Preview of next version of PyStan

pystan

#1

There’s a PyStan 3 alpha available. It’s not ready for general use. It works well enough for me that I’m going to start using it for my day-to-day work. You can install the alpha release on most systems with python3 -m pip -pre install pystan. (No Windows support yet.)

I’d appreciate some help with the following items:

  • Try out eight schools and confirm things work on your machine.
  • Try out the new API and propose changes. The “spec” for the new API (which covers RStan and PyStan) is on the stan-dev wiki.

What’s new in PyStan 3

PyStan 3 is a rewrite. There’s a new user-facing API. Models and fits are automatically cached. Python 3.6 and higher is supported. The code has been simplified, making contributing more inviting.

User-facing changes

  • New interface.
  • Automatic caching of Stan models and fits.
  • Uses the same argument names as CmdStan (e.g., num_samples, num_warmup).
  • -DSTAN_THREADS by default.
  • Python 3.6+.

Developer-facing changes

  • Easier to maintain. 60% fewer lines of code.
  • Split into “front-end” and “back-end” packages, pystan and httpstan.
  • pystan is pure-Python, enabling faster development. (Running tests is ~80% faster.)
  • httpstan calls Stan C++ services functions and returns raw output.
  • ISC license.

#2

Would it be possible to call it “pystan3” so it can coexist with the current pystan?


#3

The plan is that PyStan 3.x will replace PyStan 2. PyStan 2.x will no
longer be maintained after PyStan 3 is stable.

If you have a project that needs a specific version of PyStan you can
always install a specific version using pip.


#4

I really meant to ask whether it could have a different name only during the current alpha/beta period when we may want to experiment with the new version but still use the old one for production code. Of course it’s possible to just set up virtualenv but (to me) separate names seems more straightforward.


#5

Cool! And thanks for releasing a beta—we haven’t done enough of that in the past for big changes.

I see two alternatives on naming:

  • change name of the package to PyHttpStan or something so there’s no conflict

  • leave name the same and change version number—that has to be PyStan 3 to follow semantic versioning if it doesn’t have the same interface as the current PyStan

Option 2 might get confusing as PyStan 3 will come out ahead of Stan 3 (when we remove deprecared language features and make other backward compatibility breaking changes).


#6

You need to be careful with turning on STAN_THREADS by default:

  • The RTools 4.9.3 compiler on Windows will compile Stan models, but the resulting model will just crash
  • You get ~20% performance penalty on average

(but we hopefully get all those points out of the way soon if we can settle on all details as it may have side-effects)


#7

Thanks! We’re monitoring a Windows mingw crash issue here: https://github.com/stan-dev/httpstan/pull/142 . Perhaps it’s the same thing. We do have things working with Windows clang, I believe.

We are seeing the performance hit. I hope you’ll manage to fix it. :) I’ve been following the relevant PRs/issues.