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advi should output samples at last iteration after being interrupted (ctrl-c) #83

Open alashworth opened 5 years ago

alashworth commented 5 years ago

Issue by akucukelbir Tuesday Nov 03, 2015 at 11:54 GMT Originally opened as https://github.com/stan-dev/stan/issues/1663

john reid asks

Also would it be possible to have cmdstan output samples from the best iteration so far if it is interrupted (Ctrl-C)?

alashworth commented 5 years ago

Comment by syclik Tuesday Nov 03, 2015 at 12:27 GMT

Yes, it is possible.

There is an interrupt callback that is supposed to be called at every iteration. For CmdStan, this is currently a noop, but that could change.

But, the advi code needs to be cleaned up and brought up to the rest of Stan's standards in order for this to work.

Once the issue Dustin created is fixed, this should be a lot easier to do.

On Nov 3, 2015, at 6:54 AM, Alp Kucukelbir notifications@github.com wrote:

john reid asks

Also would it be possible to have cmdstan output samples from the best iteration so far if it is interrupted (Ctrl-C)?

— Reply to this email directly or view it on GitHub.

alashworth commented 5 years ago

Comment by akucukelbir Tuesday Nov 03, 2015 at 12:28 GMT

roger that. this would be super useful.

alashworth commented 5 years ago

Comment by bob-carpenter Tuesday Nov 03, 2015 at 19:31 GMT

You mean not stop when you interrupt it, but continue to work? That seems counter to the way interrupts are supposed to work. If it's just a super-fast cleanup or dump that's OK, but if you output samples and there are lots of parameters, that can be a lot of work.

On Nov 3, 2015, at 6:54 AM, Alp Kucukelbir notifications@github.com wrote:

john reid asks

Also would it be possible to have cmdstan output samples from the best iteration so far if it is interrupted (Ctrl-C)?

— Reply to this email directly or view it on GitHub.

alashworth commented 5 years ago

Comment by akucukelbir Tuesday Nov 03, 2015 at 21:04 GMT

just a super-fast dump of the mean parameters of q (the variational approximation).

typically, these parameters are more than enough to diagnose "what's going wrong"; which is a whole lot better than what ctrl-c does right now (no output).

On Tue, Nov 3, 2015 at 2:31 PM, Bob Carpenter notifications@github.com wrote:

You mean not stop when you interrupt it, but continue to work? That seems counter to the way interrupts are supposed to work. If it's just a super-fast cleanup or dump that's OK, but if you output samples and there are lots of parameters, that can be a lot of work.

  • Bob

On Nov 3, 2015, at 6:54 AM, Alp Kucukelbir notifications@github.com wrote:

john reid asks

Also would it be possible to have cmdstan output samples from the best iteration so far if it is interrupted (Ctrl-C)?

— Reply to this email directly or view it on GitHub.

— Reply to this email directly or view it on GitHub https://github.com/stan-dev/stan/issues/1663#issuecomment-153463155.

alashworth commented 5 years ago

Comment by bob-carpenter Tuesday Nov 03, 2015 at 21:11 GMT

OK --- I was just taking "sample" literally. A parameter dump should be fine even for lots of params.

On Nov 3, 2015, at 4:04 PM, Alp Kucukelbir notifications@github.com wrote:

just a super-fast dump of the mean parameters of q (the variational approximation).

typically, these parameters are more than enough to diagnose "what's going wrong"; which is a whole lot better than what ctrl-c does right now (no output).

On Tue, Nov 3, 2015 at 2:31 PM, Bob Carpenter notifications@github.com wrote:

You mean not stop when you interrupt it, but continue to work? That seems counter to the way interrupts are supposed to work. If it's just a super-fast cleanup or dump that's OK, but if you output samples and there are lots of parameters, that can be a lot of work.

  • Bob

On Nov 3, 2015, at 6:54 AM, Alp Kucukelbir notifications@github.com wrote:

john reid asks

Also would it be possible to have cmdstan output samples from the best iteration so far if it is interrupted (Ctrl-C)?

— Reply to this email directly or view it on GitHub.

— Reply to this email directly or view it on GitHub https://github.com/stan-dev/stan/issues/1663#issuecomment-153463155.

— Reply to this email directly or view it on GitHub.

alashworth commented 5 years ago

Comment by syclik Thursday Dec 01, 2016 at 05:18 GMT

@dustinvtran, if you're going to work on this, branch from feature/issue-1751-service-methods until it gets merged.