Add convergence information to optimization outputs by WardBrian · Pull Request #3379 · stan-dev/stan

WardBrian · 2026-04-16T16:22:38Z

Submission Checklist

Run unit tests: ./runTests.py src/test/unit
Run cpplint: make cpplint
Declare copyright holder and open-source license: see below

Summary

This adds a second column of diagnostic parameters to the optimize algorithms, converged__, which corresponds to the
per-iteration return of the algorithm (e.g., 0 is a sucessful step but not done, -1 is a failure, positive numbers indicate different convergence criteria hit). These values are defined in stan::optimize::TerminationCondition

It also adds the message associated with the final value, which is currently printed to stdout, as a trailing comment in the CSV file

Intended Effect

Allow consumers of the output files to understand if optimization converged, c.f. stan-dev/cmdstanpy#851 (comment)

How to Verify

Side Effects

Documentation

I will update the documentation for cmdstan after this is merged.

Copyright and Licensing

Please list the copyright holder for the work you are submitting (this will be you or your assignee, such as a university or company):
Simons Foundation

By submitting this pull request, the copyright holder is agreeing to license the submitted work under the following licenses:

Code: BSD 3-clause (https://opensource.org/licenses/BSD-3-Clause)
Documentation: CC-BY 4.0 (https://creativecommons.org/licenses/by/4.0/)

stan-buildbot · 2026-04-16T18:30:28Z

Name	Old Result	New Result	Ratio	Performance change( 1 - new / old )
gp_regr/gp_regr.stan	0.1	0.09	1.07	6.33% faster
gp_regr/gen_gp_data.stan	0.02	0.02	1.05	5.18% faster
arK/arK.stan	1.83	1.69	1.08	7.31% faster
eight_schools/eight_schools.stan	0.05	0.05	1.08	7.1% faster
low_dim_gauss_mix_collapse/low_dim_gauss_mix_collapse.stan	8.81	8.38	1.05	4.96% faster
pkpd/one_comp_mm_elim_abs.stan	19.62	18.54	1.06	5.48% faster
pkpd/sim_one_comp_mm_elim_abs.stan	0.25	0.24	1.04	3.88% faster
sir/sir.stan	72.63	67.67	1.07	6.83% faster
gp_pois_regr/gp_pois_regr.stan	2.84	2.69	1.06	5.37% faster
low_dim_gauss_mix/low_dim_gauss_mix.stan	2.68	2.57	1.04	4.07% faster
irt_2pl/irt_2pl.stan	4.16	3.89	1.07	6.6% faster
arma/arma.stan	0.29	0.27	1.08	7.13% faster
garch/garch.stan	0.42	0.4	1.07	6.38% faster
low_dim_corr_gauss/low_dim_corr_gauss.stan	0.01	0.01	1.14	12.42% faster
performance.compilation	222.42	224.56	0.99	-0.96% slower
Mean result: 1.0632117955721887

Jenkins Console Log
Blue Ocean
Commit hash: 240e2dc95a112f175bb961a03b53357d10955996

Machine information

No LSB modules are available. Distributor ID: Ubuntu Description: Ubuntu 20.04.3 LTS Release: 20.04 Codename: focal

