Smart cache for Stan models and runs
Project description
Quicker model iterations and enhanced productivity for Stan MCMC by
caching model compilation in a smart way
caching sampling results in a smart way
No waiting for the resampling the same model with the same data.
Install
First install CmdStanPy and CmdStan and make sure it works.
$ pip install cmdstancache
Usage
model = """ data { int N; } parameters { real<lower=-10.0, upper=10.0> x[N]; } model { for (i in 1:N-1) { target += -2 * (100 * square(x[i+1] - square(x[i])) + square(1 - x[i])); } } """ data = dict(N=2) import cmdstancache stan_variables, method_variables = cmdstancache.run_stan( model, data=data, # any other sample() parameters go here seed=42 )
Now comes the trick:
If you run this code twice, the second time the stored result is read.
If you add or modify a code comment, the same result is returned without having to rerun.
How it works
cmdstancache keeps a cache of code and data that has previously been used for MCMC sampling. If it already has the results, it returns it from the cache.
Here are the details:
The code is normalised (stripped of comments and indents)
A hash of the normalised code is computed
The model code is stored in ~/.stan_cache/<codehash>.stan
The model is compiled, if it is not already there
The data are sorted by key, exported to json, and a hash computed
The data are stored in ~/.stan_cache/<datahash>.json
cmdstanpy MCMC is run with code=<codehash>.stan and data=<datahash>.json
fit.stan_variables() and fit.method_variables() are returned
joblib memoizes steps 7 and 8, avoiding resampling when the same data and code hash are seen.
Plotting
Make a quick corner plots of only the scalar model variables:
cmdstancache.plot_corner(stan_variables)
In case some chains are stuck, and you want to remove their samples for plotting:
cleaned_variables = remove_stuck_chains(stan_variables, method_variables) plot = plot_corner(cleaned_variables)
Since this is optional, the dependency of corner is pulled in if installed with:
$ pip install cmdstancache[plot]
Contributors
@JohannesBuchner
Contributions are welcome.
Project details
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