Hi! The discussions on parallel autodiff v2 lead to a few considerations we really would like to run the parallel phase to also run during the reverse sweep we concentrate on the reduce sum only => so only a single output we want to keep track of all var’s which are part of anything running paral…

I think @t4c1 's apply implementation should be helpful stan-dev/math/blob/develop/stan/math/prim/meta/index_apply.hpp #ifndef STAN_MATH_PRIM_META_INDEX_APPLY_HPP #define STAN_MATH_PRIM_META_INDEX_APPLY_HPP #include <utility> #include <cstddef> namespace stan { namespace math { namespace …

[image] stevebronder: For the tuples stuff theres apply in the std with an implementation here That’s C++17, isn’t it?

Yes but they have an implementation example we could use

Yo do you mind if I push stuff into your branch?

‘You’ here being @stevebronder

Alright, stuff is up ( https://github.com/stan-dev/math/compare/proto-parallel-v3...cleanup/proto-parallel-v3 ). I screwed up autodiff on the sliced arguments. I was scared about what would happen if all the vars in the sliced arguments had the same vari, so I just didn’t implement that. I broke…

This should allow for Stan arguments real, int, real[], int[], vector, row_vector, matrix to be passed as the shared arguments. This stuff is probably pretty broken. I didn’t test the new stuff and there’s plenty of places for this to break lol.

Nice! I’ll try to take a look at this tonight. I made a WIP PR because I think it’s easier to talk about code over on github [WIP] Parallel Prototype stan-dev:develop ← stan-dev:cleanup/proto-parallel-v3 opened 01:03AM - …

I got enable ifs up and running so we only have one reduce_sum_impl

Parallel autodiff v3

Developers

stevebronder January 14, 2020, 11:54pm 40

Yeah go it!

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Parallel autodiff v3

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