Cmdstan 2.18 MPI

Modeling
35

Hi,

I tried to follow the setup for cmdStan with MPI outlined here and ran into a few problems.

I did:

  • download and extract the cmdStan 2.18 release from https://github.com/stan-dev/cmdstan/releases

  • get current make folder from development git

  • under cmdstan/stand/make created a local file and added

    • STAN_MPI=true
      CC=mpicxx

  • make build-mpi

    • (including the user-config.jam, where I changed the compiler to mpicxx, because Intel)

  • make clean-all

  • make build -j16

  • make [path to model.stan]

  • ran the excutable with sample and data file provided from mentioned thread

    • ./examples/mpi/model sample data file= …

    • it’s hard to say if it working, since I get no output about the number of threads used

    • getting warings

      • Informational Message: The current Metropolis proposal is about to be rejected because of the following issue:
        Exception: Exception: normal_lpdf: Scale parameter is 0, but must be > 0! (in ‘examples/mpi/model.stan’ at line 13)
        (in ‘examples/mpi/model.stan’ at line 57)

  • if I run the same command with mpirun -n 3 in front it just looks as if the programm ist started 3 times (which would be correct), but the instances are not communcating

    • time is the same as without mpi run

Sooo, I have no Idea what I’m doing wrong, or even to check what is going wrong

Edit:

  • fixed make clean