Operating System: Windows 10 and Ubuntu 16.04 CmdStan Version: 2.22.1 Compiler/Toolkit: Rtools 3.5 (For Windows 10) R version: 3.5.3(Windows 10) and 3.6.1 (Ubuntu 16.04) Problem description : My code runs perfectly for 1000 instances while using CmdStan but when I run for 10, 000 instances it is …

Is having so many parameters causing memory issues ? For a noob like me, can you please give some advice if I should look at MPI for parallelizing or try and send data in chunks of 1000 instances?

when you fit this model to 1000 items, do the answers make sense? I didn’t look at your model very closely, but I suspect that there’s a fundamental misspecification - if so, this isn’t something you can parallelize away. what kind of model is this? (i.e., if you were to go looking for it by …

@mitzimorris I did check the results of the sampling using posterior predictive checks and plotted the ppc graphs, graphs look good. Model is categorical distribution and the priors follow normal distribution

Update : The script has now been running for 21 hours and the output has updated slightly from previous post Model executable is up to date! Running MCMC with 2 chain(s) on 2 core(s)... Running ./tptrain 'id=1' random 'seed=123' data \ 'file=/tmp/Rtmpo8bYix/standata-a5af650b9b25.json' output \ …

I think that the answer is yes to both questions - do the non-centered parameterization. (for testing purposes, I suggest running on only 100 examples and comparing timings.) I defer to the Bens - @bgoodri and @bbbales2 w/r/t reparameterizations. As for map_rect, you’re welcome to test the relea…

thanks so much @mitzimorris . I am not very familiar with non-centered parameterization. I am reading through the Stan guide and then will test on 100 examples. @bgoodri @bbbales2 any insights would be extremely helpful thanks so much, I will check out the new release candidate of CmdStan 2.23 and …

[image] sam_learner: Is having so many parameters causing memory issues ? How many parameters do you have? [image] sam_learner: My code runs perfectly for 1000 instances while using CmdStan What leads you to want to run it longer than 1000 iterations? [image] sam_learner: but whe…

[image] sam_learner: My code runs perfectly for 1000 instances while using CmdStan sorry, for the confusion by instances here I mean only using 1000 rows of the dataset instead of all the 10,000 rows [image] sam_learner: Is having so many parameters causing memory issues ? the number …

[image] sam_learner: therefore approx 3M parameters I think the largest Stan inference I’ve heard of before this was about 20k parameters. I’d consider something with 1000 parameters a very large model, if that gives some context. [image] sam_learner: Now using CmdStanR, code on Windows1…

Stuck at Warmup iteration with no error : CmdStanR

Interfaces CmdStan

mitzimorris April 15, 2020, 2:17pm 13

release candidate announced here: Cmdstan 2.23 Release candidate is available!

(CmdStanR’s install_cmdstan function will install for you given the RC URL.)

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Stuck at Warmup iteration with no error : CmdStanR

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