Closures #2384
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| Original file line number | Diff line number | Diff line change | ||||||
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| #ifndef STAN_MATH_PRIM_FUNCTOR_CLOSURE_ADAPTER_HPP | ||||||||
| #define STAN_MATH_PRIM_FUNCTOR_CLOSURE_ADAPTER_HPP | ||||||||
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| #include <stan/math/prim/meta/is_stan_closure.hpp> | ||||||||
| #include <stan/math/prim/meta/return_type.hpp> | ||||||||
| #include <ostream> | ||||||||
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| namespace stan { | ||||||||
| namespace math { | ||||||||
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| template <typename F> | ||||||||
| struct empty_closure { | ||||||||
| using captured_scalar_t__ = double; | ||||||||
| using ValueOf__ = empty_closure<F>; | ||||||||
| using CopyOf__ = empty_closure<F>; | ||||||||
| F f_; | ||||||||
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| explicit empty_closure(const F& f) : f_(f) {} | ||||||||
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| template <typename... Args> | ||||||||
| auto operator()(std::ostream* msgs, Args... args) const { | ||||||||
| return f_(args..., msgs); | ||||||||
| } | ||||||||
| size_t count_vars__() const { return 0; } | ||||||||
| auto value_of__() const { return ValueOf__(f_); } | ||||||||
| auto copy_of__() const { return CopyOf__(f_); } | ||||||||
| auto deep_copy_vars__() const { return CopyOf__(f_); } | ||||||||
| void zero_adjoints__() const {} | ||||||||
| double* accumulate_adjoints__(double* dest) const { return dest; } | ||||||||
| template <typename Vari> | ||||||||
| Vari** save_varis(Vari** dest) const { | ||||||||
| return dest; | ||||||||
| } | ||||||||
| }; | ||||||||
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| template <bool Ref, typename F, typename T> | ||||||||
| struct one_arg_closure { | ||||||||
| using captured_scalar_t__ = return_type_t<T>; | ||||||||
| using ValueOf__ | ||||||||
| = one_arg_closure<false, F, decltype(value_of(std::declval<T>()))>; | ||||||||
| using CopyOf__ = one_arg_closure<false, F, T>; | ||||||||
| F f_; | ||||||||
| capture_type_t<T, Ref> s_; | ||||||||
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| explicit one_arg_closure(const F& f, const T& s) : f_(f), s_(s) {} | ||||||||
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| template <typename... Args> | ||||||||
| auto operator()(std::ostream* msgs, Args... args) const { | ||||||||
| return f_(s_, args..., msgs); | ||||||||
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| } | ||||||||
| size_t count_vars__() const { return count_vars(s_); } | ||||||||
| auto value_of__() const { return ValueOf__(f_, value_of(s_)); } | ||||||||
| auto copy_of__() const { return CopyOf__(f_, s_); } | ||||||||
| auto deep_copy_vars__() const { return CopyOf__(f_, deep_copy_vars(s_)); } | ||||||||
| void zero_adjoints__() { zero_adjoints(s_); } | ||||||||
| double* accumulate_adjoints__(double* dest) const { | ||||||||
| return accumulate_adjoints(dest, s_); | ||||||||
| } | ||||||||
| template <typename Vari> | ||||||||
| Vari** save_varis__(Vari** dest) const { | ||||||||
| return save_varis(dest, s_); | ||||||||
| } | ||||||||
| }; | ||||||||
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| template <typename F> | ||||||||
| struct empty_closure_rng { | ||||||||
| using captured_scalar_t__ = double; | ||||||||
| using ValueOf__ = empty_closure_rng<F>; | ||||||||
| using CopyOf__ = empty_closure_rng<F>; | ||||||||
| F f_; | ||||||||
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| explicit empty_closure_rng(const F& f) : f_(f) {} | ||||||||
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| template <typename Rng, typename... Args> | ||||||||
| auto operator()(const Rng& rng, std::ostream* msgs, Args... args) const { | ||||||||
| return f_(args..., rng, msgs); | ||||||||
| } | ||||||||
| size_t count_vars__() const { return 0; } | ||||||||
