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R was pre-sized for solvers 1 and 2 and LU_solve_covariance for solver 3, but solvers 2 and 3 assign them with `=`, which gives an arena_matrix a new buffer; the pre-sized n x n buffers were never used. Pre-size R only for solver 1, which writes it in place.
…real, bound each solver
…ariance in the solver-3 branch
…n' into bugfix/laplace-arena-reallocation
…cope, only drop its pre-sizing
Collaborator
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Alternatively, could we just use R = md_est.W_r
- md_est.W_r * md_est.K_root
* md_est.L.transpose()
.template triangularView<Eigen::Upper>()
.solve(
md_est.L.template triangularView<Eigen::Lower>()
.solve(md_est.K_root.transpose() * md_est.W_r));Solver 3 does R = md_est.W_r * I_minus_BinvKW;I have to check how this allocates, but I think it would reuse R's memory. |
Contributor
Jenkins Console Log Machine informationDistributor ID: Ubuntu Description: Ubuntu 20.04.3 LTS Release: 20.04 Codename: focal CPU: Architecture: x86_64 CPU op-mode(s): 32-bit, 64-bit Byte Order: Little Endian Address sizes: 43 bits physical, 48 bits virtual CPU(s): 256 On-line CPU(s) list: 0-255 Thread(s) per core: 2 Core(s) per socket: 64 Socket(s): 2 NUMA node(s): 2 Vendor ID: AuthenticAMD CPU family: 23 Model: 49 Model name: AMD EPYC 7742 64-Core Processor Stepping: 0 Frequency boost: enabled CPU MHz: 1497.279 CPU max MHz: 3416.0681 CPU min MHz: 1500.0000 BogoMIPS: 4491.85 Virtualization: AMD-V L1d cache: 4 MiB L1i cache: 4 MiB L2 cache: 64 MiB L3 cache: 512 MiB NUMA node0 CPU(s): 0-63,128-191 NUMA node1 CPU(s): 64-127,192-255 Vulnerability Gather data sampling: Not affected Vulnerability Indirect target selection: Not affected Vulnerability Itlb multihit: Not affected Vulnerability L1tf: Not affected Vulnerability Mds: Not affected Vulnerability Meltdown: Not affected Vulnerability Mmio stale data: Not affected Vulnerability Old microcode: Not affected Vulnerability Reg file data sampling: Not affected Vulnerability Retbleed: Mitigation; untrained return thunk; SMT enabled with STIBP protection Vulnerability Spec rstack overflow: Mitigation; Safe RET Vulnerability Spec store bypass: Mitigation; Speculative Store Bypass disabled via prctl Vulnerability Spectre v1: Mitigation; usercopy/swapgs barriers and __user pointer sanitization Vulnerability Spectre v2: Mitigation; Retpolines; IBPB conditional; STIBP always-on; RSB filling; PBRSB-eIBRS Not affected; BHI Not affected Vulnerability Srbds: Not affected Vulnerability Tsa: Not affected Vulnerability Tsx async abort: Not affected Vulnerability Vmscape: Mitigation; IBPB before exit to userspace Flags: fpu vme de pse tsc msr pae mce cx8 apic sep mtrr pge mca cmov pat pse36 clflush mmx fxsr sse sse2 ht syscall nx mmxext fxsr_opt pdpe1gb rdtscp lm constant_tsc rep_good nopl xtopology nonstop_tsc cpuid extd_apicid aperfmperf rapl pni pclmulqdq monitor ssse3 fma cx16 sse4_1 sse4_2 x2apic movbe popcnt aes xsave avx f16c rdrand lahf_lm cmp_legacy svm extapic cr8_legacy abm sse4a misalignsse 3dnowprefetch osvw ibs skinit wdt tce topoext perfctr_core perfctr_nb bpext perfctr_llc mwaitx cpb cat_l3 cdp_l3 hw_pstate ssbd mba ibrs ibpb stibp vmmcall fsgsbase bmi1 avx2 smep bmi2 cqm rdt_a rdseed adx smap clflushopt clwb sha_ni xsaveopt xsavec xgetbv1 xsaves cqm_llc cqm_occup_llc cqm_mbm_total cqm_mbm_local clzero irperf xsaveerptr rdpru wbnoinvd amd_ppin arat npt lbrv svm_lock nrip_save tsc_scale vmcb_clean flushbyasid decodeassists pausefilter pfthreshold avic v_vmsave_vmload vgif v_spec_ctrl umip rdpid overflow_recov succor smca sev sev_es G++: g++ (Ubuntu 9.4.0-1ubuntu1~20.04) 9.4.0 Copyright (C) 2019 Free Software Foundation, Inc. This is free software; see the source for copying conditions. There is NO warranty; not even for MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. Clang: clang version 10.0.0-4ubuntu1 Target: x86_64-pc-linux-gnu Thread model: posix InstalledDir: /usr/bin |
