Instead of returning the log prob/gradient directly to the console, it should be possible to write to a file.
The benefit of this would be that users would have their input/output history in a single place, which would be useful when evaluating a non-trival number of parameters for an arbitrary number of iterations.
When writing to a file, one idea would be to think of the I/O as a pair, e.g., make_pair(parameter_values, output_quantities), so that inputs (parameter values) are accessible with the outputs (log prob, gradients, etc.).
Instead of returning the log prob/gradient directly to the console, it should be possible to write to a file.
The benefit of this would be that users would have their input/output history in a single place, which would be useful when evaluating a non-trival number of parameters for an arbitrary number of iterations.
When writing to a file, one idea would be to think of the I/O as a pair, e.g.,
make_pair(parameter_values, output_quantities), so that inputs (parameter values) are accessible with the outputs (log prob, gradients, etc.).