Hi!
I’m trying to run a model using the stan function in rstan on my university’s supercomputer, and I was wondering if it’s normal that it keeps saying that the gradient evaluation took 0 seconds for each of my chains:
Chain 1: Gradient evaluation took 0 seconds
Chain 1: 1000 transitions using 10 leapfrog steps per transition would take 0 seconds.
I tried running the eight schools example model as a test, and for that model too, it says that the gradient evaluation took 0 seconds. This was the code that I used for that:
my_code <- '
data {
int<lower=0> J; // number of schools
real y[J]; // estimated treatment effects
real<lower=0> sigma[J]; // standard error of effect estimates
}
parameters {
real mu; // population treatment effect
real<lower=0> tau; // standard deviation in treatment effects
vector[J] eta; // unscaled deviation from mu by school
}
transformed parameters {
vector[J] theta = mu + tau * eta; // school treatment effects
}
model {
target += normal_lpdf(eta | 0, 1); // prior log-density
target += normal_lpdf(y | theta, sigma); // log-likelihood
}'
schools_dat <- list(J = 8,
y = c(28, 8, -3, 7, -1, 1, 18, 12),
sigma = c(15, 10, 16, 11, 9, 11, 10, 18))
fit <- stan(model_code = my_code, data = schools_dat)
When I run both my model and the eight schools model on my Mac, it gives me a non-zero value; it has never given me a zero value.
Basically, my question is: is it normal for it to say that the gradient evaluation took 0 seconds, or does that indicate a bigger problem?
I’m asking because I ran my model on the same small test dataset using both the supercomputer and my Mac. On my Mac, the maximum Rhat is equal to 1 and the minimum number of effective samples is greater than the cutoff that I specify, which is good. However, on the supercomputer, that is not the case, and it tries rerunning my model with more iterations, but it doesn’t look like that solves the problem (because it keeps trying to rerun the model with even more iterations), so I’m trying to understand why I’m getting different results using the supercomputer.