InexactError with loglikelihood(model, chain) on multiple threads when models have parameters of different types #684
Description
I am trying to fit some Mixed Multinomial models. The models sample fine, but when computing the loglikelihood, i get an inexact error.
MWE:
using Turing, FillArrays, NNlib
ij = [[1, 2], [1, 3], [1, 4], [1, 5], [1, 6], [2, 3], [2, 4], [2, 5], [2, 6], [3, 4], [3, 5], [3, 6], [4, 5], [4, 6], [5, 6], [1, 2, 3], [1, 2, 4], [1, 2, 5], [1, 2, 6], [1, 3, 4], [1, 3, 5], [1, 3, 6], [1, 4, 5], [1, 4, 6], [1, 5, 6], [2, 3, 4], [2, 3, 5], [2, 3, 6], [2, 4, 5], [2, 4, 6], [2, 5, 6], [3, 4, 5], [3, 4, 6], [3, 5, 6], [4, 5, 6]]
a = [[825, 175], [956, 44], [994, 6], [999, 1], [1000, 0], [831, 169], [969, 31], [992, 8], [999, 1], [831, 169], [970, 30], [990, 10], [827, 173], [964, 36], [858, 142], [761, 179, 60], [797, 173, 30], [816, 163, 21], [802, 186, 12], [910, 60, 30], [920, 62, 18], [916, 67, 17], [945, 29, 26], [962, 23, 15], [962, 18, 20], [745, 182, 73], [792, 178, 30], [808, 181, 11], [917, 56, 27], [936, 47, 17], [963, 17, 20], [770, 186, 44], [807, 164, 29], [933, 48, 19], [794, 162, 44]]
t = [1000, 1000, 1000, 1000, 1000, 1000, 1000, 1000, 1000, 1000, 1000, 1000, 1000, 1000, 1000, 1000, 1000, 1000, 1000, 1000, 1000, 1000, 1000, 1000, 1000, 1000, 1000, 1000, 1000, 1000, 1000, 1000, 1000, 1000, 1000]
n = 6
"""
mod1(ij, a, t, n)
Simplest Multinomial model. Can generate likelihood.
"""
@model function mod1(ij, a, t, n)
n_trialtypes = length(ij)
logu ~ filldist(Normal(0,2.0),n-1)
getu(i) = i == 6 ? zero(logu[1]) : logu[i]
for i in 1:n_trialtypes
us = exp.(getu.(ij[i]))
ps = softmax(us)
a[i] ~ Multinomial(t[i],ps)
end
end
"""
lapse2(ij, a, t, n)
Adding a softmax noise. This samples, but can't compute likelihood even though the conditional is set to false.
"""
@model function lapse2(ij, a, t, n)
n_trialtypes = length(ij)
logu ~ filldist(Normal(0,2.0),n-1)
lapse ~ Beta(1,5)
getu(i) = i == 6 ? zero(logu[1]) : logu[i]
for i in 1:n_trialtypes
nopts = length(ij[i])
us = exp.(getu.(ij[i]))
if false
ps = softmax(us * lapse)
else
ps = softmax(us)
end
a[i] ~ Multinomial(t[i],ps)
end
end
m1 = mod1(ij,a,t,n)
m2 = lapse2(ij,a,t,n)
c1 = sample(m1, NUTS(), MCMCThreads(),1000, 4);
c2 = sample(m2, NUTS(), MCMCThreads(),1000, 4);
ll1 = loglikelihood(m1, c1) # This works
ll2 = loglikelihood(m2, c2) # This fails if NThreads() > 1
I have tried to simplify the example, but in my simpler models i don't get the error.
When i run with only 1 thread i don't get the error.
I have put debug statements in the the model and the error happens after evaluating the model once (e.g. the first call to Multinomial on the second model evaluation generates the error).
versioninfo():
Julia Version 1.10.5
Commit 6f3fdf7b362 (2024-08-27 14:19 UTC)
Build Info:
Official https://julialang.org/ release
Platform Info:
OS: Linux (x86_64-linux-gnu)
CPU: 20 × Intel(R) Xeon(R) Silver 4210R CPU @ 2.40GHz
WORD_SIZE: 64
LIBM: libopenlibm
LLVM: libLLVM-15.0.7 (ORCJIT, cascadelake)
Threads: 10 default, 0 interactive, 5 GC (on 20 virtual cores)
Environment:
JULIA_REVISE_WORKER_ONLY = 1
package info:
Status `/tmp/jl_zxoO1r/Project.toml`
⌃ [13f3f980] CairoMakie v0.12.5
[861a8166] Combinatorics v1.0.2
[1a297f60] FillArrays v1.13.0
[872c559c] NNlib v0.9.24
[0ff47ea0] PlutoHooks v0.0.5
[7f904dfe] PlutoUI v0.7.60
[7f36be82] PosteriorStats v0.2.5
[2913bbd2] StatsBase v0.34.3
[fce5fe82] Turing v0.34.1
[44cfe95a] Pkg v1.10.0
Info Packages marked with ⌃ have new versions available and may be upgradable.