flatironinstitute / mcmc-monitor

Monitor MCMC runs in the browser
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Implement a "parallel coordinates" plot #102

Open jsoules opened 1 year ago

jsoules commented 1 year ago

Feature request per @mitzimorris.

The bayesplot package (http://mc-stan.org/bayesplot/) offers a useful visualization that plots one line per draw, with parameter names on the x-axis and the (scaled?) value drawn for that parameter on the y-axis. This contrasts with our standard plot of draw-number on the x-axis and selected parameter value on the y-axis. See an example of the plot from the bayesplot documentation.

By showing the overall distribution of values for each parameter, this plot helps the user ensure that the overall space is being explored effectively and there aren't bindings among parameters. Additionally, with divergence highlighting active (see issue #101), it becomes more obvious if there are particular values of particular parameters that lead to poor behavior.

We should implement a plot like this.