Open alashworth opened 5 years ago
Comment by bob-carpenter
Wednesday Apr 19, 2017 at 20:11 GMT
Is there something in this (stan-dev/stan
) repo that should be fixed?
Would it be OK if that fix allowed infinite and NaN values to be read?
I added the next release as milestone and assigned to @mitzimorris but I'm still not sure what needs to be fixed (if anything) in this repo.
Comment by syclik
Wednesday Apr 19, 2017 at 20:41 GMT
Hmm. This is in the writers. Currently, we use stringstream's operator<< to take a double and get it out to a string. The issue here is that Windows prints infinity as #1.INF and NaN as #1.NAN while Linux and Mac does something differently.
Some reasonable options to fix this:
On Wed, Apr 19, 2017 at 4:11 PM, Bob Carpenter notifications@github.com wrote:
Is there something in this (stan-dev/stan) repo that should be fixed?
Would it be OK if that fix allowed infinite and NaN values to be read?
I added the next release as milestone and assigned to @mitzimorris https://github.com/mitzimorris but I'm still not sure what needs to be fixed (if anything) in this repo.
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Comment by syclik
Tuesday May 09, 2017 at 21:22 GMT
@bgoodri, thoughts? Can we either close this or list what needs to be done?
Comment by bgoodri
Tuesday May 09, 2017 at 21:30 GMT
We should fix ADVI in Stan so that it does not report values greater than the largest floating point number.
On Tue, May 9, 2017 at 5:22 PM, Daniel Lee notifications@github.com wrote:
@bgoodri https://github.com/bgoodri, thoughts? Can we either close this or list what needs to be done?
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Comment by syclik
Tuesday May 09, 2017 at 21:54 GMT
That seems reasonable. Can you either update this issue to reflect that our close this and open a new one with that suggestion?
On May 9, 2017, at 5:30 PM, bgoodri notifications@github.com wrote:
We should fix ADVI in Stan so that it does not report values greater than the largest floating point number.
On Tue, May 9, 2017 at 5:22 PM, Daniel Lee notifications@github.com wrote:
@bgoodri https://github.com/bgoodri, thoughts? Can we either close this or list what needs to be done?
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Comment by bob-carpenter
Wednesday May 10, 2017 at 18:50 GMT
@bgoodri: is your proposal todo censoring and report the max double instead of +infinity?
Is there no way to robustly read NaN or infinite values into R? Because I'd think the right fix would be fixing our writers to match whatever that format is.
Comment by bgoodri
Wednesday May 10, 2017 at 21:38 GMT
Yes, and not that I know of.
On Wed, May 10, 2017 at 2:50 PM, Bob Carpenter notifications@github.com wrote:
@bgoodri: is your proposal todo censoring and report the max double instead of +infinity?
Is there no way to robustly read NaN or infinite values into R? Because I'd think the right fix would be fixing our writers to match whatever that format is.
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Comment by jgabry
Wednesday May 10, 2017 at 21:47 GMT
I'm not aware of a super robust method for reading them into R either, unfortunately.
On Wed, May 10, 2017 at 5:38 PM bgoodri notifications@github.com wrote:
Yes, and not that I know of.
On Wed, May 10, 2017 at 2:50 PM, Bob Carpenter notifications@github.com wrote:
@bgoodri: is your proposal todo censoring and report the max double instead of +infinity?
Is there no way to robustly read NaN or infinite values into R? Because I'd think the right fix would be fixing our writers to match whatever that format is.
— You are receiving this because you were mentioned. Reply to this email directly, view it on GitHub https://github.com/stan-dev/stan/issues/2283#issuecomment-300578384, or mute the thread < https://github.com/notifications/unsubscribe-auth/ADOrqj5zAPVfrv_SRJrQnEepBKptH3wEks5r4gbpgaJpZM4NBBmK
.
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Comment by mitzimorris
Friday May 12, 2017 at 13:21 GMT
what is the current proposal? initial proposal was this:
In Stan, update the writers so that it prints something not OS dependent. That's this file: src/stan/callbacks/stream_writer.hpp
unassigned myself per subsequent discussion, but happy to do this if that's what we want.
Comment by ahartikainen
Monday Jun 12, 2017 at 12:04 GMT
Are these not the common/preferred ways to write&read infinities
/ nans
to and from CSV?
They should be platform independent. I mean reading with common R/Python(Pandas) tools.
inf
-inf
nan or " "
Summary:
It is possible for ADVI to obtain a realization that is infinite, and if it writes that to a CSV file, reading the CSV file breaks. We should coerce this to the nearest floating point number before writing.
Description:
CSV files should only have finite numerical values below the headings
Reproducible Steps:
In R 3.2.x for Windows, load rstanarm 2.15.x and do
Current Output:
Expected Output:
Finite estimates
Additional Information:
Provide any additional information here.
Current Version:
v2.15.0