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Feature/1149 pathfinder v2 #1155
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Initial commit; adds logic for Pathfinder. Current branch |
@mitzimorris you can fix the CI failure by changing |
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In general looks good, though I'd like to avoid using input/output arguments so much and just pairs/tuples/structs with the objects constructed in the function
…dev/cmdstan into feature/1149-pathfinder-v2
requested changes made. ready for re-re-re-review. |
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I’m happy with the changes, I’ll leave final review for @SteveBronder
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One optional comment but lgmt!!
current implementation of Pathfinder has default num_draws set to 2000. why? @bob-carpenter - opinion? defaults are set in file |
Our default for HMC produces 1000 warmup iterations and 1000 draws. That's why I suggested 1000 draws as the default number of Pathfinder draws. 1024 draws from the posterior would bring MCMC standard error down to about std-deviation / 32. But we're not even getting true posterior draws here and the importance ratios is a much better indicator of error than sample size. |
…dev/cmdstan into feature/1149-pathfinder-v2 cially if it merges an updated upstream into a topic branch.
I think we just need to fix the merge conflict and we are good to go! |
@syclik @WardBrian, @serban-nicusor-toptal - the issue here is boost::lexical_cast. proposed solution - update version of boost library? cf: stan-dev/math#2919 (comment) (at least, I think that's what the issue is - the CI logs have errors I don't understand) |
My proposed solution for this PR is just to merge - we know about the warning, and everything else passed as-is Re, updating boost: stan-dev/math#2856 |
Submisison Checklist
./runCmdStanTests.py src/test
Summary:
adds logic to CmdStan's
command
method and argument parser to handle calls to Pathfinder.Intended Effect:
expose Pathfinder.
How to Verify:
unit tests
Side Effects:
Documentation:
will be done in a separate PR
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): Columbia University
By submitting this pull request, the copyright holder is agreeing to license the submitted work under the following licenses: