Update log1p_exp usage

Author: andrjohns

stan/math/opencl/kernel_generator/elt_function_cl.hpp

@@ -298,6 +298,7 @@ ADD_UNARY_FUNCTION_WITH_INCLUDES(digamma,
                                  opencl_kernels::digamma_device_function)
 ADD_UNARY_FUNCTION_WITH_INCLUDES(log1m, opencl_kernels::log1m_device_function)
 ADD_UNARY_FUNCTION_WITH_INCLUDES(log_inv_logit,
+                                 opencl_kernels::log1p_exp_device_function,
                                  opencl_kernels::log_inv_logit_device_function)
 ADD_UNARY_FUNCTION_WITH_INCLUDES(log1m_exp,
                                  opencl_kernels::log1m_exp_device_function)
@@ -316,8 +317,9 @@ ADD_UNARY_FUNCTION_WITH_INCLUDES(Phi_approx,
 ADD_UNARY_FUNCTION_WITH_INCLUDES(inv_Phi, opencl_kernels::log1m_device_function,
                                  opencl_kernels::phi_device_function,
                                  opencl_kernels::inv_phi_device_function)
-ADD_UNARY_FUNCTION_WITH_INCLUDES(
-    log1m_inv_logit, opencl_kernels::log1m_inv_logit_device_function)
+ADD_UNARY_FUNCTION_WITH_INCLUDES(log1m_inv_logit, 
+                                 opencl_kernels::log1p_exp_device_function,
+                                 opencl_kernels::log1m_inv_logit_device_function)
 ADD_UNARY_FUNCTION_WITH_INCLUDES(trigamma,
                                  opencl_kernels::trigamma_device_function)
 ADD_UNARY_FUNCTION_WITH_INCLUDES(

stan/math/opencl/kernels/device_functions/log1m_inv_logit.hpp

@@ -40,9 +40,9 @@ static const char* log1m_inv_logit_device_function
           */
           inline double log1m_inv_logit(double x) {
             if (x > 0.0) {
-              return -x - log1p(exp(-x));  // prevent underflow
+              return -x - log1p_exp(-x);  // prevent underflow
             }
-            return -log1p(exp(x));
+            return -log1p_exp(x);
           }
           // \cond
           ) "\n#endif\n";  // NOLINT

stan/math/opencl/kernels/device_functions/log_inv_logit.hpp

@@ -27,9 +27,9 @@ static const char* log_inv_logit_device_function
            */
           double log_inv_logit(double x) {
             if (x < 0.0) {
-              return x - log1p(exp(x));  // prevent underflow
+              return x - log1p_exp(x);  // prevent underflow
             }
-            return -log1p(exp(-x));
+            return -log1p_exp(-x);
           }
           // \cond
           ) "\n#endif\n";  // NOLINT

stan/math/opencl/prim/logistic_lpdf.hpp

@@ -7,6 +7,7 @@
 #include <stan/math/prim/meta.hpp>
 #include <stan/math/prim/err.hpp>
 #include <stan/math/prim/fun/digamma.hpp>
+#include <stan/math/prim/fun/log1p_exp.hpp>
 #include <stan/math/prim/fun/lgamma.hpp>
 #include <stan/math/prim/fun/max_size.hpp>
 #include <stan/math/prim/functor/partials_propagator.hpp>
@@ -75,7 +76,7 @@ return_type_t<T_y_cl, T_loc_cl, T_scale_cl> logistic_lpdf(
   auto y_minus_mu = y_val - mu_val;
   auto y_minus_mu_div_sigma = elt_multiply(y_minus_mu, inv_sigma);
 
