Merge remote-tracking branch 'origin/develop' into feature/eigen-34-m…

…ulti-index

.github/ISSUE_TEMPLATE.md

@@ -24,4 +24,4 @@ Describe what you expect the output to be. Knowing the correct behavior is also
 Provide any additional information here.
 
 #### Current Version:
-v2.34.0
+v2.34.1

Jenkinsfile

@@ -96,7 +96,7 @@ pipeline {
         preserveStashes(buildCount: 7)
         parallelsAlwaysFailFast()
         buildDiscarder(logRotator(numToKeepStr: '20', daysToKeepStr: '30'))
-        disableConcurrentBuilds(abortPrevious: env.BRANCH_NAME != "downstream_tests" || env.BRANCH_NAME != "downstream_hotfix")
+        disableConcurrentBuilds(abortPrevious: env.BRANCH_NAME != "downstream_tests" && env.BRANCH_NAME != "downstream_hotfix")
     }
     environment {
         GCC = 'g++'
@@ -192,19 +192,17 @@ pipeline {
             }
             post {
                 always {
-
-                    recordIssues id: "lint_doc_checks",
-                    name: "Linting & Doc checks",
-                    enabledForFailure: true,
-                    aggregatingResults : true,
-                    tools: [
-                        cppLint(id: "cpplint", name: "Linting & Doc checks@CPPLINT")
-                    ],
-                    blameDisabled: false,
-                    qualityGates: [[threshold: 1, type: 'TOTAL', unstable: true]],
-                    healthy: 10, unhealthy: 100, minimumSeverity: 'HIGH',
-                    referenceJobName: env.BRANCH_NAME
-
+                    recordIssues( 
+                        id: "lint_doc_checks",
+                        name: "Linting & Doc checks",
+                        enabledForFailure: true,
+                        aggregatingResults : true,
+                        tools: [
+                            cppLint(id: "cpplint", name: "Linting & Doc checks@CPPLINT")
+                        ],
+                        qualityGates: [[threshold: 1, type: 'TOTAL', unstable: true]],
+                        healthy: 10, unhealthy: 100, minimumSeverity: 'HIGH'
+                    )
                     deleteDir()
                 }
             }
@@ -498,21 +496,21 @@ pipeline {
     post {
         always {
             node("linux") {
-                recordIssues id: "pipeline",
-                name: "Entire pipeline results",
-                enabledForFailure: true,
-                aggregatingResults : false,
-                filters: [
-                    excludeFile('lib/.*')
-                ],
-                tools: [
-                    gcc4(id: "pipeline_gcc4", name: "GNU C Compiler"),
-                    clang(id: "pipeline_clang", name: "LLVM/Clang")
-                ],
-                blameDisabled: false,
-                qualityGates: [[threshold: 30, type: 'TOTAL', unstable: true]],
-                healthy: 10, unhealthy: 100, minimumSeverity: 'HIGH',
-                referenceJobName: env.BRANCH_NAME
+                recordIssues( 
+                    id: "pipeline",
+                    name: "Entire pipeline results",
+                    enabledForFailure: true,
+                    aggregatingResults : false,
+                    filters: [
+                        excludeFile('lib/.*')
+                    ],
+                    tools: [
+                        gcc4(id: "pipeline_gcc4", name: "GNU C Compiler"),
+                        clang(id: "pipeline_clang", name: "LLVM/Clang")
+                    ],
+                    qualityGates: [[threshold: 30, type: 'TOTAL', unstable: true]],
+                    healthy: 10, unhealthy: 100, minimumSeverity: 'HIGH'
+                )
             }
         }
         success {

RELEASE-NOTES.txt

@@ -5,6 +5,12 @@ Note: these are the release notes for the stan-dev/stan repository.
 Further changes may arise at the interface level (stan-dev/{rstan,
 pystan, cmdstan}) and math library level (stan-dev/math).
 
+v2.34.1 (23 January 2024)
+======================================================================
+
+- Fixed a Windows-specific issue with std::regex in JSON file validation (#3251)
+- Added a missing include of `cstdint` (#3255)
+
 v2.34.0 (16 January 2024)
 ======================================================================
 

src/doxygen/doxygen.cfg

@@ -38,7 +38,7 @@ PROJECT_NAME           = "Stan"
 # could be handy for archiving the generated documentation or if some version
 # control system is used.
 
