Replace boost/random with stdlib random

[andrjohns]

Submission Checklist

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

Summary

Replaces all boost/random usages (distribution variate generators) with their stdlib <random> equivalents. This doesn't touch the mixmax RNG usage.

A big side-effect here is that results will be slightly different for the same seed (several test values also updated because of this)

Intended Effect

Reduce Boost dependency footprint

How to Verify

Side Effects

Results for existing seeds will no longer match

Documentation

N/A

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): Andrew Johnson

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]

---

Name	Old Result	New Result	Ratio	Performance change( 1 - new / old )
gp_regr/gp_regr.stan	0.11	0.11	1.01	0.5% faster
gp_regr/gen_gp_data.stan	0.02	0.03	0.98	-1.79% slower
arK/arK.stan	1.65	1.71	0.96	-3.74% slower
eight_schools/eight_schools.stan	0.06	0.05	1.17	14.89% faster
low_dim_gauss_mix_collapse/low_dim_gauss_mix_collapse.stan	8.86	9.18	0.97	-3.61% slower
pkpd/one_comp_mm_elim_abs.stan	20.57	18.18	1.13	11.62% faster
pkpd/sim_one_comp_mm_elim_abs.stan	0.26	0.26	0.99	-1.04% slower
sir/sir.stan	71.58	81.27	0.88	-13.53% slower
gp_pois_regr/gp_pois_regr.stan	2.58	2.8	0.92	-8.74% slower
low_dim_gauss_mix/low_dim_gauss_mix.stan	2.96	3.2	0.93	-8.03% slower
irt_2pl/irt_2pl.stan	5.95	5.92	1.01	0.63% faster
arma/arma.stan	0.34	0.3	1.15	12.99% faster
garch/garch.stan	0.53	0.46	1.13	11.89% faster
low_dim_corr_gauss/low_dim_corr_gauss.stan	0.01	0.01	1.0	-0.44% slower
performance.compilation	279.23	281.15	0.99	-0.69% slower
Mean result: 1.0145450945167227

---

Jenkins Console Log
Blue Ocean
Commit hash: 53b05f515233eacd215228b863f6706ec835030e

---

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: 3393.864
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

[stan-buildbot]

---

Name	Old Result	New Result	Ratio	Performance change( 1 - new / old )
gp_regr/gp_regr.stan	0.11	0.09	1.12	10.65% faster
gp_regr/gen_gp_data.stan	0.02	0.02	1.07	6.43% faster
arK/arK.stan	1.63	1.57	1.04	3.74% faster
eight_schools/eight_schools.stan	0.06	0.05	1.28	21.87% faster
low_dim_gauss_mix_collapse/low_dim_gauss_mix_collapse.stan	8.61	8.77	0.98	-1.78% slower
pkpd/one_comp_mm_elim_abs.stan	19.94	17.03	1.17	14.6% faster
pkpd/sim_one_comp_mm_elim_abs.stan	0.25	0.24	1.04	3.88% faster
sir/sir.stan	70.89	70.92	1.0	-0.04% slower
gp_pois_regr/gp_pois_regr.stan	2.32	2.28	1.02	1.52% faster
low_dim_gauss_mix/low_dim_gauss_mix.stan	2.81	2.89	0.97	-2.99% slower
irt_2pl/irt_2pl.stan	5.13	4.27	1.2	16.74% faster
arma/arma.stan	0.3	0.26	1.16	13.51% faster
garch/garch.stan	0.46	0.4	1.15	13.03% faster
low_dim_corr_gauss/low_dim_corr_gauss.stan	0.01	0.01	1.09	8.66% faster
performance.compilation	271.82	265.55	1.02	2.31% faster
Mean result: 1.0874708546387757

---

Jenkins Console Log
Blue Ocean
Commit hash: dbdc44b92c66574742629bf404057b3c7ba6f954

---

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]

@andrjohns this has been failing on develop: https://jenkins.flatironinstitute.org/blue/organizations/jenkins/Stan%2FStan/detail/develop/419/pipeline

it looks like maybe the std rngs aren’t really as cross-platform?

[andrjohns]

@andrjohns this has been failing on develop: https://jenkins.flatironinstitute.org/blue/organizations/jenkins/Stan%2FStan/detail/develop/419/pipeline

it looks like maybe the std rngs aren’t really as cross-platform?

Oh bizarre. I'll see if I can reproduce on mac and see where it's coming from

[WardBrian]

@andrjohns since it's blocking downstream CI, thoughts on reverting while you explore?

[andrjohns]

@andrjohns since it's blocking downstream CI, thoughts on reverting while you explore?

No objections from me!

[andrjohns]

Ah, this is a wrinkle. Looks like there's no guarantee that the random distributions will be identical between compilers.

• std::normal_distribution: g++
• std::normal_distribution: clang++

[WardBrian]

Classic C++ "standardization"

[andrjohns]

I think we still have an option though. Boost's uniform_01 just uses the standard approach for uint64 RNGs:

double factor = 1.0 / (double(rng.max() - rng.min()) + 1.0);
double result = 1;
while (result >= 1) {
  result = double(rng() - rng.min()) * factor;
}

Then we can use the boost::math quantile functions for the target distributions