CPU:
Architecture: x86_64
CPU op-mode(s): 32-bit, 64-bit
Byte Order: Little Endian
Address sizes: 46 bits physical, 48 bits virtual
CPU(s): 80
On-line CPU(s) list: 0-79
Thread(s) per core: 2
Core(s) per socket: 20
Socket(s): 2
NUMA node(s): 2
Vendor ID: GenuineIntel
CPU family: 6
Model: 85
Model name: Intel(R) Xeon(R) Gold 6148 CPU @ 2.40GHz
Stepping: 4
CPU MHz: 2400.000
CPU max MHz: 3700.0000
CPU min MHz: 1000.0000
BogoMIPS: 4800.00
Virtualization: VT-x
L1d cache: 1.3 MiB
L1i cache: 1.3 MiB
L2 cache: 40 MiB
L3 cache: 55 MiB
NUMA node0 CPU(s): 0,2,4,6,8,10,12,14,16,18,20,22,24,26,28,30,32,34,36,38,40,42,44,46,48,50,52,54,56,58,60,62,64,66,68,70,72,74,76,78
NUMA node1 CPU(s): 1,3,5,7,9,11,13,15,17,19,21,23,25,27,29,31,33,35,37,39,41,43,45,47,49,51,53,55,57,59,61,63,65,67,69,71,73,75,77,79
Vulnerability Gather data sampling: Mitigation; Microcode
Vulnerability Itlb multihit: KVM: Mitigation: VMX disabled
Vulnerability L1tf: Mitigation; PTE Inversion; VMX conditional cache flushes, SMT vulnerable
Vulnerability Mds: Mitigation; Clear CPU buffers; SMT vulnerable
Vulnerability Meltdown: Mitigation; PTI
Vulnerability Mmio stale data: Mitigation; Clear CPU buffers; SMT vulnerable
Vulnerability Reg file data sampling: Not affected
Vulnerability Retbleed: Mitigation; IBRS
Vulnerability Spec rstack overflow: Not affected
Vulnerability Spec store bypass: Mitigation; Speculative Store Bypass disabled via prctl
Vulnerability Spectre v1: Mitigation; usercopy/swapgs barriers and __user pointer sanitization
Vulnerability Spectre v2: Mitigation; IBRS; IBPB conditional; STIBP conditional; RSB filling; PBRSB-eIBRS Not affected; BHI Not affected
Vulnerability Srbds: Not affected
Vulnerability Tsx async abort: Mitigation; Clear CPU buffers; SMT vulnerable
Vulnerability Vmscape: Mitigation; IBPB before exit to userspace
Flags: fpu vme de pse tsc msr pae mce cx8 apic sep mtrr pge mca cmov pat pse36 clflush dts acpi mmx fxsr sse sse2 ss ht tm pbe syscall nx pdpe1gb rdtscp lm constant_tsc art arch_perfmon pebs bts rep_good nopl xtopology nonstop_tsc cpuid aperfmperf pni pclmulqdq dtes64 monitor ds_cpl vmx smx est tm2 ssse3 sdbg fma cx16 xtpr pdcm pcid dca sse4_1 sse4_2 x2apic movbe popcnt tsc_deadline_timer aes xsave avx f16c rdrand lahf_lm abm 3dnowprefetch cpuid_fault epb cat_l3 cdp_l3 invpcid_single pti intel_ppin ssbd mba ibrs ibpb stibp tpr_shadow vnmi flexpriority ept vpid ept_ad fsgsbase tsc_adjust bmi1 hle avx2 smep bmi2 erms invpcid rtm cqm mpx rdt_a avx512f avx512dq rdseed adx smap clflushopt clwb intel_pt avx512cd avx512bw avx512vl xsaveopt xsavec xgetbv1 xsaves cqm_llc cqm_occup_llc cqm_mbm_total cqm_mbm_local dtherm ida arat pln pts hwp hwp_act_window hwp_epp hwp_pkg_req pku ospke md_clear flush_l1d arch_capabilities

G++:
g++ (Ubuntu 9.4.0-1ubuntu1~20.04) 9.4.0
Copyright (C) 2019 Free Software Foundation, Inc.
This is free software; see the source for copying conditions. There is NO
warranty; not even for MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.

Clang:
clang version 10.0.0-4ubuntu1
Target: x86_64-pc-linux-gnu
Thread model: posix
InstalledDir: /usr/bin

stan-buildbot · 2026-04-16T21:22:43Z

Name	Old Result	New Result	Ratio	Performance change( 1 - new / old )
gp_regr/gp_regr.stan	0.1	0.09	1.07	6.21% faster
gp_regr/gen_gp_data.stan	0.02	0.02	1.04	3.69% faster
arK/arK.stan	1.83	1.7	1.07	6.97% faster
eight_schools/eight_schools.stan	0.06	0.05	1.09	8.02% faster
low_dim_gauss_mix_collapse/low_dim_gauss_mix_collapse.stan	8.8	8.37	1.05	4.94% faster
pkpd/one_comp_mm_elim_abs.stan	19.5	18.74	1.04	3.93% faster
pkpd/sim_one_comp_mm_elim_abs.stan	0.25	0.24	1.05	4.39% faster
sir/sir.stan	71.46	67.91	1.05	4.98% faster
gp_pois_regr/gp_pois_regr.stan	2.82	2.69	1.05	4.51% faster
low_dim_gauss_mix/low_dim_gauss_mix.stan	2.7	2.55	1.06	5.44% faster
irt_2pl/irt_2pl.stan	4.16	3.92	1.06	5.78% faster
arma/arma.stan	0.29	0.27	1.06	5.9% faster
garch/garch.stan	0.42	0.4	1.07	6.22% faster
low_dim_corr_gauss/low_dim_corr_gauss.stan	0.01	0.01	1.11	10.22% faster
performance.compilation	222.7	221.04	1.01	0.75% faster
Mean result: 1.0582793668341053

