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[Stan 2.34] expose sampler argument "save_metric" #713

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mitzimorris opened this issue Oct 28, 2023 · 3 comments
Open

[Stan 2.34] expose sampler argument "save_metric" #713

mitzimorris opened this issue Oct 28, 2023 · 3 comments
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method inputs Python objects to CmdStan inputs method outputs CmdStan outputs to Python objects

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@mitzimorris
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Summary:

Add functionality to save metric as JSON to CmdStanPy.

Description:

CmdStan PR stan-dev/cmdstan#1203 added new adaptive sampler argument save_metric. Make this available from CmdStanPy:

  • Expose adaptive sampler argument save_metric
  • Add methods to CmdStanMCMC to access the saved metric and stepsize.
  • Document use and use cases.

Current Version:

This will be available in 3.34

@mitzimorris mitzimorris added feature New feature or request method inputs Python objects to CmdStan inputs method outputs CmdStan outputs to Python objects and removed feature New feature or request labels Oct 28, 2023
@WardBrian WardBrian changed the title expose sampler argument "save_metric" [Stan 2.34] expose sampler argument "save_metric" Oct 30, 2023
@WardBrian
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Should we expose it, or just always enable it by default?

The files are never that large relative to the output csvs

@mitzimorris
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always enable by default. what are we doing with save_config? we should be consistent.

@WardBrian
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I think save_cmdstan_config will always be enabled if it is supported. Eventually I think it makes sense to move essentially all the config logic to reading that file and then ignore the comments in the output csvs entirely.

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Labels
method inputs Python objects to CmdStan inputs method outputs CmdStan outputs to Python objects
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