added 2 commits
October 15, 2026 21:13
Contributor
Author
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Ah, I didn't know about this option. It seems to make the intent of the code clearer. |
Contributor
Author
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@SteveBronder |
Contributor
Jenkins Console Log Machine informationDistributor ID: Ubuntu Description: Ubuntu 20.04.3 LTS Release: 20.04 Codename: focal CPU: Architecture: x86_64 CPU op-mode(s): 32-bit, 64-bit Byte Order: Little Endian Address sizes: 46 bits physical, 48 bits virtual CPU(s): 80 On-line CPU(s) list: 0-79 Thread(s) per core: 2 Core(s) per socket: 20 Socket(s): 2 NUMA node(s): 2 Vendor ID: GenuineIntel CPU family: 6 Model: 85 Model name: Intel(R) Xeon(R) Gold 6248 CPU @ 2.50GHz Stepping: 7 CPU MHz: 1000.468 CPU max MHz: 3900.0000 CPU min MHz: 1000.0000 BogoMIPS: 5000.00 L1d cache: 1.3 MiB L1i cache: 1.3 MiB L2 cache: 40 MiB L3 cache: 55 MiB NUMA node0 CPU(s): 0,2,4,6,8,10,12,14,16,18,20,22,24,26,28,30,32,34,36,38,40,42,44,46,48,50,52,54,56,58,60,62,64,66,68,70,72,74,76,78 NUMA node1 CPU(s): 1,3,5,7,9,11,13,15,17,19,21,23,25,27,29,31,33,35,37,39,41,43,45,47,49,51,53,55,57,59,61,63,65,67,69,71,73,75,77,79 Vulnerability Gather data sampling: Mitigation; Microcode Vulnerability Indirect target selection: Mitigation; Aligned branch/return thunks Vulnerability Itlb multihit: KVM: Mitigation: VMX unsupported Vulnerability L1tf: Not affected Vulnerability Mds: Not affected Vulnerability Meltdown: Not affected Vulnerability Mmio stale data: Mitigation; Clear CPU buffers; SMT vulnerable Vulnerability Old microcode: Not affected Vulnerability Reg file data sampling: Not affected Vulnerability Retbleed: Mitigation; Enhanced IBRS Vulnerability Spec rstack overflow: Not affected Vulnerability Spec store bypass: Mitigation; Speculative Store Bypass disabled via prctl Vulnerability Spectre v1: Mitigation; usercopy/swapgs barriers and __user pointer sanitization Vulnerability Spectre v2: Mitigation; Enhanced / Automatic IBRS; IBPB conditional; PBRSB-eIBRS SW sequence; BHI SW loop, KVM SW loop Vulnerability Srbds: Not affected Vulnerability Tsa: Not affected Vulnerability Tsx async abort: Mitigation; TSX disabled Vulnerability Vmscape: Mitigation; IBPB before exit to userspace Flags: fpu vme de pse tsc msr pae mce cx8 apic sep mtrr pge mca cmov pat pse36 clflush dts acpi mmx fxsr sse sse2 ss ht tm pbe syscall nx pdpe1gb rdtscp lm constant_tsc art arch_perfmon pebs bts rep_good nopl xtopology nonstop_tsc cpuid aperfmperf pni pclmulqdq dtes64 monitor ds_cpl smx est tm2 ssse3 sdbg fma cx16 xtpr pdcm pcid dca sse4_1 sse4_2 x2apic movbe popcnt tsc_deadline_timer aes xsave avx f16c rdrand lahf_lm abm 3dnowprefetch cpuid_fault epb cat_l3 cdp_l3 intel_ppin ssbd mba ibrs ibpb stibp ibrs_enhanced fsgsbase tsc_adjust bmi1 avx2 smep bmi2 erms invpcid cqm mpx rdt_a avx512f avx512dq rdseed adx smap clflushopt clwb intel_pt avx512cd avx512bw avx512vl xsaveopt xsavec xgetbv1 xsaves cqm_llc cqm_occup_llc cqm_mbm_total cqm_mbm_local dtherm ida arat pln pts hwp hwp_act_window hwp_epp hwp_pkg_req pku ospke avx512_vnni md_clear flush_l1d arch_capabilities G++: g++ (Ubuntu 9.4.0-1ubuntu1~20.04) 9.4.0 Copyright (C) 2019 Free Software Foundation, Inc. This is free software; see the source for copying conditions. There is NO warranty; not even for MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. Clang: clang version 10.0.0-4ubuntu1 Target: x86_64-pc-linux-gnu Thread model: posix InstalledDir: /usr/bin |
