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Model fitting speed ups #140

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Merged
James-Thorson merged 9 commits into from
Oct 7, 2026
Merged

Model fitting speed ups #140

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3a60c74
Speed up model fitting; see details
seananderson Sep 29, 2026
dda387c
Fix 2 unit tests
seananderson Sep 29, 2026
71ef695
Delete extra comment
seananderson Sep 29, 2026
9b89e91
Fix #141
seananderson Oct 2, 2026
3336e4d
Use sampled params for future with project(parm_var = TRUE)
seananderson Oct 3, 2026
3a1235e
Add nsim to project() and build TMB objects once across samples
seananderson Oct 3, 2026
8cdd288
Condition future epsilon on separate time and space precisions in pro…
seananderson Oct 3, 2026
8115946
Use report-only TMB objects in project()
seananderson Oct 3, 2026
deb8287
Pass full unmapped parameter lists to report objects in project()
seananderson Oct 5, 2026
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16 changes: 11 additions & 5 deletions R/fit.R
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Original file line number Diff line number Diff line change
Expand Up @@ -604,7 +604,7 @@ function( formula,

#
Aepsilon_zz = cbind(Atriplet$i, Atriplet$j, t_i[Atriplet$i], c_i[Atriplet$i])
which_Arows = which(apply( Aepsilon_zz, MARGIN=1, FUN=function(x) all(!is.na(x)) & any(x>0) ))
which_Arows = which( rowSums(is.na(Aepsilon_zz))==0 & rowSums(Aepsilon_zz>0, na.rm=TRUE)>0 )
which_Arows = which_Arows[ which(Atriplet$x[which_Arows] > 0) ]
if( (nrow(spacetime_term_ram$output$ram)==0) & (nrow(delta_spacetime_term_ram$output$ram)==0) ){
which_Arows = numeric(0)
Expand All @@ -614,7 +614,7 @@ function( formula,

#
Aomega_zz = cbind(Atriplet$i, Atriplet$j, c_i[Atriplet$i])
which_Arows = which(apply( Aomega_zz, MARGIN=1, FUN=function(x) all(!is.na(x)) ))
which_Arows = which( rowSums(is.na(Aomega_zz))==0 )
which_Arows = which_Arows[ which(Atriplet$x[which_Arows] > 0) ]
if( (nrow(space_term_ram$output$ram)==0) & (nrow(delta_space_term_ram$output$ram)==0) ){
which_Arows = numeric(0)
Expand Down Expand Up @@ -799,7 +799,8 @@ function( formula,
ifelse( control$gmrf_parameterization=="separable", 0, 1),
ifelse( isFALSE(control$get_rsr), 0, 1),
ifelse( isFALSE(control$extra_reporting), 0, 1),
0
0,
ifelse( isTRUE(control$update_weights), 1, 0)
)

# make dat
Expand Down Expand Up @@ -1307,6 +1308,9 @@ function( formula,
#' in the SPDE method when using \code{add_mesh_covariates}. The
#' default \code{barrier_stiffness = 0.01} is the value from Bakka et al.
#' 2019.
#' @param update_weights Whether to allow \code{weights_i} to be changed via
#' \code{obj$env$data} without re-taping (e.g., for stochastic gradient
#' descent). This slows down fitting for large datasets.
#'
#' @references
#' Bakka, H., Vanhatalo, J., Illian, J., Simpson, D., Rue, H. (2019). Non-stationary Gaussian models with physical barriers. Spatial Statistics, 29, 268-288. \doi{10.1016/j.spasta.2019.01.002}
Expand Down Expand Up @@ -1343,7 +1347,8 @@ function( opt_loops = 1,
extra_reporting = FALSE,
use_anisotropy = FALSE,
sar_adjacency = "queen",
barrier_stiffness = 0.01 ){
barrier_stiffness = 0.01,
update_weights = FALSE ){

gmrf_parameterization = match.arg(gmrf_parameterization)
#optimizer = match.arg(optimizer)
Expand Down Expand Up @@ -1383,7 +1388,8 @@ function( opt_loops = 1,
extra_reporting = extra_reporting,
use_anisotropy = use_anisotropy,
sar_adjacency = sar_adjacency,
barrier_stiffness = barrier_stiffness
barrier_stiffness = barrier_stiffness,
update_weights = update_weights
), class = "tinyVASTcontrol" )
}

Expand Down
4 changes: 2 additions & 2 deletions R/predict.R
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Original file line number Diff line number Diff line change
Expand Up @@ -629,7 +629,7 @@ function( object,

#
AepsilonG_zz = cbind(predAtriplet$i, predAtriplet$j, t_g[predAtriplet$i], c_g[predAtriplet$i])
which_Arows = which(apply( AepsilonG_zz, MARGIN=1, FUN=\(x) all(!is.na(x)) & any(x>0) ))
which_Arows = which( rowSums(is.na(AepsilonG_zz))==0 & rowSums(AepsilonG_zz>0, na.rm=TRUE)>0 )
which_Arows = which_Arows[ which(predAtriplet$x[which_Arows] > 0) ]
if( (nrow(object$internal$spacetime_term_ram$output$ram)==0) & (nrow(object$internal$delta_spacetime_term_ram$output$ram)==0) ){
which_Arows = numeric(0)
Expand All @@ -639,7 +639,7 @@ function( object,

#
AomegaG_zz = cbind(predAtriplet$i, predAtriplet$j, c_g[predAtriplet$i])
which_Arows = which(apply( AomegaG_zz, MARGIN=1, FUN=\(x) all(!is.na(x)) ))
which_Arows = which( rowSums(is.na(AomegaG_zz))==0 )
which_Arows = which_Arows[ which(predAtriplet$x[which_Arows] > 0) ]
if( (nrow(object$internal$space_term_ram$output$ram)==0) & (nrow(object$internal$delta_space_term_ram$output$ram)==0) ){
which_Arows = numeric(0)
Expand Down
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