I tried to run a few Bayesian models with rstan package, but it seems that it takes stan a long time to compile models. Is there any way to speed up compiling? Thanks

Not unless you are willing to slow down the model running (by reducing the level of optimization).

Can you share your current compiler flags? I’ve found that the debug symbols “-g” add a significant amount to the compilation time, and I’ve never had a stan model crash where the debugging symbols are of any use, so I omit it now.

currently, the generated c++ code for a Stan model requires too much compilation of code in the Stan services and math library. we’re working on it! [image] Is there a proper base class for stan_model? Developers Is there another thread or issue for the model class refac…

To do as Ben is suggesting and lower the optimization level (which seems helpful for quick iteration on a model), you can change the -O flag in ‘make/local’ (and there should be something similar for RStan and PyStan I believe) by adding the following text: ‘O=0’

Speeding up compilation at the expense of longer run times seems attractive for the phase where I develop a model. I use RStudio, knitr, where the Stan model is inside a code chuck that starts with the three backticks ``` followed by {stan output.var=‘jwmod’} (if I just copy the code, formatting of…

It is a bit inconvenient to wait 1 minute for Stan to compile a simple model. As @bgoodri said, it is possible to speed up compilation by reducing optimization level in ~/.R/Makevars (change CXX14FLAGS=-O3 to CXX14FLAGS=-O0 for example), but then it will result in slower sampling. Why does it take …

Stan compilation speedup was introduced in Stan 2.20, but Rstan is only up to Stan 2.19.2. right now we have lightweight wrappers CmdStanPy (still in beta) and CmdStanR (almost to beta release) which use the latest CmdStan (now at 2.21, 2.22 coming soon) - or any version of CmdStan that you’d like…

Why is it so slow for stan to compile model?

Modeling

mitzimorris October 16, 2018, 1:37pm 4

currently, the generated c++ code for a Stan model requires too much compilation of code in the Stan services and math library. we’re working on it!

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Why is it so slow for stan to compile model?

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