SteveBronder
requested changes
Oct 16, 2026
Collaborator
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Once the test is removed then this is good to go! |
Contributor
Author
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Removed the failure-reproducing test, see comment above. |
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A relatively small fix that saves some wasted memory in embedded Laplace under some circumstances while simplifying the code a bit.
AI use disclosure: This was developed with the help of Claude Code (Claude Opus 5.5, Claude Fable 5.1).
Summary
In the
varoverload oflaplace_marginal_density,Rwas pre-sized n × n for solvers 1 and 2 andLU_solve_covariancen × n for solver 3, but only solver 1 writes into its buffer in place. Solvers 2 and 3 assign an expression, which maps thearena_matrixonto a newly allocated buffer, so the pre-sized one was never used: 8n² wasted arena bytes per gradient, which raise the arena's high-water mark for the rest of the run. NowRis pre-sized only for solver 1 andLU_solve_covarianceis default-constructed.Tests
test/unit/math/laplace/laplace_marginal_density_arena_test.cpprecords the peakapprox_bytes_used()of the arena at the likelihood calls of one gradient (Poisson GP, n = 50,allow_fallthroughoff so that solver 3 really runs). It bounds solver 2 by solver 1 plus half an n × n matrix, and solver 3, which legitimately holds one more matrix (A), by solver 1 plus one and a half. It fails on develop, where solver 2 peaks 19,200 bytes above solver 1 and solver 3 39,200 above, and passes here (800 below and 19,200 above).The Laplace tests that reach the changed overload pass at
O=0(WSL, g++ 12.2), without their dimension-500 and disease-map cases:laplace_marginal_lpdf_test,laplace_marginal_poisson_log_lpmf_test,laplace_marginal_neg_binomial_log_lpmf_testandlaplace_marginal_neg_binomial_log_summary_lpmf_test.Side Effects
One gradient with solver 2 or 3 uses 8n² fewer arena bytes; values are identical to develop. Timing of solver 2 against develop (in-process,
-O3 -DNDEBUG, WSL g++ 12.2 and MSYS2 g++ 15.2, n = 20 to 400) is within noise, with medians of −0.35 % and −0.5 %; solver 3 was not benchmarked. Keeping the matrices on the arena rather than the heap measured 1.4 to 2 % faster for n ≥ 200.Release notes
The gradient of the embedded Laplace approximation with solvers 2 and 3 uses less memory.
Checklist
Copyright holder: Jáchym Barvínek jachymb@gmail.com
The copyright holder is typically you or your assignee, such as a university or company. By submitting this pull request, the copyright holder is agreeing to the license the submitted work under the following licenses:
- Code: BSD 3-clause (https://opensource.org/licenses/BSD-3-Clause)
- Documentation: CC-BY 4.0 (https://creativecommons.org/licenses/by/4.0/)
the basic tests are passing
./runTests.py test/unit)make test-headers)make test-math-dependencies)make doxygen)make cpplint)the code is written in idiomatic C++ and changes are documented in the doxygen
the new changes are tested