Jenkins Console Log
Blue Ocean
Commit hash: 240e2dc95a112f175bb961a03b53357d10955996

Machine information

No LSB modules are available. Distributor ID: Ubuntu Description: Ubuntu 20.04.3 LTS Release: 20.04 Codename: focal

CPU:
Architecture: x86_64
CPU op-mode(s): 32-bit, 64-bit
Byte Order: Little Endian
Address sizes: 46 bits physical, 48 bits virtual
CPU(s): 80
On-line CPU(s) list: 0-79
Thread(s) per core: 2
Core(s) per socket: 20
Socket(s): 2
NUMA node(s): 2
Vendor ID: GenuineIntel
CPU family: 6
Model: 85
Model name: Intel(R) Xeon(R) Gold 6148 CPU @ 2.40GHz
Stepping: 4
CPU MHz: 2400.000
CPU max MHz: 3700.0000
CPU min MHz: 1000.0000
BogoMIPS: 4800.00
Virtualization: VT-x
L1d cache: 1.3 MiB
L1i cache: 1.3 MiB
L2 cache: 40 MiB
L3 cache: 55 MiB
NUMA node0 CPU(s): 0,2,4,6,8,10,12,14,16,18,20,22,24,26,28,30,32,34,36,38,40,42,44,46,48,50,52,54,56,58,60,62,64,66,68,70,72,74,76,78
NUMA node1 CPU(s): 1,3,5,7,9,11,13,15,17,19,21,23,25,27,29,31,33,35,37,39,41,43,45,47,49,51,53,55,57,59,61,63,65,67,69,71,73,75,77,79
Vulnerability Gather data sampling: Mitigation; Microcode
Vulnerability Itlb multihit: KVM: Mitigation: VMX disabled
Vulnerability L1tf: Mitigation; PTE Inversion; VMX conditional cache flushes, SMT vulnerable
Vulnerability Mds: Mitigation; Clear CPU buffers; SMT vulnerable
Vulnerability Meltdown: Mitigation; PTI
Vulnerability Mmio stale data: Mitigation; Clear CPU buffers; SMT vulnerable
Vulnerability Reg file data sampling: Not affected
Vulnerability Retbleed: Mitigation; IBRS
Vulnerability Spec rstack overflow: Not affected
Vulnerability Spec store bypass: Mitigation; Speculative Store Bypass disabled via prctl
Vulnerability Spectre v1: Mitigation; usercopy/swapgs barriers and __user pointer sanitization
Vulnerability Spectre v2: Mitigation; IBRS; IBPB conditional; STIBP conditional; RSB filling; PBRSB-eIBRS Not affected; BHI Not affected
Vulnerability Srbds: Not affected
Vulnerability Tsx async abort: Mitigation; Clear CPU buffers; SMT vulnerable
Vulnerability Vmscape: Mitigation; IBPB before exit to userspace
Flags: fpu vme de pse tsc msr pae mce cx8 apic sep mtrr pge mca cmov pat pse36 clflush dts acpi mmx fxsr sse sse2 ss ht tm pbe syscall nx pdpe1gb rdtscp lm constant_tsc art arch_perfmon pebs bts rep_good nopl xtopology nonstop_tsc cpuid aperfmperf pni pclmulqdq dtes64 monitor ds_cpl vmx smx est tm2 ssse3 sdbg fma cx16 xtpr pdcm pcid dca sse4_1 sse4_2 x2apic movbe popcnt tsc_deadline_timer aes xsave avx f16c rdrand lahf_lm abm 3dnowprefetch cpuid_fault epb cat_l3 cdp_l3 invpcid_single pti intel_ppin ssbd mba ibrs ibpb stibp tpr_shadow vnmi flexpriority ept vpid ept_ad fsgsbase tsc_adjust bmi1 hle avx2 smep bmi2 erms invpcid rtm cqm mpx rdt_a avx512f avx512dq rdseed adx smap clflushopt clwb intel_pt avx512cd avx512bw avx512vl xsaveopt xsavec xgetbv1 xsaves cqm_llc cqm_occup_llc cqm_mbm_total cqm_mbm_local dtherm ida arat pln pts hwp hwp_act_window hwp_epp hwp_pkg_req pku ospke md_clear flush_l1d arch_capabilities

G++:
g++ (Ubuntu 9.4.0-1ubuntu1~20.04) 9.4.0
Copyright (C) 2019 Free Software Foundation, Inc.
This is free software; see the source for copying conditions. There is NO
warranty; not even for MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.

