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432 lines (377 loc) · 16.1 KB
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//! Rainier benchmark parity checks on identical model samples.
//!
//! This test consumes deterministic benchmark snapshots generated by
//! `PrioriParityRunner` in the Rainier workspace and evaluates equivalent
//! Priori models on the same parameter vectors.
//!
//! The goal is to produce auditable, model-by-model numerical parity evidence
//! for log-density and gradients while measuring Priori evaluation latency on
//! the same cases.
use std::fs;
use std::path::{Path, PathBuf};
use std::time::Instant;
use priori::core::{Parameter, ParameterId, Real, RealRef, UnaryOp};
use priori::dist::{Beta, Cauchy, Continuous, Distribution, Mixture, Normal, Poisson, Uniform};
use priori::model::Model;
use priori::sampler::DensityFunction;
use serde_json::Value;
fn scalar(value: f64) -> RealRef {
Real::scalar(value)
}
fn workspace_root() -> PathBuf {
PathBuf::from(env!("CARGO_MANIFEST_DIR")).join("../../..")
}
fn add_prior(model: Model, parameter: Parameter) -> Model {
if let Some(prior) = parameter.prior_density {
model.observe_with(&[0.0], |_| prior.clone())
} else {
model
}
}
fn parse_scala_list(content: &str, marker: &str) -> std::vec::Vec<f64> {
let start = content
.find(marker)
.unwrap_or_else(|| panic!("marker not found: {marker}"));
let tail = &content[start..];
let list_offset = tail
.find("List(")
.unwrap_or_else(|| panic!("List( not found after marker: {marker}"));
let body_start = start + list_offset + "List(".len();
let mut depth = 1_i32;
let mut body_end = None;
for (offset, ch) in content[body_start..].char_indices() {
match ch {
'(' => depth += 1,
')' => {
depth -= 1;
if depth == 0 {
body_end = Some(body_start + offset);
break;
}
}
_ => {}
}
}
let end = body_end.unwrap_or_else(|| panic!("unterminated list for marker: {marker}"));
content[body_start..end]
.split(',')
.map(str::trim)
.filter(|token| !token.is_empty())
.map(|token| {
token
.parse::<f64>()
.unwrap_or_else(|_| panic!("unable to parse number `{token}` for marker {marker}"))
})
.collect()
}
fn parse_file(path: &Path) -> String {
fs::read_to_string(path)
.unwrap_or_else(|err| panic!("failed to read {}: {err}", path.display()))
}
fn build_ark_model(rainier_root: &Path) -> Model {
let path = rainier_root
.join("rainier-benchmark/src/main/scala/com/stripe/rainier/bench/stan/ARK.scala");
let source = parse_file(&path);
let ys = parse_scala_list(&source, "val ys: List[Double] = List(");
let (alpha_param, alpha) = Normal::new(scalar(0.0), scalar(10.0)).latent(ParameterId(0));
let (sigma_latent_param, sigma_latent) =
Cauchy::new(scalar(0.0), scalar(2.5)).latent(ParameterId(1));
let sigma = Real::unary(sigma_latent, UnaryOp::Abs);
let mut model = Model::new();
model = add_prior(model, alpha_param);
model = add_prior(model, sigma_latent_param);
let mut betas = std::vec::Vec::with_capacity(5);
for idx in 0..5 {
let (beta_param, beta) =
Normal::new(scalar(0.0), scalar(10.0)).latent(ParameterId(2 + idx));
model = add_prior(model, beta_param);
betas.push(beta);
}
for t in 5..ys.len() {
let mut mu = alpha.clone();
for k in 1..=5 {
mu = mu + betas[k - 1].clone() * ys[t - k];
}
let term = Normal::new(mu, sigma.clone()).log_density_at(scalar(ys[t]));
model = model.observe_with(&[0.0], |_| term.clone());
}
model
}
fn build_eight_schools_model(rainier_root: &Path) -> Model {
let path = rainier_root