| auto value_of__() const { return ValueOf__(f_); } | ||||||||
| auto copy_of__() const { return CopyOf__(f_); } | ||||||||
| auto deep_copy_vars__() const { return CopyOf__(f_); } | ||||||||
| void zero_adjoints__() const {} | ||||||||
| double* accumulate_adjoints__(double* dest) const { return dest; } | ||||||||
| template <typename Vari> | ||||||||
| Vari** save_varis(Vari** dest) const { | ||||||||
| return dest; | ||||||||
| } | ||||||||
| }; | ||||||||
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| template <typename F> | ||||||||
| struct empty_closure_lpdf { | ||||||||
| using captured_scalar_t__ = double; | ||||||||
| using ValueOf__ = empty_closure_lpdf<F>; | ||||||||
| using CopyOf__ = empty_closure_lpdf<F>; | ||||||||
| F f_; | ||||||||
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| explicit empty_closure_lpdf(const F& f) : f_(f) {} | ||||||||
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| template <bool propto = false, typename... Args> | ||||||||
| auto operator()(std::ostream* msgs, Args... args) const { | ||||||||
| return f_.template operator()<propto>(args..., msgs); | ||||||||
| } | ||||||||
| size_t count_vars__() const { return 0; } | ||||||||
| auto value_of__() const { return ValueOf__(f_); } | ||||||||
| auto copy_of__() const { return CopyOf__(f_); } | ||||||||
| auto deep_copy_vars__() const { return CopyOf__(f_); } | ||||||||
| void zero_adjoints__() const {} | ||||||||
| double* accumulate_adjoints__(double* dest) const { return dest; } | ||||||||
| template <typename Vari> | ||||||||
| Vari** save_varis(Vari** dest) const { | ||||||||
| return dest; | ||||||||
| } | ||||||||
| }; | ||||||||
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| template <typename F> | ||||||||
| struct empty_closure_lp { | ||||||||
| using captured_scalar_t__ = double; | ||||||||
| using ValueOf__ = empty_closure_lp<F>; | ||||||||
| using CopyOf__ = empty_closure_lp<F>; | ||||||||
| static const size_t vars_count__ = 0; | ||||||||
| F f_; | ||||||||
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| explicit empty_closure_lp(const F& f) : f_(f) {} | ||||||||
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| explicit empty_closure_lp(const F& f) : f_(f) {} | |
| template <typename FF> | |
| explicit empty_closure_lp(FF&& f) : f_(std::forward<FF>(f)) {} |
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So for each kind of function we might have in Stan, we can also have a closure version of that.
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Each function kind follows a different calling convention so each kind needs its own adapter closure. These aren't used in math library but stanc3 allows userdefined higher order functions that might need them.
Outdated
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So you know how one can do
real func_lpdf(real[] slice, ...) {
...
}
target += reduce_sum(func_lpdf, ...);
target += reduce_sum(func_lupdf, ...);and both reduce_sum calls take the same closure object as the first argument so you should be asking yourself, how does the closure remember if it's lpdf or lupdf?
The answer is that it's wrapped in lpdf_wrapper right before calling reduce_sum. Propto=true means lupdf and Propto=false means lpdf.
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Good catch. We'll need to implement these.
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Actually, thinking more, I don't think there's a big advantage to implementing this.
We could expose the variables captured by a closure to checks, but the Math checks wouldn't know in what order its getting them, and then depending on which function was accepting closures it would need to decide which checks to do on which inputs.
I think instead in the ODE solves we check only the arguments passed in explicitly (which this is effectively doing) or we get rid of the infinity checks on the inputs to the ODE solves. I'll make an issue and see if getting rid of the checks altogether is an option. (Edit: Issue #2406)