get_dims(std::vector<std::vector<size_t> >& dimss__,
+ bool include_tparams = true, bool include_gqs = true) const {
  dimss__.resize(0);
  std::vector<size_t> scalar_dim;
  dimss__.push_back(scalar_dim);
@@ -60,7 +61,9 @@ class mock_model : public stan::model::prob_grad {
  param_names__.push_back("c");
  }
 
- void get_param_names(std::vector<std::string>& names) const {
+ void get_param_names(std::vector<std::string>& names,
+ bool include_tparams = true,
+ bool include_gqs = true) const {
  constrained_param_names(names);
  }
 
@@ -125,7 +128,8 @@ class mock_throwing_model : public stan::model::prob_grad {
  }
  }
 
- void get_dims(std::vector<std::vector<size_t> >& dimss__) const {
+ void get_dims(std::vector<std::vector<size_t> >& dimss__,
+ bool include_tparams = true, bool include_gqs = true) const {
  dimss__.resize(0);
  std::vector<size_t> scalar_dim;
  dimss__.push_back(scalar_dim);
@@ -141,7 +145,9 @@ class mock_throwing_model : public stan::model::prob_grad {
  param_names__.push_back("c");
  }
 
- void get_param_names(std::vector<std::string>& names) const {
+ void get_param_names(std::vector<std::string>& names,
+ bool include_tparams = true,
+ bool include_gqs = true) const {
  constrained_param_names(names);
  }