Non reproducible behaviour of pathfinder if run in parallel (even if every task gets passed its own RNG) #248
Description
As per the title. I have been unable to reproduce some results in a project I'm working on, and it seems to be due to pathfinder.
The following code results in output like the one below:
using Pathfinder, LogDensityProblems, Random, ForwardDiff, LogDensityProblemsAD
begin
struct StdNormal
dim::Int64
end
LogDensityProblems.dimension(p::StdNormal) = p.dim
LogDensityProblems.logdensity(::StdNormal, x) = -.5sum(abs2, x)
struct Funnel
dim::Int64
end
LogDensityProblems.dimension(p::Funnel) = p.dim
LogDensityProblems.logdensity(::Funnel, x) = -.5*x[1]^2-x[1]-.5sum(abs2, x[2:end]./exp(x[1]))
n_rep = 100
dim = 100
rv = Vector{Any}(missing, n_rep)
Threads.@threads for i in 1:n_rep
rng = Xoshiro(1)
problem = ADgradient(:ForwardDiff, StdNormal(dim))
pathfinder(problem; rng)
rv[i] = rng
end
display("Parallel normal"=>rv |> unique |> length)
for i in 1:n_rep
rng = Xoshiro(1)
problem = ADgradient(:ForwardDiff, Funnel(dim))
pathfinder(problem; rng)
rv[i] = rng
end
display("Serial funnel"=>rv |> unique |> length)
Threads.@threads for i in 1:n_rep
rng = Xoshiro(1)
problem = ADgradient(:ForwardDiff, Funnel(dim))
pathfinder(problem; rng)
rv[i] = rng
end
display("Parallel funnel"=>rv |> unique |> length)
end"Parallel normal" => 1
"Serial funnel" => 1
┌ Warning: 2 (10.0%) updates to the inverse Hessian estimate were rejected to keep it positive definite.
└ @ Pathfinder ~/.julia/packages/Pathfinder/Dppsn/src/singlepath.jl:227
┌ Warning: 1 (4.5%) updates to the inverse Hessian estimate were rejected to keep it positive definite.
└ @ Pathfinder ~/.julia/packages/Pathfinder/Dppsn/src/singlepath.jl:227
┌ Warning: 1 (5.9%) updates to the inverse Hessian estimate were rejected to keep it positive definite.
└ @ Pathfinder ~/.julia/packages/Pathfinder/Dppsn/src/singlepath.jl:227
┌ Warning: 1 (5.0%) updates to the inverse Hessian estimate were rejected to keep it positive definite.
└ @ Pathfinder ~/.julia/packages/Pathfinder/Dppsn/src/singlepath.jl:227
┌ Warning: 1 (4.3%) updates to the inverse Hessian estimate were rejected to keep it positive definite.
└ @ Pathfinder ~/.julia/packages/Pathfinder/Dppsn/src/singlepath.jl:227
┌ Warning: 1 (6.2%) updates to the inverse Hessian estimate were rejected to keep it positive definite.
└ @ Pathfinder ~/.julia/packages/Pathfinder/Dppsn/src/singlepath.jl:227
┌ Warning: 1 (5.0%) updates to the inverse Hessian estimate were rejected to keep it positive definite.
└ @ Pathfinder ~/.julia/packages/Pathfinder/Dppsn/src/singlepath.jl:227
┌ Warning: 1 (5.6%) updates to the inverse Hessian estimate were rejected to keep it positive definite.
└ @ Pathfinder ~/.julia/packages/Pathfinder/Dppsn/src/singlepath.jl:227
"Parallel funnel" => 11
with Pkg.status() output of
(Pathfinder) pkg> status
Status `~/github/nsiccha/mwe/Pathfinder/Project.toml`
⌃ [f6369f11] ForwardDiff v0.10.38
[6fdf6af0] LogDensityProblems v2.1.2
[996a588d] LogDensityProblemsAD v1.13.0
[b1d3bc72] Pathfinder v0.9.16