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Summation, Hessian updates #223

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Summation, Hessian updates #223

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@gomfy gomfy commented Jun 3, 2020

  • Updated hpbcpp to use beta without allocating memory.
  • Added n_beta_sumcpp and n_sigma_sumcpp functions that implement the Neumaier summation algorithm in C++. To turn it on use the neum_sum_cpp=TRUE control option as shown below:
stm(poliblog5k.docs, poliblog5k.voc, K=5, prevalence=~rating, data=poliblog5k.meta, max.em.its = 100, control=list(method="BFGS", neum_sum_cpp=TRUE))

Gyorgy Matyasfalvi added 30 commits June 3, 2020 17:48
G.M. -- Moved stable summation entirely in STMestep.R, Added combo su…
788248f 
…mmation for sigma, Removed merge and split functions from STMestep.R that used to be needed for combo summation.
G.M. -- Removed uncessary clutter from the repo.
7185fa3
G.M. -- Added randomized docs stability test, and Matrix:: in the STM…
23fd6fc 
…estep.R script.
G.M. -- Minor bug in tests.R.
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G.M. -- Minor bug in tests.R.
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G.M. -- Updated randomized docs stability tests and added control tes…
ed4d9ad 
…t, added summation speed comparison tests.
G.M. -- Added big data test.
0ab8372
G.M. -- Added big data test.
1e0ea68
G.M. -- Added big data test.
190e168
G.M. -- Added big data test.
ab92ed0
G.M. -- Added github actions .yml to sumcpp branch.
14fa7de
G.M. -- Updated github actions .yml on sumcpp branch.
628b918
G.M. -- Updated github actions .yml on sumcpp branch.
011a825
G.M. -- Updated ./*.yml file(s).
367c759
G.M. -- Updated ./*.yml file(s).
1f8ab1b
G.M. -- Updated ./*.yml file(s).
4216a7c
G.M. -- Updated ./*.yml file(s).
594297b
G.M. -- Updated ./*.yml file(s).
1a24467
G.M. -- Updated ./*.yml file(s).
bd503cc
G.M. -- Updated ./*.yml file(s).
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G.M. -- Updated ./*.yml file(s).
c8eaa13
G.M. -- Updated ./*.yml file(s).
bc3122b
G.M. -- Updated ./*.yml file(s).
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G.M. -- Updated ./*.yml file(s).
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G.M. -- Updated ./*.yml file(s).
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G.M. -- Updated ./*.yml file(s).
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G.M. -- Updated ./stability_test.yml file(s).
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G.M. -- Updated ./stability_test.yml file(s).
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Adding stability test R script.
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G.M. -- Updated ./stability_test.yml file(s).
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Gyorgy Matyasfalvi added 30 commits August 1, 2020 09:34
ucminf increased sp.
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BFGS original.
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ucminf increased sp.
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ucminf doc level 1e-6.
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ucminf doc level 1e-6.
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ucminf doc level 1e-6 + val.
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ucminf doc level 1e-6 + val (mac, ubuntu).
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ucminf doc level 1e-6 + val (mac, ubuntu) increased comp tol.
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ucminf doc level 1e-11 + val (mac, ubuntu) increased comp tol.
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ucminf doc level 1e-11 + val (mac, ubuntu) comp tol 1e-11.
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ucminf doc level 1e-6 + val (mac, ubuntu) comp tol 1e-11.
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ucminf doc level 1e-5 + val (mac, ubuntu) comp tol 1e-11.
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ucminf doc level 1e-7 + val (mac, ubuntu) comp tol 1e-11.
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ucminf doc level 1e-8 + val (mac, ubuntu) comp tol 1e-11.
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ucminf doc level 1e-4 + val (mac, ubuntu) comp tol 1e-11.
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Setting up .R/Makevars.
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Setting up .R/Makevars.
b9211d8
Setting up .R/Makevars.
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Setting up .R/Makevars.
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Setting up .R/Makevars.
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xpl (60, 110), ucminf (1e-6), gnu.
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xpl (60, 110), ucminf (1e-6), gnu.
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xpl (60, 110), ucminf (1e-6), gnu.
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xpl (60, 110), ucminf (1e-6), gnu.
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xpl (60, 110), ucminf (1e-10), gnu.
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xpl (5 ... 110), ucminf (1e-6), gnu.
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xpl (5 ... 110), ucminf (1e-6), gnu.
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xpl (5 ... 110), ucminf (1e-5), gnu.
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xpl (5 ... 110), BFGS (default), gnu.
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xpl (5 ... 110), BFGS (default), default.
da61c00
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@gomfy