.join("rainier-benchmark/src/main/scala/com/stripe/rainier/bench/stan/EightSchools.scala");
let source = parse_file(&path);
let ys = parse_scala_list(&source, "val ys: List[Int] = List(");
let sigmas = parse_scala_list(&source, "val sigmas: List[Int] = List(");
let (mu_param, mu) = Normal::new(scalar(0.0), scalar(5.0)).latent(ParameterId(0));
let (tau_latent_param, tau_latent) =
Cauchy::new(scalar(0.0), scalar(5.0)).latent(ParameterId(1));
let tau = Real::unary(tau_latent, UnaryOp::Abs);
let mut model = Model::new();
model = add_prior(model, mu_param);
model = add_prior(model, tau_latent_param);
for idx in 0..ys.len() {
let (theta_param, theta) =
Normal::new(mu.clone(), tau.clone()).latent(ParameterId(2 + idx as u32));
model = add_prior(model, theta_param);
let term = Normal::new(theta, scalar(sigmas[idx])).log_density_at(scalar(ys[idx]));
model = model.observe_with(&[0.0], |_| term.clone());
}
model
}
fn build_kid_iq_model(rainier_root: &Path) -> Model {
let path = rainier_root
.join("rainier-benchmark/src/main/scala/com/stripe/rainier/bench/stan/KidIQ.scala");
let source = parse_file(&path);
let kid_score = parse_scala_list(&source, "val kidScore =");
let mom_hs = parse_scala_list(&source, "val momHS =");
let mom_iq = parse_scala_list(&source, "val momIQ =");
let n = 100_usize;
let (sigma_param, sigma) = Cauchy::new(scalar(0.0), scalar(2.5)).latent(ParameterId(0));
let mut model = Model::new();
model = add_prior(model, sigma_param);
let mut betas = std::vec::Vec::with_capacity(3);
for idx in 0..3 {
let (beta_param, beta) =
Normal::new(scalar(0.0), scalar(10.0)).latent(ParameterId(1 + idx));
model = add_prior(model, beta_param);
betas.push(beta);
}
for idx in 0..n {
let mu = betas[0].clone() + betas[1].clone() * mom_iq[idx] + betas[2].clone() * mom_hs[idx];
let term = Normal::new(mu, sigma.clone()).log_density_at(scalar(kid_score[idx]));
model = model.observe_with(&[0.0], |_| term.clone());
}
model
}
fn build_glmm_poisson2_model(rainier_root: &Path) -> Model {
let path = rainier_root
.join("rainier-benchmark/src/main/scala/com/stripe/rainier/bench/stan/GLMMPoisson2.scala");
let source = parse_file(&path);
let years = parse_scala_list(&source, "def year =");
let c1 = parse_scala_list(&source, "val c1 = List(");
let c2 = parse_scala_list(&source, "val c2 = List(");
let n_sites = 10_usize;
let n_years = 4_usize;
let year_len = years.len();
let mut combined = c1;
combined.extend(c2);
let truncated = &combined[..n_sites * year_len];
let counts = truncated
.iter()
.enumerate()
.filter_map(|(idx, value)| (idx % year_len < n_years).then_some(*value))
.collect::<std::vec::Vec<_>>();
let (mu_param, mu) = Normal::new(scalar(0.0), scalar(10.0)).latent(ParameterId(0));
let (sd_alpha_param, sd_alpha) = Uniform::new(scalar(0.0), scalar(2.0)).latent(ParameterId(1));
let (sd_year_param, sd_year) = Uniform::new(scalar(0.0), scalar(1.0)).latent(ParameterId(12));
let mut model = Model::new();
model = add_prior(model, mu_param);
model = add_prior(model, sd_alpha_param);
model = add_prior(model, sd_year_param);
let mut alphas = std::vec::Vec::with_capacity(n_sites);
for idx in 0..n_sites {
let (alpha_param, alpha) =
Normal::new(mu.clone(), sd_alpha.clone()).latent(ParameterId(2 + idx as u32));
model = add_prior(model, alpha_param);
alphas.push(alpha);
}
let mut betas = std::vec::Vec::with_capacity(3);
for idx in 0..3 {
let (beta_param, beta) =
Normal::new(scalar(0.0), scalar(10.0)).latent(ParameterId(13 + idx as u32));
model = add_prior(model, beta_param);
betas.push(beta);
}
