Sampler error in rstan

retowuest · July 18, 2018, 4:07pm

I’m trying to fit an IRT model in rstan and, depending on the seed I set, I get the following error:

[1] "Error in sampler$call_sampler(args_list[[i]]) : " "  c++ exception (unknown reason)"                
error occurred during calling the sampler; sampling not done

Here is an example with fake data:

library(extraDistr)
library(MASS)
library(pscl)
library(ggplot2)
library(StanHeaders)
library(rstan)
rstan_options(auto_write = TRUE)
options(mc.cores = parallel::detectCores())

rm(list = ls())

# Set seed
set.seed(4321)

# Generate fake data
# Set number of legislators and number of votes
J <- 12
K <- 100

# Legislators' party affiliation
party_true <- rep(c(-2, 0, 2), each = round(J / 3, digits = 0))

# Generate parameters for legislator ideal point distribution
gamma_0_true <- 0.5
gamma_1_true <- 2

mu_xi_true <- cbind(1, party_true) %*% c(gamma_0_true, gamma_1_true)
sigma_xi_true <- rhnorm(n = 1, sigma = 5)

# Generate legislator ideal points
xi_true <- mvrnorm(n = 1, mu = mu_xi_true, Sigma = sigma_xi_true * diag(J))

# Generate parameters for item-discrimination and item-difficulty distributions
mu_beta_true <- 0.5
mu_alpha_true <- 0

sigma_beta_true <- rhnorm(n = 1, sigma = 5)
sigma_alpha_true <- rhnorm(n = 1, sigma = 2)

beta_true <- rnorm(n = K, mean = mu_beta_true, sd = sigma_beta_true)
alpha_true <- rnorm(n = K, mean = mu_alpha_true, sd = sigma_alpha_true)

# Generate probability p that outcome y = 1
p <- sweep(outer(xi_true, beta_true), 2, alpha_true)
p <- 1 / (1 + exp(-p))

# Generate outcome variable y
y <- sapply(1:(J * K), function(x) rbinom(1, 1, p[x]))

y <- data.frame(matrix(y, nrow = J, ncol = K, byrow = FALSE))
names(y) <- paste("vote_", 1:K, sep = "")

fake_data <- list(votes = y,
                  legis.names = paste("legis_", 1:J, sep = ""),
                  vote.names = paste("vote_", 1:K, sep = ""),
                  legis.data = NULL,
                  vote.data = NULL)

fake_data <- rollcall(data = fake_data$votes,
                      yea = 1, nay = 0, missing = NA, notInLegis = 9,
                      legis.names = fake_data$legis.names,
                      vote.names = fake_data$vote.names,
                      legis.data = fake_data$legis.data,
                      vote.data = fake_data$vote.data)

fake_data <- dropRollCall(fake_data,
                          dropList = list(codes = "notInLegis", lop = 0))

# Run Stan on fake data
J <- nrow(fake_data$votes)
K <- ncol(fake_data$votes)
N <- J * K

y <- c(fake_data$votes)
j <- rep(1:J, times = K)
k <- rep(1:K, each = J)

stan_fake_data <- list(J = J, K = K, N = N,
                       j = j, k = k, y = y)

irt_model <- "
data {
  int<lower=1> J;  // number of legislators
  int<lower=1> K;  // number of votes
  int<lower=1> N;  // number of observations
  int<lower=1,upper=J> j[N];  // legislator for observation n
  int<lower=1,upper=K> k[N];  // vote for observation n
  int<lower=0,upper=1> y[N];  // vote decision for observation n
}
parameters {
  real mu_beta;  // mean of item-discrimination parameters
  real mu_alpha;  // mean of item-difficulty parameters
  real<lower=0> sigma_beta;  // scale of item-discrimination parameters
  real<lower=0> sigma_alpha;  // scale of item-difficulty parameters
  vector[J] xi;  // legislator ideal points
  vector[K] beta;  // item-discrimination parameters
  vector[K] alpha;  // item-difficulty parameters
}
model {
  xi ~ normal(0, 1);
  beta ~ normal(mu_beta, sigma_beta);
  alpha ~ normal(mu_alpha, sigma_alpha);
  mu_beta ~ cauchy(0, 5);
  mu_alpha ~ cauchy(0, 5);
  sigma_beta ~ cauchy(0, 5);
  sigma_alpha ~ cauchy(0, 5);
  for (n in 1:N) {
    y[n] ~ bernoulli_logit(beta[k[n]] * xi[j[n]] - alpha[k[n]]);  
  }
}
"

stan_fit <- stan(model_code = irt_model,
                 data = stan_fake_data,
                 chains = 1,
                 iter = 50)

When I replace set.seed(4321) with set.seed(1), the error does not occur.