-PROJECT_NUMBER         = 2.34.0
+PROJECT_NUMBER         = 2.34.1
 
 # Using the PROJECT_BRIEF tag one can provide an optional one line description
 # for a project that appears at the top of each page and should give viewer a

src/stan/mcmc/chains.hpp

@@ -13,8 +13,6 @@
 #include <boost/accumulators/statistics/variance.hpp>
 #include <boost/accumulators/statistics/covariance.hpp>
 #include <boost/accumulators/statistics/variates/covariate.hpp>
-#include <boost/random/uniform_int_distribution.hpp>
-#include <boost/random/additive_combine.hpp>
 #include <algorithm>
 #include <cmath>
 #include <iostream>
@@ -44,7 +42,7 @@ using Eigen::Dynamic;
  *
  * <p><b>Storage Order</b>: Storage is column/last-index major.
  */
-template <class RNG = boost::random::ecuyer1988>
+template <typename Unused = void*>
 class chains {
  private:
   std::vector<std::string> param_names_;

src/stan/mcmc/hmc/hamiltonians/base_hamiltonian.hpp

@@ -52,7 +52,7 @@ class base_hamiltonian {
   void update_potential(Point& z, callbacks::logger& logger) {
     try {
       z.V = -stan::model::log_prob_propto<true>(model_, z.q);
-    } catch (const std::exception& e) {
+    } catch (const std::domain_error& e) {
       this->write_error_msg_(e, logger);
       z.V = std::numeric_limits<double>::infinity();
     }
@@ -62,7 +62,7 @@ class base_hamiltonian {
     try {
       stan::model::gradient(model_, z.q, z.V, z.g, logger);
       z.V = -z.V;
-    } catch (const std::exception& e) {
+    } catch (const std::domain_error& e) {
       this->write_error_msg_(e, logger);
       z.V = std::numeric_limits<double>::infinity();
     }

src/stan/model/model_base.hpp

@@ -7,7 +7,7 @@
 #include <stan/math/mix.hpp>
 #endif
 #include <stan/model/prob_grad.hpp>
-#include <boost/random/additive_combine.hpp>
+#include <stan/services/util/create_rng.hpp>
 #include <ostream>
 #include <string>
 #include <utility>
@@ -367,8 +367,7 @@ class model_base : public prob_grad {
    * in output
    * @param[in,out] msgs msgs stream to which messages are written
    */
-  virtual void write_array(boost::ecuyer1988& base_rng,
-                           Eigen::VectorXd& params_r,
+  virtual void write_array(stan::rng_t& base_rng, Eigen::VectorXd& params_r,
                            Eigen::VectorXd& params_constrained_r,
                            bool include_tparams = true, bool include_gqs = true,
                            std::ostream* msgs = 0) const = 0;
@@ -618,8 +617,7 @@ class model_base : public prob_grad {
    * in output
    * @param[in,out] msgs msgs stream to which messages are written
    */
-  virtual void write_array(boost::ecuyer1988& base_rng,
-                           std::vector<double>& params_r,
+  virtual void write_array(stan::rng_t& base_rng, std::vector<double>& params_r,
                            std::vector<int>& params_i,
                            std::vector<double>& params_r_constrained,
                            bool include_tparams = true, bool include_gqs = true,

src/stan/model/model_base_crtp.hpp

@@ -133,7 +133,7 @@ class model_base_crtp : public stan::model::model_base {
                                                                       msgs);
   }
 
-  void write_array(boost::ecuyer1988& rng, Eigen::VectorXd& theta,
+  void write_array(stan::rng_t& rng, Eigen::VectorXd& theta,
                    Eigen::VectorXd& vars, bool include_tparams = true,
                    bool include_gqs = true,
                    std::ostream* msgs = 0) const override {
@@ -202,7 +202,7 @@ class model_base_crtp : public stan::model::model_base {
         theta, theta_i, msgs);
   }
 
-  void write_array(boost::ecuyer1988& rng, std::vector<double>& theta,
+  void write_array(stan::rng_t& rng, std::vector<double>& theta,
                    std::vector<int>& theta_i, std::vector<double>& vars,
                    bool include_tparams = true, bool include_gqs = true,
                    std::ostream* msgs = 0) const override {

src/stan/model/model_header.hpp

@@ -13,9 +13,6 @@
 #include <stan/model/indexing.hpp>
 #include <stan/services/util/create_rng.hpp>
 
-#include <boost/random/additive_combine.hpp>
-#include <boost/random/linear_congruential.hpp>
-
 #include <cmath>
 #include <cstddef>
 #include <fstream>

src/stan/optimization/bfgs.hpp

@@ -309,7 +309,7 @@ class ModelAdaptor {
 
     try {
       f = -log_prob_propto<jacobian>(_model, _x, _params_i, _msgs);
-    } catch (const std::exception &e) {
+    } catch (const std::domain_error &e) {
       if (_msgs)
         (*_msgs) << e.what() << std::endl;
       return 1;
@@ -341,7 +341,7 @@ class ModelAdaptor {
 