Clang:
clang version 10.0.0-4ubuntu1
Target: x86_64-pc-linux-gnu
Thread model: posix
InstalledDir: /usr/bin

SteveBronder · 2026-05-04T18:50:12Z

    if (ss.str().length() > 0)
      logger.info(ss);
-    values.insert(values.begin(), lp);
+    values.insert(values.begin(), {lp, 0});


Newton converges whenever the difference in lp is less than 1e-8. So why don't we just have an int ret = -1 at the beginning of the loop like in lbfgs so that whenever if (std::fabs(lp - lastlp) <= 1e-8) goes off we set it to 0 so we know that newton converged

Good suggestion, I've updated it to use the same numeric codes as lbfgs/bfgs for the two possible options (absolute tolerance reached and max iterations reached)

stan-buildbot · 2026-05-05T16:00:15Z

Name	Old Result	New Result	Ratio	Performance change( 1 - new / old )
gp_regr/gp_regr.stan	0.11	0.1	1.07	6.8% faster
gp_regr/gen_gp_data.stan	0.03	0.02	1.13	11.41% faster
arK/arK.stan	2.02	1.85	1.09	8.57% faster
eight_schools/eight_schools.stan	0.06	0.06	1.11	9.57% faster
low_dim_gauss_mix_collapse/low_dim_gauss_mix_collapse.stan	9.71	9.21	1.05	5.18% faster
pkpd/one_comp_mm_elim_abs.stan	21.29	20.34	1.05	4.47% faster
pkpd/sim_one_comp_mm_elim_abs.stan	0.27	0.26	1.04	3.95% faster
sir/sir.stan	78.74	75.47	1.04	4.15% faster
gp_pois_regr/gp_pois_regr.stan	3.38	2.94	1.15	13.02% faster
low_dim_gauss_mix/low_dim_gauss_mix.stan	2.99	2.79	1.07	6.68% faster
irt_2pl/irt_2pl.stan	5.32	4.52	1.18	14.98% faster
arma/arma.stan	0.37	0.33	1.12	10.89% faster
garch/garch.stan	0.54	0.46	1.18	15.27% faster
low_dim_corr_gauss/low_dim_corr_gauss.stan	0.01	0.01	1.08	7.69% faster
performance.compilation	239.93	227.06	1.06	5.36% faster
Mean result: 1.0951315416976397

Jenkins Console Log
Blue Ocean
Commit hash: e0729e1cdec40e8ec3da60b40b20a2cfc223fc94

Machine information

No LSB modules are available. Distributor ID: Ubuntu Description: Ubuntu 20.04.3 LTS Release: 20.04 Codename: focal