Operating System: macOS High Sierra 10.13.6

RStan Version: 2.17.3

Output of writeLines(readLines(file.path(Sys.getenv("HOME"), ".R/Makevars"))):

# The following statements are required to use the clang4 binary
LDFLAGS=   -L/usr/local/clang4/lib
# End clang4 inclusion statements
  # The following statement changes the Fortran linking path
  FLIBS=-L/usr/local/gfortran/lib/gcc/x86_64-apple-darwin16/6.3.0
  # End Fortran linking path statement
  # The following statement changes the Fortran linking path
  FLIBS=-L/usr/local/gfortran/lib/gcc/x86_64-apple-darwin16/6.3.0
  # End Fortran linking path statement
  # The following statement changes the Fortran linking path
  FLIBS=-L/usr/local/gfortran/lib/gcc/x86_64-apple-darwin16/6.3.0
  # End Fortran linking path statement




CC=/usr/local/clang4/bin/clang
CXX=/usr/local/clang4/bin/clang++
CXX1X=/usr/local/clang4/bin/clang++
CXX98=/usr/local/clang4/bin/clang++
CXX11=/usr/local/clang4/bin/clang++
CXX14=/usr/local/clang4/bin/clang++
CXX17=/usr/local/clang4/bin/clang++
  # The following statement changes the Fortran linking path
  FLIBS=-L/usr/local/gfortran/lib/gcc/x86_64-apple-darwin16/6.3.0
  # End Fortran linking path statement

CXXFLAGS=-O3 -mtune=native -march=native -Wno-unused-variable -Wno-unused-function  -Wno-macro-redefined -Wno-unknown-pragmas

CC=clang
CXX=clang++ -arch x86_64 -ftemplate-depth-256

Output of devtools::session_info("rstan"):

Session info -------------------------------------------------------------------------------------------------
 setting  value                       
 version  R version 3.5.1 (2018-07-02)
 system   x86_64, darwin15.6.0        
 ui       RStudio (1.1.453)           
 language (EN)                        
 collate  en_US.UTF-8                 
 tz       Europe/Zurich               
 date     2018-07-18                  

Packages -----------------------------------------------------------------------------------------------------
 package      * version   date       source        
 assertthat     0.2.0     2017-04-11 CRAN (R 3.5.0)
 BH             1.66.0-1  2018-02-13 CRAN (R 3.5.0)
 cli            1.0.0     2017-11-05 CRAN (R 3.5.0)
 colorspace     1.3-2     2016-12-14 CRAN (R 3.5.0)
 crayon         1.3.4     2017-09-16 CRAN (R 3.5.0)
 dichromat      2.0-0     2013-01-24 CRAN (R 3.5.0)
 digest         0.6.15    2018-01-28 CRAN (R 3.5.0)
 fansi          0.2.3     2018-05-06 CRAN (R 3.5.0)
 ggplot2      * 3.0.0     2018-07-03 CRAN (R 3.5.0)
 glue           1.2.0     2017-10-29 CRAN (R 3.5.0)
 graphics     * 3.5.1     2018-07-05 local         
 grDevices    * 3.5.1     2018-07-05 local         
 grid           3.5.1     2018-07-05 local         
 gridExtra      2.3       2017-09-09 CRAN (R 3.5.0)
 gtable         0.2.0     2016-02-26 CRAN (R 3.5.0)
 inline         0.3.15    2018-05-18 CRAN (R 3.5.0)
 labeling       0.3       2014-08-23 CRAN (R 3.5.0)
 lattice        0.20-35   2017-03-25 CRAN (R 3.5.1)
 lazyeval       0.2.1     2017-10-29 CRAN (R 3.5.0)
 magrittr       1.5       2014-11-22 CRAN (R 3.5.0)
 MASS         * 7.3-50    2018-04-30 CRAN (R 3.5.0)
 Matrix         1.2-14    2018-04-13 CRAN (R 3.5.1)
 methods      * 3.5.1     2018-07-05 local         
 mgcv           1.8-24    2018-06-23 CRAN (R 3.5.1)
 munsell        0.5.0     2018-06-12 CRAN (R 3.5.0)
 nlme           3.1-137   2018-04-07 CRAN (R 3.5.1)
 pillar         1.3.0     2018-07-14 CRAN (R 3.5.0)
 plyr           1.8.4     2016-06-08 CRAN (R 3.5.0)
 R6             2.2.2     2017-06-17 CRAN (R 3.5.0)
 RColorBrewer   1.1-2     2014-12-07 CRAN (R 3.5.0)
 Rcpp           0.12.17   2018-05-18 CRAN (R 3.5.1)
 RcppEigen      0.3.3.4.0 2018-02-07 CRAN (R 3.5.0)
 reshape2       1.4.3     2017-12-11 CRAN (R 3.5.0)
 rlang          0.2.1     2018-05-30 CRAN (R 3.5.0)
 rstan        * 2.17.3    2018-01-20 CRAN (R 3.5.0)
 scales         0.5.0     2017-08-24 CRAN (R 3.5.0)
 StanHeaders  * 2.17.2    2018-01-20 CRAN (R 3.5.0)
 stats        * 3.5.1     2018-07-05 local         
 stats4         3.5.1     2018-07-05 local         
 stringi        1.2.3     2018-06-12 CRAN (R 3.5.0)
 stringr        1.3.1     2018-05-10 CRAN (R 3.5.0)
 tibble         1.4.2     2018-01-22 CRAN (R 3.5.0)
 tools          3.5.1     2018-07-05 local         
 utf8           1.1.4     2018-05-24 CRAN (R 3.5.0)
 utils        * 3.5.1     2018-07-05 local         
 viridisLite    0.3.0     2018-02-01 CRAN (R 3.5.0)
 withr          2.1.2     2018-03-15 CRAN (R 3.5.0)

Does anyone know how I can solve this? Thanks!

bgoodri · July 18, 2018, 7:49pm

This suggests it is something about the data you generate that causes Stan to stop sampling, but I can’t tell what that would be. You can try putting print statements to see how far it gets.

Bob_Carpenter · July 19, 2018, 12:23am

I tried running this on the Mac with a half dozen seeds, including the ones you provided, but I can’t make it crash.

retowuest · July 19, 2018, 10:30am

I guess this means that there is an issue with my installation. I reinstalled rstan following the instructions on https://github.com/stan-dev/rstan/wiki/Installing-RStan-on-Mac-or-Linux, but I got the same error. I then manually removed the following lines from my Makevars file:

CC=/usr/local/clang4/bin/clang
CXX=/usr/local/clang4/bin/clang++
LDFLAGS=-L/usr/local/clang4/lib

I don’t know whether this is a good idea, but the model works fine now independently of the seed.

The output of writeLines(readLines(file.path(Sys.getenv("HOME"), ".R/Makevars"))) is now:

  # The following statement changes the Fortran linking path
  FLIBS=-L/usr/local/gfortran/lib/gcc/x86_64-apple-darwin16/6.3.0
  # End Fortran linking path statement


  # The following statement changes the Fortran linking path
  FLIBS=-L/usr/local/gfortran/lib/gcc/x86_64-apple-darwin16/6.3.0
  # End Fortran linking path statement


CXX1X=/usr/local/clang4/bin/clang++
CXX98=/usr/local/clang4/bin/clang++
CXX11=/usr/local/clang4/bin/clang++
CXX14=/usr/local/clang4/bin/clang++
CXX17=/usr/local/clang4/bin/clang++
  # The following statement changes the Fortran linking path
  FLIBS=-L/usr/local/gfortran/lib/gcc/x86_64-apple-darwin16/6.3.0
  # End Fortran linking path statement

CXXFLAGS=-O3 -mtune=native -march=native -Wno-unused-variable -Wno-unused-function  -Wno-macro-redefined -Wno-unknown-pragmas

CC=clang
CXX=clang++ -arch x86_64 -ftemplate-depth-256

adkinsty · August 22, 2018, 10:09pm

I used the same tutorial to install, and was getting the same error. @retowuest 's solution worked for me as well.

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