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flatironinstitute / stan-playground

Run Stan models in the browser
Apache License 2.0
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Add support for Pathfinder #15

Open WardBrian opened 3 months ago

WardBrian commented 3 months ago

The Pathfinder algorithm is an approximate inference algorithm supported by Stan.

Pathfinder can be used as an inference algorithm in its own right, but the primary usage is to support faster initialization of Stan programs. As such, really "supporting" it would require we have a nice way of turning some draws from pathfinder into the init JSON objects sampling expects. This is not trivial, unfortunately - in Python I ended up writing an entire package for essentially that use case, and it heavily uses numpy to do it

WardBrian commented 3 months ago

(Re-opening until we actually have it in the UI)