PyStan 3.0 is released

Announcements
1

The PyStan developers are happy to announce the release of PyStan 3.0. You can install PyStan from PyPI.

PyStan 3 makes numerous backwards-incompatible changes and requires Python 3.7 or higher running on Linux or macOS.

PyStan 3 is a complete rewrite. One motivation for the rewrite was to create a version of PyStan which would be easy to update when a new Stan version appeared. New releases of PyStan should appear within 48 hours of new Stan releases. PyStan 3.0 uses Stan 2.26.1, the most recent version of Stan available.

If you haven’t been following the development of PyStan 3, you may wish to read “Upgrading to 3.0”. A brief summary of that document appears below.

We want to thank everyone who contributed code to this release and everyone who filed bugs during the beta and release candidate periods.

Summary of Changes in PyStan 3

The PyStan interface has changed in several ways. One obvious change is that variable naming practices in PyStan now match those used in CmdStan. A full description of changes appears in “Upgrading to 3.0”.

Most of the user-facing changes are minor.

Here’s how we draw from the posterior distribution in the Eight Schools Model using the new PyStan 3:

import stan

schools_code = """data { ..."""
schools_data = {'J': 8, ... }

posterior = stan.build(schools_code, data=schools_data, random_seed=1)
fit = posterior.sample(num_chains=4, num_samples=1000)
fit["eta"]  # array with shape (8, 4000)

Compare this with the old PyStan 2 version:

import pystan

schools_code = """data { ..."""
schools_data = {'J': 8, ... }

sm = pystan.StanModel(model_code=schools_code)
fit = sm.sampling(data=schools_data, iter=1000, chains=4, seed=1)
fit.extract()["eta"]  # array with shape (2000, 8)

Complete documentation for PyStan is available at https://pystan.readthedocs.io.

Developer-facing changes

  • All code involving calls to Stan C++ functions has been placed in a new package, httpstan. PyStan is now a “frontend” for httpstan. This design allows developers to quickly make and test improvements to the user interface. Such changes do not require re-compiling any C++ code.
  • A plugin system has been added. The behavior of PyStan 3 should be easy to customize.
  • PyStan 3 is simpler than PyStan 2. With all of httpstan counted as part of PyStan 3, PyStan 3 uses 58% fewer lines of code than PyStan 2. As a result, PyStan should be easier to maintain. Contributors will also find that the code is easier to read.
  • PyStan 3 emphasizes simplicity and maintainability. This emphasis makes it easier to keep PyStan in sync with new releases of the Stan library. This emphasis potentially comes at the cost of user-friendliness and features.
  • License is now ISC. Previously GPL3 was used.

Acknowledgements

  • Many thanks to Ben Goodrich (@bgoodri). The PyStan 3 API follows recommendations set forth in “User Interface Guidelines for Developers”. Ben deserves credit for all the good ideas in the document.
  • Thanks to Jiale Zhi (@calio on GitHub) for donating the “stan” package on PyPI. Users who attempt to pip install stan will be told that they should install pystan instead.
10 Likes
2

Wow, these are great news!

3

Does this mean that one has to recompile the model each time they want to test it with a different dataset? Is that right? What’s the reason for that change?

4

Yes.

To module that is compiled, will be cached, so we are talking ms resolution here.

5

How do you reference a .stan file instead of a string? I.e. equivalent of the file= argument in StanModel? Thx

6

Read file in memory

with open(path) as f:
    program_code = f.read()
1 Like
7

Thanks for your great work!

Are there plans to incorporate some of the missing features, like the MLE optimizers, in the near future?