We kicked off our monthly Math meetings again! They are on the 3rd Thursday of the month at 10 am Eastern time on Google Meet. It is open to anyone interested in the Math library’s development. Feel free to copy this calendar event or dm me for an invite to the calendar event.
We didn’t have a focused agenda this meeting. It was a chance to discuss status, what sorts of problems have popped up, and how to address them. Here are some of the things that were discussed:
@stevebronder: in working with the PR for exponential quadratic covariance function, the header includes was causing problems. Question about how the headers work. We discussed a little.
Related to that, @rok_cesnovar asked for status of the flattening refactor. @anon79882417 is planning on putting together a PR for the first step next week. @roulades is also involved in the process. We discussed some of the technical details of why it’s complicated on the call. This flattening would help with @stevebronder’s PR by simplifying the logic.
Discussion of parallelization. @rok_cesnovar and @syclik are looking at @wds15’s design document on parallelization. We discussed a bit about some of the technical details, but mostly agreed that it’s taking a while to review due to the nature of it.
Related to that, there was a question of how Torsten’s MPI backend works.
@stevebronder: there’s a GPU course at Columbia. It’d be good to put together a list of masters-thesis level projects. @rok_cesnovar will put one together of things that would be great to have in the Math library and we’re just out of time.
If there are any problems with Jenkins and this is coming from a PR, tag
We discussed performance regression tests. We now have them downstream for CmdStan and Stan. @syclik suggested we create some for the Math library that’s independent of the downstream tests. If anyone else wants to help spec out what this looks like, we can discuss.
For the flattening refactor, to test all existing Stan models to see if they instantiate properly, run (from Stan)
For anyone at the meeting, please feel free to update this. If we have additional technical things to discuss, please feel free to start new threads.