I have tried to locally reproduce this but cannot.  I do not have AVX-512 on my machine.

 

Fortunately we dump CPU info on travis and lo and behold it has AVX-512.

 

*-cpu:0

       description: CPU

       product: Intel(R) Xeon(R) CPU

       vendor: Intel Corp.

       physical id: 1001

       bus info: cpu@0

       slot: CPU 1

       size: 2GHz

       capacity: 2GHz

       width: 64 bits

       capabilities: fpu fpu_exception wp vme de pse tsc msr pae mce cx8 apic sep mtrr pge mca cmov pat pse36 clflush mmx fxsr sse sse2 ss ht syscall nx pdpe1gb rdtscp x86-64 constant_tsc rep_good nopl xtopology nonstop_tsc cpuid tsc_known_freq pni pclmulqdq vmx ssse3 fma cx16 pcid sse4_1 sse4_2 x2apic movbe popcnt aes xsave avx f16c rdrand hypervisor lahf_lm abm 3dnowprefetch invpcid_single ssbd ibrs ibpb stibp ibrs_enhanced tpr_shadow flexpriority ept vpid fsgsbase tsc_adjust bmi1 hle avx2 smep bmi2 erms invpcid rtm mpx avx512f avx512dq rdseed adx smap clflushopt clwb avx512cd avx512bw avx512vl xsaveopt xsavec xgetbv1 xsaves arat avx512_vnni md_clear arch_capabilities

 

Sounds like the AVX-512 path is bugged.

 

Kevin

 

 

From: Sebastian Berg
Sent: Tuesday, February 18, 2020 3:42 PM
To: numpy-discussion@python.org
Subject: Re: [Numpy-discussion] recent changes in np.maximum.accumulate ?

 

On Tue, 2020-02-18 at 10:14 -0500, josef.p...@gmail.com wrote:

> I'm trying to track down test failures of statsmodels against recent

> master dev versions of numpy and scipy.

>

> The core computation is the following in one set of tests that fail

>

>         pvals_corrected_raw = pvals * np.arange(ntests, 0, -1)

>         pvals_corrected = np.maximum.accumulate(pvals_corrected_raw)

>

 

Hmmm, the two git hashes indicate few changes between the two versions

(mainly unicode related).

 

However, recently there was also the addition of AVX-512F loops to

maximum, so that seems like the most reasonable candidate (although I

am unsure it changed exactly between those versions, it is also more

complex maybe due to needing a machine that supports the instructions).

 

Some details about the input could be nice. But if this is all that is

as input, it sounds like it should be a contiguous array? I guess it

might include subnormal numbers or NaN?

 

Can you open an issue with some of those details if you have them?

 

- Sebastian

 

 

 

> this numpy version

> numpy-1.19.0.dev0%2B20200214184618_1f9ab28-cp38-cp38-

> manylinux2010_x86_64.whl

> is in the test run with failures (the first time statsmodel master

> failed)

>

> the previous version in the test runs didn't have these failures

>  numpy-1.19.0.dev0%2B20200212232857_af0dfce-cp38-cp38-

> manylinux1_x86_64.whl

>

>

> I'm right now just fishing for candidates for the failures. And I'm

> not running any dev versions on my computer.

>

> Were there any recent changes that affect np.maximum.accumulate?

>

> Josef

>

>

>

> _______________________________________________

> NumPy-Discussion mailing list

> NumPy-Discussion@python.org

> https://mail.python.org/mailman/listinfo/numpy-discussion

 

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