get_inits is not working correctly for the output of vb on at least one of the example models. A simple script that reproduces the problem is below. Note that the output of get_inits has the wrong dimension for sigma, and cannot be passed to unconstrain_pars, whereas the same commands work for ordinary sampling.
library(rstan)
options(mc.cores=4)
rstan_options(auto_write=TRUE)
# In example-models/ARM/Ch.17 on your local computer
setwd("/home/rgiordan/Documents/git_repos/example-models/ARM/Ch.17")
model <- stan_model("17.4_multilevel_logistic.stan")
# Load the data and hyperparameters.
stan_data <- new.env()
source("17.4_multilevel_logistic.data.R", local=stan_data)
stan_data <- as.list(stan_data)
num_samples <- 1000
chains <- 1
sampling_result <- sampling(model, data=stan_data, chains=chains, iter=num_samples)
advi_result <- vb(model, data=stan_data, iter=num_samples)
draw_list <- get_inits(sampling_result, iter=1)[[1]]
length(draw_list$sigma) # should be 1, and is 1
unconstrain_pars(sampling_result, draw_list) # Works as expected
vb_draw_list <- get_inits(advi_result, iter=1)
length(vb_draw_list$sigma) # should be 1, and is 93
unconstrain_pars(advi_result, vb_draw_list) # fails with the message:
# Error in object@.MISC$stan_fit_instance$unconstrain_pars(pars) :
# mismatch in number dimensions declared and found in context; processing stage=initialization; variable
# name=sigma; dims declared=(); dims found=(93)
Operating System: Ubuntu 16.04
Interface Version: 2.17.3
Output of writeLines(readLines(file.path(Sys.getenv(“HOME”), “.R/Makevars”))):
This file doesn’t exist.
cannot open file ‘/home/rgiordan/.R/Makevars’: No such file or directory
Output of devtools::session_info("rstan”):
Session info ------------------------------------------------------------------
setting value
version R version 3.4.4 (2018-03-15)
system x86_64, linux-gnu
ui X11
language en_US
collate en_US.UTF-8
tz America/Los_Angeles
date 2018-04-10
Packages ----------------------------------------------------------------------
package * version date source
assertthat 0.2.0 2017-04-11 CRAN (R 3.4.1)
BH 1.66.0-1 2018-02-13 cran (@1.66.0-)
cli 1.0.0 2017-11-05 CRAN (R 3.4.3)
colorspace 1.3-2 2016-12-14 CRAN (R 3.4.1)
crayon 1.3.4 2017-09-16 CRAN (R 3.4.2)
dichromat 2.0-0 2013-01-24 CRAN (R 3.4.1)
digest 0.6.12 2017-01-27 CRAN (R 3.4.2)
ggplot2 * 2.2.1 2016-12-30 CRAN (R 3.4.1)
graphics * 3.4.4 2018-03-16 local
grDevices * 3.4.4 2018-03-16 local
grid 3.4.4 2018-03-16 local
gridExtra 2.3 2017-09-09 CRAN (R 3.4.1)
gtable 0.2.0 2016-02-26 CRAN (R 3.4.1)
inline 0.3.14 2015-04-13 CRAN (R 3.4.1)
labeling 0.3 2014-08-23 CRAN (R 3.4.1)
lattice 0.20-35 2017-03-25 CRAN (R 3.4.1)
lazyeval 0.2.0 2016-06-12 CRAN (R 3.4.1)
magrittr 1.5 2014-11-22 CRAN (R 3.4.1)
MASS 7.3-47 2017-04-21 CRAN (R 3.4.1)
Matrix 1.2-11 2017-08-16 CRAN (R 3.4.1)
methods * 3.4.4 2018-03-16 local
munsell 0.4.3 2016-02-13 CRAN (R 3.4.1)
pillar 1.0.1 2017-11-27 CRAN (R 3.4.3)
plyr 1.8.4 2016-06-08 CRAN (R 3.4.1)
R6 2.2.2 2017-06-17 CRAN (R 3.4.1)
RColorBrewer 1.1-2 2014-12-07 CRAN (R 3.4.1)
Rcpp 0.12.15 2018-01-20 cran (@0.12.15)
RcppEigen 0.3.3.4.0 2018-02-07 cran (@0.3.3.4)
reshape2 1.4.3 2017-12-11 cran (@1.4.3)
rlang 0.1.6 2017-12-21 CRAN (R 3.4.3)
rstan * 2.17.3 2018-01-20 cran (@2.17.3)
scales 0.5.0 2017-08-24 CRAN (R 3.4.1)
StanHeaders * 2.17.2 2018-01-20 cran (@2.17.2)
stats * 3.4.4 2018-03-16 local
stats4 3.4.4 2018-03-16 local
stringi 1.1.5 2017-04-07 CRAN (R 3.4.1)
stringr 1.2.0 2017-02-18 CRAN (R 3.4.1)
tibble 1.4.1 2017-12-25 CRAN (R 3.4.3)
tools 3.4.4 2018-03-16 local
utf8 1.1.3 2018-01-03 CRAN (R 3.4.3)
utils * 3.4.4 2018-03-16 local
viridisLite 0.2.0 2017-03-24 CRAN (R 3.4.1)