Specifying a maximum run time?


#1

Hi,

is there currently any way of specifying a maximum run time for sampling instead of only a number of iterations? I use stan on an HPC system and would like to sample as long as possible give a certain wall time. Since estimating run time based on a small pre-sample is quite shaky it would be extremely nice to be able to specify a maximum run time but I couldn’t find anything in that direction.
How do you implement sampling time constraints in practice (mainly working with brms now)?

Best,

Kevin


#2

No. I would start with a pretty short number of iterations, see how long it takes, and then if necessary scale the number of iterations up based on how much time you have.