bernoulli_logit_glm_lpmf.hpp

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#ifndef STAN_MATH_OPENCL_PRIM_BERNOULLI_LOGIT_GLM_LPMF_HPP
#define STAN_MATH_OPENCL_PRIM_BERNOULLI_LOGIT_GLM_LPMF_HPP
#ifdef STAN_OPENCL
 
#include <stan/math/opencl/prim/size.hpp>
#include <stan/math/opencl/rev/operands_and_partials.hpp>
#include <stan/math/opencl/copy.hpp>
#include <stan/math/opencl/prim/multiply.hpp>
#include <stan/math/opencl/kernel_generator.hpp>
#include <stan/math/prim/meta.hpp>
#include <stan/math/prim/err.hpp>
#include <stan/math/prim/fun/Eigen.hpp>
#include <stan/math/prim/fun/constants.hpp>
#include <stan/math/prim/fun/size.hpp>
#include <stan/math/prim/fun/size_zero.hpp>
#include <stan/math/prim/fun/sum.hpp>
#include <stan/math/prim/fun/to_ref.hpp>
#include <stan/math/prim/fun/value_of.hpp>
#include <stan/math/prim/fun/value_of_rec.hpp>
 
#include <cmath>
 
namespace stan {
namespace math {
 
template <bool propto, typename T_x_cl, typename T_y_cl, typename T_alpha_cl,
          typename T_beta_cl,
          require_all_prim_or_rev_kernel_expression_t<
              T_y_cl, T_x_cl, T_alpha_cl, T_beta_cl>* = nullptr>
return_type_t<T_x_cl, T_alpha_cl, T_beta_cl> bernoulli_logit_glm_lpmf(
    const T_y_cl& y, const T_x_cl& x, const T_alpha_cl& alpha,
    const T_beta_cl& beta) {
  static constexpr const char* function = "bernoulli_logit_glm_lpmf(OpenCL)";
  using T_partials_return = partials_return_t<T_x_cl, T_alpha_cl, T_beta_cl>;
  constexpr bool is_y_vector = !is_stan_scalar<T_y_cl>::value;
  constexpr bool is_alpha_vector = !is_stan_scalar<T_alpha_cl>::value;
  using std::isfinite;
 
  const size_t N = x.rows();
  const size_t M = x.cols();
 
  if (is_y_vector) {
    check_size_match(function, "Rows of ", "x", N, "rows of ", "y",
                     math::size(y));
  }
  check_size_match(function, "Columns of ", "x_cl", M, "size of ", "beta",
                   math::size(beta));
  if (is_alpha_vector) {
    check_size_match(function, "Rows of ", "x", N, "size of ", "alpha",
                     math::size(alpha));
  }
 
  if (N == 0) {
    return 0;
  }
  if (!include_summand<propto, T_x_cl, T_alpha_cl, T_beta_cl>::value) {
    return 0;
  }
 
  const auto& y_val = value_of(y);
  const auto& x_val = value_of(x);
  const auto& alpha_val = value_of(alpha);
  const auto& beta_val = value_of(beta);
 
  auto ytheta_expr = matrix_vector_multiply(x_val, beta_val) + alpha_val;
  auto signs_expr = 2 * y_val - 1;
  auto ytheta_signs_expr = elt_multiply(ytheta_expr, signs_expr);
  auto exp_m_ytheta_expr = exp(-ytheta_signs_expr);
  const double cutoff = 20.0;
  auto high_bound_expr = ytheta_signs_expr > cutoff;
  auto low_bound_expr = ytheta_signs_expr < -cutoff;
  auto err_cond_expr = y_val < 0 || y_val > 1;
  auto logp_expr
      = colwise_sum(select(err_cond_expr, NOT_A_NUMBER,
                           select(high_bound_expr, -exp_m_ytheta_expr,
                                  select(low_bound_expr, ytheta_signs_expr,
                                         -log1p(exp_m_ytheta_expr)))));
  auto theta_derivative_expr
      = select(high_bound_expr, -exp_m_ytheta_expr,
               select(low_bound_expr, signs_expr,
                      elt_divide(elt_multiply(signs_expr, exp_m_ytheta_expr),
                                 (exp_m_ytheta_expr + 1))));
 
  const int wgs = logp_expr.rows();
  matrix_cl<double> logp_cl(wgs, 1);
  constexpr bool need_theta_derivative
      = !is_constant_all<T_x_cl, T_beta_cl, T_alpha_cl>::value;
  matrix_cl<double> theta_derivative_cl(need_theta_derivative ? N : 0, 1);
  constexpr bool need_theta_derivative_sum
      = need_theta_derivative && !is_alpha_vector;
  matrix_cl<double> theta_derivative_sum_cl(need_theta_derivative_sum ? wgs : 0,
                                            1);
 
  results(logp_cl, theta_derivative_cl, theta_derivative_sum_cl) = expressions(
      logp_expr, calc_if<need_theta_derivative>(theta_derivative_expr),
      calc_if<need_theta_derivative_sum>(colwise_sum(theta_derivative_expr)));
 
  T_partials_return logp = sum(from_matrix_cl(logp_cl));
  if (!std::isfinite(logp)) {
    results(check_cl(function, "Vector of dependent variables", y_val,
                     "in the interval [0, 1]"),
            check_cl(function, "Intercept", alpha_val, "finite"))
        = expressions(0 <= y_val && y_val <= 1, isfinite(alpha_val));
    check_cl(function, "Weight vector", beta_val, "finite")
        = isfinite(beta_val);
    check_cl(function, "Matrix of independent variables", x_val, "finite")
        = isfinite(x_val);
  }
 
  auto ops_partials = make_partials_propagator(x, alpha, beta);
  // Compute the necessary derivatives.
  if (!is_constant_all<T_x_cl>::value) {
    partials<0>(ops_partials)
        = transpose(beta_val * transpose(theta_derivative_cl));
  }
  if (!is_constant_all<T_alpha_cl>::value) {
    if (is_alpha_vector) {
      partials<1>(ops_partials) = theta_derivative_cl;
    } else {
      forward_as<internal::broadcast_array<double>>(
          partials<1>(ops_partials))[0]
          = sum(from_matrix_cl(theta_derivative_sum_cl));
    }
  }
  if (!is_constant_all<T_beta_cl>::value) {
    // transposition of a vector can be done without copying
    const matrix_cl<double> theta_derivative_transpose_cl(
        theta_derivative_cl.buffer(), 1, theta_derivative_cl.rows());
    matrix_cl<double> edge3_partials_transpose_cl
        = theta_derivative_transpose_cl * x_val;
    partials<2>(ops_partials)
        = matrix_cl<double>(edge3_partials_transpose_cl.buffer(),
                            edge3_partials_transpose_cl.cols(), 1);
    if (beta_val.rows() != 0) {
      edge<2>(ops_partials)
          .partials_.add_write_event(
              edge3_partials_transpose_cl.write_events().back());
    }
  }
  return ops_partials.build(logp);
}
 
}  // namespace math
}  // namespace stan
 
#endif
#endif