- Operating System: macOS Mojave 10.14.5
- CmdStan Version: cmdstan-2.19.1.tar.gz
- Compiler/Toolkit: g++ version 4.2.1
From the terminal, I ran:
> ./model variational data file=model.data.R
Output:
Begin eta adaptation.
Iteration: 1 / 250 [ 0%] (Adaptation)
Iteration: 50 / 250 [ 20%] (Adaptation)
Iteration: 100 / 250 [ 40%] (Adaptation)
Iteration: 150 / 250 [ 60%] (Adaptation)
Iteration: 200 / 250 [ 80%] (Adaptation)
Iteration: 250 / 250 [100%] (Adaptation)
Success! Found best value [eta = 0.1].
Begin stochastic gradient ascent.
iter ELBO delta_ELBO_mean delta_ELBO_med notes
100 -3346380.401 1.000 1.000
200 -834374.132 2.005 3.011
300 -281093.666 1.993 1.968
400 -127945.176 1.794 1.968
500 -10989.192 3.564 1.968
600 24816.866 3.210 1.968
700 40843.712 2.808 1.443
800 49501.247 2.479 1.443
900 53522.280 2.212 1.197
1000 56087.830 1.995 1.197
1100 57740.509 1.898 1.197 MAY BE DIVERGING... INSPECT ELBO
1200 58568.968 1.598 0.392 MAY BE DIVERGING... INSPECT ELBO
1300 58767.108 1.402 0.175 MAY BE DIVERGING... INSPECT ELBO
1400 59519.065 1.283 0.075 MAY BE DIVERGING... INSPECT ELBO
1500 59821.387 0.219 0.046
1600 59824.313 0.075 0.029
1700 60547.624 0.037 0.014
1800 60377.420 0.020 0.013
1900 60825.661 0.013 0.012
2000 60901.183 0.009 0.007 MEAN ELBO CONVERGED MEDIAN ELBO CONVERGED
Drawing a sample of size 1000 from the approximate posterior...
COMPLETED.
In RStudio, I ran:
> fit_VI <- read_stan_csv('output.csv')
Output:
Error in numeric(iter.count) : vector size cannot be NA
I cannot get Excel to open output.csv
(size 9.22 GHB) either.