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fix ordered_logistic higher order ad#3327

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avehtari merged 2 commits into
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fix/ordered-logistic-higher-order-ad
May 26, 2026
Merged

fix ordered_logistic higher order ad#3327
avehtari merged 2 commits into
developfrom
fix/ordered-logistic-higher-order-ad

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@avehtari avehtari commented May 22, 2026 •
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Summary

This came up in a Stan model using laplace_marginal. There is a bug in ordered_logistic_lpmf and ordered_logistic_glm_lpmf higher order autodiff.

Root cause: exp(-cut1) and exp(cut1) materializations in the partials block pushed orphan vari with val == +∞ onto the autodiff stack when y == K (cut1 = −∞) or y == 1 (cut2 = +∞). Eigen::select short-circuits at the value level (so the value path was fine), but stan::math::grad() walks every vari and runs exp_vari::chain(): a.adj() += vi.adj() * vi.val() → 0 * ∞ = NaN whenever a tangent seed is 0 (the typical pattern in laplace_likelihood::compute_s2). The NaN landed on the val-side adjoint chain, which Laplace reads and returns.

Fix: Replace exp(-cut1) / exp(cut1) with (-cut1.abs()).exp() (always in (0, 1]) and rewrite the select branches to use it for both inv_logit(−cut1) and inv_logit(−cut2). This matches the existing idiom already used 8 lines above in the value computation (m_log_1p_exp_cut1) — so it's stylistically consistent with the rest of the file.

Tests

  • mix/prob/ordered_logistic_test.cpp — 9 tests pass (6 existing + 3 new). Stashing the fix reproduces 2 of the 3 new tests failing (the third is a value/gradient consistency test that always passes), confirming the new tests catch the bug.
  • mix/prob/ordered_logistic_glm_lpmf_test.cpp — 2 tests pass (1 existing + 1 new).
  • rev/prob/ordered_logistic_test.cpp, prim/prob/ordered_logistic_test.cpp, rev/prob/ordered_logistic_glm_lpmf_test.cpp — all 21 tests pass (no first-order AD regression).
  • End-to-end cmdstan reproducer: all three variants in test_ordered_logistic_laplace_bug.stan now give −6.10 for Y_with_top and −6.28 for Y_no_top. Built-in ll_builtin_top is no longer NaN.

Release notes

Fixed a bug in ordered_logistic_lpmf and ordered_logistic_glm_lpmf higher order autodiff.

Checklist

  • Copyright holder: (fill in copyright holder information)

Stan Development Team. The fix is copying copying existing working code from another distribution, that is, no creativity in the new code.

By submitting this pull request, the copyright holder is agreeing to the 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/)

  • the basic tests are passing

    • unit tests pass (to run, use: ./runTests.py test/unit)
    • header checks pass, (make test-headers)
    • dependencies checks pass, (make test-math-dependencies)
    • docs build, (make doxygen)
    • code passes the built in C++ standards checks (make cpplint)

  • the code is written in idiomatic C++ and changes are documented in the doxygen

  • the new changes are tested

AI Use Disclosure

The bug fix and tests was made using Claude AI Agent. The bug fix follows exactly the working code a few lines above.

@avehtari avehtari requested review from WardBrian and Copilot and removed request for Copilot May 22, 2026 07:05
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avehtari commented May 22, 2026 •
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I tried to click tiny cogwheel to ask @WardBrian to review, but accidentally clicked copilot just below the cogwheel and I don't see how can I stop it from reviewing. EDIT: found where to cancel the copilot review

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avehtari commented May 22, 2026

I also checked that the ordered_logistic lpmfs are the only distribution functions where this bug-inducing combination occurs.

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stan-buildbot commented May 22, 2026

Name Old Result New Result Ratio Performance change( 1 - new / old )
gp_regr/gp_regr.stan 0.1 0.09 1.04 3.47% faster
gp_regr/gen_gp_data.stan 0.02 0.02 1.05 4.35% faster
arK/arK.stan 1.84 1.8 1.02 2.14% faster
eight_schools/eight_schools.stan 0.06 0.06 1.01 1.29% faster
low_dim_gauss_mix_collapse/low_dim_gauss_mix_collapse.stan 9.05 8.85 1.02 2.18% faster
pkpd/one_comp_mm_elim_abs.stan 20.22 19.8 1.02 2.12% faster
pkpd/sim_one_comp_mm_elim_abs.stan 0.26 0.25 1.03 3.32% faster
sir/sir.stan 73.22 70.44 1.04 3.8% faster
gp_pois_regr/gp_pois_regr.stan 3.04 2.8 1.09 7.92% faster
low_dim_gauss_mix/low_dim_gauss_mix.stan 2.87 2.71 1.06 5.56% faster
irt_2pl/irt_2pl.stan 4.41 4.13 1.07 6.33% faster
arma/arma.stan 0.31 0.28 1.09 7.95% faster
garch/garch.stan 0.46 0.44 1.05 4.33% faster
low_dim_corr_gauss/low_dim_corr_gauss.stan 0.01 0.01 1.01 0.61% faster
performance.compilation 237.32 232.79 1.02 1.91% faster
Mean result: 1.0402599991654544

Jenkins Console Log
Blue Ocean
Commit hash: 0580b93db3f3f49eae90726763586b509a4cec3e

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: 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
WardBrian approved these changes May 26, 2026
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Looks good to me. I confirmed the added tests fail without these changes, and the code matches the pattern used earlier to compute the primal

@avehtari avehtari merged commit 123176d into develop May 26, 2026
34 checks passed
@WardBrian WardBrian deleted the fix/ordered-logistic-higher-order-ad branch May 26, 2026 16:07
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@avehtari @stan-buildbot @WardBrian