Loo moment matching not working

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Hi @jonah,

I tried using the moment matching command in the loo() function, but two things happened that left me LOO-less:

  • With moment_match = T, R used up as much RAM as it could get ahold of. I tried running a smaller Wiener model on my computer than the ones I’m running full-bore (i.e., less chains and iterations), and with my 32 GB it froze my computer in minutes! When I tried to get the LOO using my universities cluster computer (Linux SLURM), it got to using 300-700 GB of RAM (depending on the model), which is insane and the jobs were killed by the admin before they could finish.
  • Running the loo() function with moment matching on the cluster computer also gave me the error Error: 'r_eff' must have one value per observation. which I assume is because the script was stopped prematurely… or is it this because the models had multiple chains and I can only use the moment-matched loo() with one chain in the model? I think a similar issue was reported HERE, but that seems to be an issue with Windows, not Linux.

Any help is greatly appreciated!

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