     try {
       f = -log_prob_grad<true, jacobian>(_model, _x, _params_i, _g, _msgs);
-    } catch (const std::exception &e) {
+    } catch (const std::domain_error &e) {
       if (_msgs)
         (*_msgs) << e.what() << std::endl;
       return 1;

src/stan/optimization/newton.hpp

@@ -60,7 +60,7 @@ double newton_step(M& model, std::vector<double>& params_r,
     try {
       f1 = stan::model::log_prob_grad<true, jacobian>(model, new_params_r,
                                                       params_i, gradient);
-    } catch (std::exception& e) {
+    } catch (std::domain_error& e) {
       // FIXME:  this is not a good way to handle a general exception
       f1 = -1e100;
     }

src/stan/services/diagnose/diagnose.hpp

@@ -43,7 +43,7 @@ int diagnose(Model& model, const stan::io::var_context& init,
              double epsilon, double error, callbacks::interrupt& interrupt,
              callbacks::logger& logger, callbacks::writer& init_writer,
              callbacks::writer& parameter_writer) {
-  boost::ecuyer1988 rng = util::create_rng(random_seed, chain);
+  stan::rng_t rng = util::create_rng(random_seed, chain);
 
   std::vector<int> disc_vector;
   std::vector<double> cont_vector = util::initialize(

src/stan/services/experimental/advi/fullrank.hpp

@@ -10,7 +10,6 @@
 #include <stan/services/error_codes.hpp>
 #include <stan/io/var_context.hpp>
 #include <stan/variational/advi.hpp>
-#include <boost/random/additive_combine.hpp>
 #include <string>
 #include <vector>
 
@@ -60,7 +59,7 @@ int fullrank(Model& model, const stan::io::var_context& init,
              callbacks::writer& diagnostic_writer) {
   util::experimental_message(logger);
 
-  boost::ecuyer1988 rng = util::create_rng(random_seed, chain);
+  stan::rng_t rng = util::create_rng(random_seed, chain);
 
   std::vector<int> disc_vector;
   std::vector<double> cont_vector;
@@ -84,11 +83,16 @@ int fullrank(Model& model, const stan::io::var_context& init,
       = Eigen::Map<Eigen::VectorXd>(&cont_vector[0], cont_vector.size(), 1);
 
   stan::variational::advi<Model, stan::variational::normal_fullrank,
-                          boost::ecuyer1988>
+                          stan::rng_t>
       cmd_advi(model, cont_params, rng, grad_samples, elbo_samples, eval_elbo,
                output_samples);
-  cmd_advi.run(eta, adapt_engaged, adapt_iterations, tol_rel_obj,
-               max_iterations, logger, parameter_writer, diagnostic_writer);
+  try {
+    cmd_advi.run(eta, adapt_engaged, adapt_iterations, tol_rel_obj,
+                 max_iterations, logger, parameter_writer, diagnostic_writer);
+  } catch (const std::exception& e) {
+    logger.error(e.what());
+    return error_codes::SOFTWARE;
+  }
 
   return stan::services::error_codes::OK;
 }

src/stan/services/experimental/advi/meanfield.hpp

@@ -10,7 +10,6 @@
 #include <stan/services/error_codes.hpp>
 #include <stan/io/var_context.hpp>
 #include <stan/variational/advi.hpp>
-#include <boost/random/additive_combine.hpp>
 #include <string>
 #include <vector>
 
@@ -60,7 +59,7 @@ int meanfield(Model& model, const stan::io::var_context& init,
               callbacks::writer& diagnostic_writer) {
   util::experimental_message(logger);
 
-  boost::ecuyer1988 rng = util::create_rng(random_seed, chain);
+  stan::rng_t rng = util::create_rng(random_seed, chain);
 
   std::vector<int> disc_vector;
   std::vector<double> cont_vector;
@@ -83,11 +82,16 @@ int meanfield(Model& model, const stan::io::var_context& init,
       = Eigen::Map<Eigen::VectorXd>(&cont_vector[0], cont_vector.size(), 1);
 
   stan::variational::advi<Model, stan::variational::normal_meanfield,
-                          boost::ecuyer1988>
+                          stan::rng_t>
       cmd_advi(model, cont_params, rng, grad_samples, elbo_samples, eval_elbo,
                output_samples);
-  cmd_advi.run(eta, adapt_engaged, adapt_iterations, tol_rel_obj,
-               max_iterations, logger, parameter_writer, diagnostic_writer);
+  try {
+    cmd_advi.run(eta, adapt_engaged, adapt_iterations, tol_rel_obj,
+                 max_iterations, logger, parameter_writer, diagnostic_writer);
+  } catch (const std::exception& e) {
+    logger.error(e.what());
+    return error_codes::SOFTWARE;
+  }
 
   return stan::services::error_codes::OK;
 }