-  auto logp1 = -y_minus_mu_div_sigma - 2.0 * log1p(exp(-y_minus_mu_div_sigma));
+  auto logp1 = -y_minus_mu_div_sigma - 2.0 * log1p_exp(-y_minus_mu_div_sigma);
   auto logp_expr
       = colwise_sum(static_select<include_summand<propto, T_scale_cl>::value>(
           logp1 - log(sigma_val), logp1));

stan/math/prim/fun/log1m_inv_logit.hpp

@@ -3,7 +3,7 @@
 
 #include <stan/math/prim/meta.hpp>
 #include <stan/math/prim/fun/exp.hpp>
-#include <stan/math/prim/fun/log1p.hpp>
+#include <stan/math/prim/fun/log1p_exp.hpp>
 #include <stan/math/prim/functor/apply_scalar_unary.hpp>
 #include <cmath>
 
@@ -36,9 +36,9 @@ namespace math {
 inline double log1m_inv_logit(double u) {
   using std::exp;
   if (u > 0.0) {
-    return -u - log1p(exp(-u));  // prevent underflow
+    return -u - log1p_exp(-u);  // prevent underflow
   }
-  return -log1p(exp(u));
+  return -log1p_exp(u);
 }
 
 /**

stan/math/prim/fun/log_inv_logit.hpp

@@ -3,7 +3,7 @@
 
 #include <stan/math/prim/meta.hpp>
 #include <stan/math/prim/fun/exp.hpp>
-#include <stan/math/prim/fun/log1p.hpp>
+#include <stan/math/prim/fun/log1p_exp.hpp>
 #include <stan/math/prim/functor/apply_scalar_unary.hpp>
 #include <cmath>
 
@@ -34,9 +34,9 @@ namespace math {
 inline double log_inv_logit(double u) {
   using std::exp;
   if (u < 0.0) {
-    return u - log1p(exp(u));  // prevent underflow
+    return u - log1p_exp(u);  // prevent underflow
   }
-  return -log1p(exp(-u));
+  return -log1p_exp(-u);
 }
 
 /**

stan/math/prim/prob/logistic_lpdf.hpp

@@ -9,6 +9,7 @@
 #include <stan/math/prim/fun/exp.hpp>
 #include <stan/math/prim/fun/log.hpp>
 #include <stan/math/prim/fun/log1p.hpp>
+#include <stan/math/prim/fun/log1p_exp.hpp>
 #include <stan/math/prim/fun/max_size.hpp>
 #include <stan/math/prim/fun/size.hpp>
 #include <stan/math/prim/fun/size_zero.hpp>
@@ -63,7 +64,7 @@ return_type_t<T_y, T_loc, T_scale> logistic_lpdf(const T_y& y, const T_loc& mu,
 
   size_t N = max_size(y, mu, sigma);
   T_partials_return logp = -sum(y_minus_mu_div_sigma)
-                           - 2.0 * sum(log1p(exp(-y_minus_mu_div_sigma)));
+                           - 2.0 * sum(log1p_exp(-y_minus_mu_div_sigma));
   if (include_summand<propto, T_scale>::value) {
     logp -= sum(log(sigma_val)) * N / math::size(sigma);
   }

stan/math/prim/prob/neg_binomial_2_log_glm_lpmf.hpp

@@ -10,6 +10,7 @@
 #include <stan/math/prim/fun/exp.hpp>
 #include <stan/math/prim/fun/lgamma.hpp>
 #include <stan/math/prim/fun/log.hpp>
+#include <stan/math/prim/fun/log1p_exp.hpp>
 #include <stan/math/prim/fun/multiply_log.hpp>
 #include <stan/math/prim/fun/scalar_seq_view.hpp>
 #include <stan/math/prim/fun/size.hpp>
@@ -153,8 +154,8 @@ return_type_t<T_x, T_alpha, T_beta, T_precision> neg_binomial_2_log_glm_lpmf(
   T_precision_val log_phi = log(phi_arr);
   Array<T_partials_return, Dynamic, 1> logsumexp_theta_logphi
       = (theta > log_phi)
-            .select(theta + log1p(exp(log_phi - theta)),
-                    log_phi + log1p(exp(theta - log_phi)));
+            .select(theta + log1p_exp(log_phi - theta),
+                    log_phi + log1p_exp(theta - log_phi));
 
   T_sum_val y_plus_phi = y_arr + phi_arr;