I recently ran an introductory course for the Royal Statistical Society, which I did the last couple of years with rstan only, but now for the first time I offered a choice of rstan, pystan, cmdstanr or cmdstanpy. This gave me an opportunity to closely compare them. I offer up these pretty paltry ob…

[image] robertgrant: In general, I am annoyed by Python packages that are called x for pip install and then when you go to import them, they are suddenly called y. Like pystan. Maybe that’s just me, but every time I explain to learners that they have to look out for things like that, it deflates…

To continue hijacking this thread. [image] robertgrant: It’s a shame about Jupyter notebooks, pystan and nest-asyncio. I don’t know enough about the issue to comment. Maybe there’s a way to get around it. [image] ahartikainen: This is kind of a problem in Jupyter, which means it should b…

Thanks for the ideas. [image] ahartikainen: Currently both pystan and cmdstanpy has similar functions in the background (but they handle numpy arrays too), so there could a user facing function to use them. That would be really helpful for anyone who isn’t highly experienced with Python. I g…

[image] robertgrant: I still prefer compiling a sampler that contains a likelihood and a prior, and after compilation will take data, inits, seed, etc as input, but I can live with it. I also find the current pystan behavior absolutely confusing. I want to build the model, and then maybe set …

[image] Funko_Unko: I also find the current pystan behavior absolutely confusing. I want to build the model, and then maybe set the data that induce the posterior, but I don’t see how you can build a posterior. I completely agree. [image] ahartikainen: This was selected after long conver…

[image] RStan3 and PyStan3 Interface Developers We had an unusually productive discussion today on Stan 3, mostly from the perspective of RStan. You can install a somewhat working version of the provisional rstan3 package from GitHub with devtools::install_github("stan-de…

Ok, well, thanks. I guess I disagree with the outcome — users do, in fact, understand that the stan model program is separate from the specific data-set, and forcing those two things together as “build” breaks that mental model. The stan program is 100% independent of the values (but not the form) …

Just chiming in to point out that the {model + data} framework also kinda misfits in the context of SBC, which in turn is becoming more common/recommended for workflows.

[image] robertgrant: rstan and cmdstanr accept a list or a filename for data. Cmdstanpy and pystan want only a dictionary. Writing and reading from JSON in Python is a massive pain, at least in my experience, so it would be great if pystan and cmdstanpy took data files as an argument, and also o…

[image] robertgrant: Suppose you want 1000 warmup draws and then 1000 retained after that. rstan requires warmup=1000, iter=2000, while all the others will have some form of num_warmup=1000,num_sample=1000. That’s a potential trap for the unwary. +100 as the emoji goes @robertgrant : would …

Various observations on rstan, cmdstanr, pystan and cmdstanpy after teaching with all in parallel

Interfaces

ahartikainen July 19, 2021, 1:33pm 9

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Various observations on rstan, cmdstanr, pystan and cmdstanpy after teaching with all in parallel

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