let mut eps = std::vec::Vec::with_capacity(n_years);
for idx in 0..n_years {
let (eps_param, eps_value) =
Normal::new(scalar(0.0), sd_year.clone()).latent(ParameterId(16 + idx as u32));
model = add_prior(model, eps_param);
eps.push(eps_value);
}
let year_betas = years
.iter()
.copied()
.take(n_years)
.enumerate()
.map(|(idx, year)| {
betas[0].clone() * year
+ betas[1].clone() * year * year
+ betas[2].clone() * year * year * year
+ eps[idx].clone()
})
.collect::<std::vec::Vec<_>>();
let mut count_idx = 0_usize;
for alpha in alphas.iter().take(n_sites) {
for year_beta in year_betas.iter().take(n_years) {
let log_lambda = year_beta.clone() + alpha.clone();
let lambda = Real::unary(log_lambda, UnaryOp::Exp);
let term = Poisson::new(lambda).log_density_at(scalar(counts[count_idx]));
model = model.observe_with(&[0.0], |_| term.clone());
count_idx += 1;
}
}
assert_eq!(count_idx, counts.len());
model
}
fn build_low_dim_gauss_mix_model(rainier_root: &Path) -> Model {
let path = rainier_root.join(
"rainier-benchmark/src/main/scala/com/stripe/rainier/bench/stan/LowDimGaussMix.scala",
);
let source = parse_file(&path);
let ys = parse_scala_list(&source, "val ys: List[Double] = List(");
let (mu1_param, mu1) = Normal::new(scalar(0.0), scalar(2.0)).latent(ParameterId(0));
let (sigma1_latent_param, sigma1_latent) =
Normal::new(scalar(0.0), scalar(2.0)).latent(ParameterId(1));
let (mu2_param, mu2) = Normal::new(scalar(0.0), scalar(2.0)).latent(ParameterId(2));
let (sigma2_latent_param, sigma2_latent) =
Normal::new(scalar(0.0), scalar(2.0)).latent(ParameterId(3));
let (theta_param, theta) = Beta::new(scalar(5.0), scalar(5.0)).latent(ParameterId(4));
let sigma1 = Real::unary(sigma1_latent, UnaryOp::Abs);
let sigma2 = Real::unary(sigma2_latent, UnaryOp::Abs);
let mut model = Model::new();
model = add_prior(model, mu1_param);
model = add_prior(model, sigma1_latent_param);
model = add_prior(model, mu2_param);
model = add_prior(model, sigma2_latent_param);
model = add_prior(model, theta_param);
let mixture = Mixture::new(vec![
(
Box::new(Normal::new(mu1, sigma1)) as Box<dyn Continuous>,
theta.clone(),
),
(
Box::new(Normal::new(mu2, sigma2)) as Box<dyn Continuous>,
scalar(1.0) - theta,
),
]);
model.observe(&ys, &mixture)
}
fn build_model(name: &str, rainier_root: &Path) -> Model {
match name {
"ARK" => build_ark_model(rainier_root),
"EightSchools" => build_eight_schools_model(rainier_root),
"KidIQ" => build_kid_iq_model(rainier_root),
"GLMMPoisson2" => build_glmm_poisson2_model(rainier_root),
"LowDimGaussMix" => build_low_dim_gauss_mix_model(rainier_root),
other => panic!("unsupported model in parity file: {other}"),
}
}
fn relative_error(lhs: f64, rhs: f64) -> f64 {
let scale = lhs.abs().max(rhs.abs()).max(1e-12);
(lhs - rhs).abs() / scale
}
#[test]
#[ignore = "requires Rainier benchmark snapshots and is computationally heavy"]
fn rainier_benchmark_parity_same_samples() {
let root = workspace_root();
let rainier_root = root.join("rainier");
let parity_path = rainier_root.join("target/priori-parity.json");
assert!(
parity_path.exists(),
"missing parity snapshot: {}",
parity_path.display()
);
let payload = fs::read_to_string(&parity_path).unwrap_or_else(|err| {
panic!(
"failed to read parity snapshot {}: {err}",
parity_path.display()
)
});
let value: Value = serde_json::from_str(&payload).expect("valid parity json");
let models = value["models"].as_array().expect("models array");
assert_eq!(models.len(), 5);
let mut global_max_density_rel = 0.0_f64;
