Pystan, changing maximum treedepth

Modeling
1

For a current fit I need to adjust the maximum treedepth. I am using Pystan.
In the forum I found:

fit = sm.sampling(..., control=dict(max_treedepth=15))

This however yields me just another error “{‘json’: {‘control’: [‘Unknown field.’]}}”.
Thanks in advance.

2

Hi,

PyStan 3 follows similar names as CmdStan.

https://pystan.readthedocs.io/en/latest/reference.html#stan.model.Model.hmc_nuts_diag_e_adapt

Following should work.

posterior = stan.Model(data=data)
fit = posterior.sample(..., max_depth=11)

Read also upgrading guide in PyStan docs.

1 Like
3

Hi Ari,

Following on the same topic of using extra keywords in pystan 3.2

I’d like to get the output CSV file with samples, so that I can do some monitoring in realtime.

CmdStan specifies the use of " output file=XXX.csv". How can I specify this in pystan? I’ve tried different options without success.

Apologies if I’ve missed something obvious.

Thanks!
Jesus

4

There is no output csv file.

To do realtime things, you need to somehow edit pystan codebase so you have access to samples when they come in from httpstan.

5

Understood. Thanks for the prompt reply.

Cheers,
Jesus