stan-dev / stan-dev/math

Tools for testing identitites

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  • #1677 by @martinmodrak — closed without merging
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Description

Description

Using known identities is a powerful way to test precision of our functions. Currently using identities for derivatives is a bit tedious - you need to explicitly compute derivative against each variable on both left and right hand side of the identity and compare them. The proposal is to create a function that does this for you.

Example

The goal is to be able to write something like:

auto lh = [](const var& a, const var& b) {
  return stan::math::lbeta(a, b);
}
// Alternatively: auto lh = static_cast<var(*)(const var&, const var&)>(lbeta);
auto rh = [](const var& a, const var& b) {
  return stan::math::log_sum_exp(lbeta(a + 1, b), lbeta(a, b + 1));
};

for(double x : x_to_test) {
  for(double y : y_to_test) {
    expect_identity("succesors", lh, rh, tolerance, x, y); 
  }
}

I would not expect expect_identity to check this for all possible instantiations, I believe there should be a separate test that all instantiations are numerically equal and after that we should just test with all var to make things easier.

Also note while I could test that lh - rh == 0 (with zero gradients all over) this is potentially problematic as the test tolerance could not reflect the magnitude of the actual values.

Expected output

It tests that the value and all derivates are close up to a relative tolerance using expect_near_rel

Current Version:

v3.1.0

Contributor guide

Open the contributing guide

First steps

  1. Read the whole issue, then the project's contributing guide.
  2. Comment on the issue to say you are picking it up — it saves two people doing the same work.
  3. Fork the repository and make your change on a branch.
  4. Open a pull request that references the issue number.

Research direction

Start with the proposed expect_identity interface, the var-based derivative example, and the existing expect_near_rel behavior described in the issue. Define completion as checking values and all derivatives within relative tolerance, while separately covering numerical equality across instantiations.

Written by the indexing model from the issue text.

Assessment

Tech stack
cpp
Domain
testing-qa
Issue type
Feature
Difficulty
4/5
Estimated time
3-5 days
Activity status
Stale
Clarity
Mostly clear
Newbie friendliness
35/100

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