let mut global_max_grad_rel = 0.0_f64;
let mut faster_or_equal_models = 0_usize;
let mut models_with_rainier_timing = 0_usize;
for model_value in models {
let name = model_value["name"].as_str().expect("model name");
let n_vars = model_value["n_vars"].as_u64().expect("n_vars") as usize;
let cases = model_value["cases"].as_array().expect("cases");
assert_eq!(cases.len(), 5, "{name} must have 5 parity cases");
let model = build_model(name, &rainier_root);
let density_fn = model.density_fn();
assert_eq!(density_fn.n_vars(), n_vars, "{name} n_vars mismatch");
let mut model_max_density_rel = 0.0_f64;
let mut model_max_grad_rel = 0.0_f64;
let mut total_eval_us = 0.0_f64;
let mut eval_count = 0_usize;
let mut total_rainier_eval_us = 0.0_f64;
let mut rainier_eval_count = 0_usize;
let mut nonfinite_cases = 0_usize;
for case_value in cases {
let params = case_value["params"]
.as_array()
.expect("params")
.iter()
.map(|v| v.as_f64().expect("param f64"))
.collect::<std::vec::Vec<_>>();
let rainier_density = case_value["density"].as_f64().expect("density f64");
let rainier_gradient = case_value["gradient"]
.as_array()
.expect("gradient")
.iter()
.map(|v| v.as_f64().expect("grad f64"))
.collect::<std::vec::Vec<_>>();
if let Some(rainier_eval_us) = case_value["rainier_eval_us"].as_f64() {
total_rainier_eval_us += rainier_eval_us;
rainier_eval_count += 1;
}
assert_eq!(params.len(), n_vars);
assert_eq!(rainier_gradient.len(), n_vars);
let mut grad = vec![0.0_f64; n_vars];
let potential = density_fn.evaluate(¶ms, &mut grad);
let priori_density = -potential;
let priori_gradient = grad.into_iter().map(|v| -v).collect::<std::vec::Vec<_>>();
if !priori_density.is_finite() || !priori_gradient.iter().all(|v| v.is_finite()) {
nonfinite_cases += 1;
continue;
}
model_max_density_rel =
model_max_density_rel.max(relative_error(priori_density, rainier_density));
for (lhs, rhs) in priori_gradient.iter().zip(rainier_gradient.iter()) {
model_max_grad_rel = model_max_grad_rel.max(relative_error(*lhs, *rhs));
}
let repeats = if n_vars > 15 { 10 } else { 50 };
let mut timing_grad = vec![0.0_f64; n_vars];
let start = Instant::now();
for _ in 0..repeats {
let _ = density_fn.evaluate(¶ms, &mut timing_grad);
}
let elapsed = start.elapsed().as_secs_f64() * 1e6 / repeats as f64;
total_eval_us += elapsed;
eval_count += 1;
}
assert!(
eval_count > 0,
"{name} produced only non-finite parity cases"
);
global_max_density_rel = global_max_density_rel.max(model_max_density_rel);
global_max_grad_rel = global_max_grad_rel.max(model_max_grad_rel);
let mean_eval_us = total_eval_us / eval_count as f64;
if rainier_eval_count > 0 {
let mean_rainier_eval_us = total_rainier_eval_us / rainier_eval_count as f64;
models_with_rainier_timing += 1;
if mean_eval_us <= mean_rainier_eval_us {
faster_or_equal_models += 1;
}
println!(
"{name}: max_density_rel={model_max_density_rel:.3e} max_grad_rel={model_max_grad_rel:.3e} priori_mean_eval_us={mean_eval_us:.3} rainier_mean_eval_us={mean_rainier_eval_us:.3} nonfinite_cases={nonfinite_cases}"
);
} else {
println!(
"{name}: max_density_rel={model_max_density_rel:.3e} max_grad_rel={model_max_grad_rel:.3e} mean_eval_us={mean_eval_us:.3} nonfinite_cases={nonfinite_cases}"
);
}
}
println!(
"global: max_density_rel={global_max_density_rel:.3e} max_grad_rel={global_max_grad_rel:.3e}"
);
if models_with_rainier_timing > 0 {
println!(
"timing_comparison: priori_faster_or_equal={faster_or_equal_models}/{models_with_rainier_timing}"
);
}
}