Hi everyone.
Basically, I am new to Pystan, I used to work with Rstan. In R stan this was easy:
...,control = list(adapt_delta = 0.999, stepsize = 0.001, max_treedepth = 12)
It was also easy on the previous versions of Pystan, however, I can’t find any note of how to change adapt_delta on the API guide of Pystan 3.9.1. https://pystan.readthedocs.io/en/latest/reference.html
Any help would be greatly appreciated.
if you’re new to PyStan, may I recommend using CmdStanPy instead?
It supports everything in the latest Stan release, including cool stuff like Pathfinder.
https://mc-stan.org/cmdstanpy/
In CmdStanPy, you instantiate a model, then invoke the sample
method, which does indeed allow for adapt_delta: API Reference — CmdStanPy 1.2.2 documentation
examples here: MCMC Sampling — CmdStanPy 1.2.2 documentation
and here: Using Variational Estimates to Initialize the NUTS-HMC Sampler — CmdStanPy 1.2.2 documentation
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Thank you so much for all the examples and links in such a short notice, yes, after so much searching, switching to CmdStanPy seems to be the easier option.
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