Few of questions on <offset= ... ,multiplier= ... >

I like this new feature as simplify the code a lot, however I have few doubts for which I could not find much information around.

  1. The combination <offset= ... ,multiplier= ... ><lower= .., upper = .. > seems to not be accepted. Is there anything I am missing?

  2. It would be great to be able to specify a vector for offset

vector<offset = vector[N] >[N] alpha

Is there any plan to integrate this?

The reason being that if I have a big model for third party execution of which 10K+ parameters (encoded as vector) have a value of roughly a known value I could avoid to waste the initial 50 iterations in order to find the scale

Would the second best thing be to set initial values?

  1. If I set offset to speed up adaptation, I imagine I don’t have to specify initial values, or this still plays a role?

  2. For variational inference is there anything to worry about in the use of <offset= … ,multiplier= … >?

For the first ones:

  1. That’s right. That’s not allowed (yet).
  2. Agreed. That would be great. I wanted to implement it but haven’t gotten around to it yet and am likely not going to be able to find the time soon. Hopefully, someone else will though!
  3. (I think) that’s right.
  4. I’m not entirely sure. You should probably ask @Bob_Carpenter.

Any updates on passing vectors as the value for the offset & multiplier?


It’s available as of 2.25, so you need cmdstanR and the like