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stan_gpu_install_docs's Introduction

Stan parallel computation framework

This repository is a temporary location for the installation instructions (with example) for the parallel computation framework for the Stan software for Bayesian inference.

The framework has been integrated with Stan code, which can be found at stan-dev, in particular, in Stan and Stan Math library.

Information on functions (and signatures) that have parallel computation support can also be found in the Stan language functions reference.

We maintain an up-to-date description of the framework and implementation details for some of the GPU-optimized algorithms in this arXiv paper.

GPU support installation instructions for CmdStan, the shell interface to Stan, can be found here.

GPU support installation instructions for CmdStanR, a lightweight interface to Stan for R users, can be found here.

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stan_gpu_install_docs's Issues

Error when compiling model on Windows following cmdstanR instructions

Hello - first off, apologies if this isn't the appropriate place to post this. Second, please let me know if you need more information.

I'm attempting to enable GPU support when using cmdstan. I work mainly in R, so I'm using cmdstanr. I cloned this repo, followed the install instructions and tried running the code in lr_glm_cmdstan.R, but have run into some errors.

First, when I run the code as is I get the error when I reach line 12:

mod <- cmdstan_model(model_path, exe_file = "lr_glm_opencl", cpp_options = opencl_options, quiet = FALSE)
Error in self$compile(...) : unused argument (exe_file = "lr_glm_opencl")

I removed that argument and attempted running line 12 again. This is the output I get when I attempt that.

> mod <- cmdstan_model(model_path, cpp_options = opencl_options, quiet = FALSE)
Compiling Stan program...
Running mingw32-make.exe "C:/Users/MANDEL~1/AppData/Local/Temp/RtmpSgOOMq/model-206030b38d4.exe" \
  "STAN_OPENCL=TRUE OPENCL_PLATFORM_ID=0 OPENCL_DEVICE_ID=0" "STANCFLAGS += --use-opencl --name='lr_glm_model'"

--- Compiling pre-compiled header. This might take a few seconds. ---
g++ -std=c++1y -m64 -D_REENTRANT -Wall -Wno-unused-function -Wno-uninitialized -Wno-unused-but-set-variable -Wno-unused-variable -Wno-sign-compare -Wno-unused-local-typedefs -Wno-int-in-bool-context -Wno-attributes -Wno-ignored-attributes   -I stan/lib/stan_math/lib/opencl_2.2.0   -I stan/lib/stan_math/lib/tbb_2019_U8/include   -O3 -I src -I stan/src -I lib/rapidjson_1.1.0/ -I stan/lib/stan_math/ -I stan/lib/stan_math/lib/eigen_3.3.7 -I stan/lib/stan_math/lib/boost_1.72.0 -I stan/lib/stan_math/lib/sundials_5.2.0/include  -D_USE_MATH_DEFINES  -DBOOST_DISABLE_ASSERTS  -DSTAN_OPENCL -DOPENCL_DEVICE_ID=0 -DOPENCL_PLATFORM_ID=0 -DCL_HPP_TARGET_OPENCL_VERSION=120 -DCL_HPP_MINIMUM_OPENCL_VERSION=120 -DCL_HPP_ENABLE_EXCEPTIONS -Wno-ignored-attributes      -c stan/src/stan/model/model_header.hpp -o stan/src/stan/model/model_header_opencl.hpp.gch
In file included from stan/src/stan/model/model_header.hpp:16:
stan/src/stan/services/util/create_rng.hpp:35:1: internal compiler error: in gt_pch_note_object, at ggc-common.c:276
 }  // namespace stan
 ^
In file included from stan/src/stan/model/model_header.hpp:16:
stan/src/stan/services/util/create_rng.hpp:35:1: internal compiler error: in gt_pch_note_object, at ggc-common.c:276
 }  // namespace stan
 ^
libbacktrace could not find executable to open
Please submit a full bug report,
with preprocessed source if appropriate.
See <https://github.com/r-windows> for instructions.
libbacktrace could not find executable to open
Please submit a full bug report,
with preprocessed source if appropriate.
See <https://github.com/r-windows> for instructions.
mingw32-make.exe: *** [make/program:25: stan/src/stan/model/model_header_opencl.hpp.gch] Error 1
mingw32-make.exe: *** [make/program:25: stan/src/stan/model/model_header_opencl.hpp.gch] Error 1
Error: An error occured during compilation! See the message above for more information.

The model does compile and I'm able to fit it if I remove cpp_options = opencl_options.
I am able to fit other models just fine and am able to use brms and set the backend to cmdstan.

Here is my session info. I'm using cmdstan verserion 2.25.0

> sessionInfo()
R version 4.0.3 (2020-10-10)
Platform: x86_64-w64-mingw32/x64 (64-bit)
Running under: Windows 10 x64 (build 19042)

Matrix products: default

locale:
[1] LC_COLLATE=English_United States.1252  LC_CTYPE=English_United States.1252    LC_MONETARY=English_United States.1252
[4] LC_NUMERIC=C                           LC_TIME=English_United States.1252    

attached base packages:
[1] stats     graphics  grDevices utils     datasets  methods   base     

other attached packages:
[1] cmdstanr_0.1.3

loaded via a namespace (and not attached):
 [1] pillar_1.4.7     compiler_4.0.3   tools_4.0.3      bit_4.0.4        jsonlite_1.7.1   lifecycle_0.2.0 
 [7] tibble_3.0.4     gtable_0.3.0     checkmate_2.0.0  pkgconfig_2.0.3  rlang_0.4.8      cli_2.2.0       
[13] rstudioapi_0.13  parallel_4.0.3   xfun_0.19        dplyr_1.0.2      generics_0.1.0   vctrs_0.3.4     
[19] rprojroot_2.0.2  bit64_4.0.5      grid_4.0.3       tidyselect_1.1.0 glue_1.4.2       here_1.0.0      
[25] R6_2.5.0         processx_3.4.5   fansi_0.4.1      vroom_1.3.2      ggplot2_3.3.2    purrr_0.3.4     
[31] posterior_0.1.2  magrittr_2.0.1   backports_1.1.10 scales_1.1.1     ps_1.4.0         ellipsis_0.3.1  
[37] abind_1.4-5      assertthat_0.2.1 colorspace_1.4-1 utf8_1.1.4       tinytex_0.27     munsell_0.5.0   
[43] crayon_1.3.4

EC2 instance

It might be too soon for such a question but have you made this work on an AWS EC2 instance?
If yes, how?

Thank you in advance

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