CPU:
Architecture: x86_64
CPU op-mode(s): 32-bit, 64-bit
Byte Order: Little Endian
Address sizes: 46 bits physical, 48 bits virtual
CPU(s): 80
On-line CPU(s) list: 0-79
Thread(s) per core: 2
Core(s) per socket: 20
Socket(s): 2
NUMA node(s): 2
Vendor ID: GenuineIntel
CPU family: 6
Model: 85
Model name: Intel(R) Xeon(R) Gold 6148 CPU @ 2.40GHz
Stepping: 4
CPU MHz: 3400.000
CPU max MHz: 3700.0000
CPU min MHz: 1000.0000
BogoMIPS: 4800.00
Virtualization: VT-x
L1d cache: 1.3 MiB
L1i cache: 1.3 MiB
L2 cache: 40 MiB
L3 cache: 55 MiB
NUMA node0 CPU(s): 0,2,4,6,8,10,12,14,16,18,20,22,24,26,28,30,32,34,36,38,40,42,44,46,48,50,52,54,56,58,60,62,64,66,68,70,72,74,76,78
NUMA node1 CPU(s): 1,3,5,7,9,11,13,15,17,19,21,23,25,27,29,31,33,35,37,39,41,43,45,47,49,51,53,55,57,59,61,63,65,67,69,71,73,75,77,79
Vulnerability Gather data sampling: Mitigation; Microcode
Vulnerability Itlb multihit: KVM: Mitigation: Split huge pages
Vulnerability L1tf: Mitigation; PTE Inversion; VMX conditional cache flushes, SMT vulnerable
Vulnerability Mds: Mitigation; Clear CPU buffers; SMT vulnerable
Vulnerability Meltdown: Mitigation; PTI
Vulnerability Mmio stale data: Mitigation; Clear CPU buffers; SMT vulnerable
Vulnerability Reg file data sampling: Not affected
Vulnerability Retbleed: Mitigation; IBRS
Vulnerability Spec rstack overflow: Not affected
Vulnerability Spec store bypass: Mitigation; Speculative Store Bypass disabled via prctl
Vulnerability Spectre v1: Mitigation; usercopy/swapgs barriers and __user pointer sanitization
Vulnerability Spectre v2: Mitigation; IBRS; IBPB conditional; STIBP conditional; RSB filling; PBRSB-eIBRS Not affected; BHI Not affected
Vulnerability Srbds: Not affected
Vulnerability Tsx async abort: Mitigation; Clear CPU buffers; SMT vulnerable
Vulnerability Vmscape: Mitigation; IBPB before exit to userspace
Flags: fpu vme de pse tsc msr pae mce cx8 apic sep mtrr pge mca cmov pat pse36 clflush dts acpi mmx fxsr sse sse2 ss ht tm pbe syscall nx pdpe1gb rdtscp lm constant_tsc art arch_perfmon pebs bts rep_good nopl xtopology nonstop_tsc cpuid aperfmperf pni pclmulqdq dtes64 monitor ds_cpl vmx smx est tm2 ssse3 sdbg fma cx16 xtpr pdcm pcid dca sse4_1 sse4_2 x2apic movbe popcnt tsc_deadline_timer aes xsave avx f16c rdrand lahf_lm abm 3dnowprefetch cpuid_fault epb cat_l3 cdp_l3 invpcid_single pti intel_ppin ssbd mba ibrs ibpb stibp tpr_shadow vnmi flexpriority ept vpid ept_ad fsgsbase tsc_adjust bmi1 hle avx2 smep bmi2 erms invpcid rtm cqm mpx rdt_a avx512f avx512dq rdseed adx smap clflushopt clwb intel_pt avx512cd avx512bw avx512vl xsaveopt xsavec xgetbv1 xsaves cqm_llc cqm_occup_llc cqm_mbm_total cqm_mbm_local dtherm ida arat pln pts hwp hwp_act_window hwp_epp hwp_pkg_req pku ospke md_clear flush_l1d arch_capabilities

G++:
g++ (Ubuntu 9.4.0-1ubuntu1~20.04) 9.4.0
Copyright (C) 2019 Free Software Foundation, Inc.
This is free software; see the source for copying conditions. There is NO
warranty; not even for MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.

Clang:
clang version 10.0.0-4ubuntu1
Target: x86_64-pc-linux-gnu
Thread model: posix
InstalledDir: /usr/bin

WardBrian added 3 commits April 16, 2026 11:16

Add note on termination condition to optimize output files

9af2213

Add optimizer status as extra output column

fcd8ac6

Update tests

1637d03

WardBrian added the i/o label Apr 16, 2026

WardBrian requested a review from SteveBronder April 16, 2026 16:23

WardBrian mentioned this pull request Apr 16, 2026

Optimize tests: don't assume number of algorithmic parameters in output stan-dev/cmdstan#1338

Merged

2 tasks

SteveBronder requested changes May 4, 2026

View reviewed changes

WardBrian added 2 commits May 4, 2026 14:52

Merge branch 'develop' into feat/optimization-log-convergence-output

82ea1a9

Add convergence information to Newton

c909bea

WardBrian requested a review from SteveBronder May 4, 2026 19:03

SteveBronder approved these changes May 4, 2026

View reviewed changes

WardBrian merged commit e5d7523 into develop May 5, 2026
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Add convergence information to optimization outputs#3379

Add convergence information to optimization outputs#3379
WardBrian merged 5 commits intodevelopfrom
feat/optimization-log-convergence-output

WardBrian commented Apr 16, 2026

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WardBrian commented Apr 16, 2026

Submission Checklist

Summary

Intended Effect

How to Verify

Side Effects

Documentation

Copyright and Licensing

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stan-buildbot commented Apr 16, 2026

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