Get intermediate results in pystan


#1

Hi,
I am relatively new to Stan. Say, I am running Stan with 10000 iterations, is it possible to print results in intermediate stages(like iterations: 500, 1000, …etc.). Or is it possible to know how many iterations are enough for the sampling algorithm to converge?


#2

Currently, without touching C++ code answer is no. (At least I can’t think a way to do it)

In future, maybe. When it is possible to continue sampling from the previous state. (Or I have misunderstood the concept behind mass matrix initialization https://github.com/stan-dev/pystan/issues/505)

There has been some discussion the discourse should one do that, but can’t find it right now.


#3

So, the only way to do it would be to run it multiple times with different iterations?


#4

Basically yes.

PyStan 3 / httpstan might change this (intermediate results)

cc @ariddell