Open adammwilson opened 7 months ago
It would be great to have help with this, thanks for offering. I have been looking forward to Pathfinder for a while, and it looks like they implemented it in its own new method: https://mc-stan.org/cmdstanr/reference/model-method-pathfinder.html. I think this would require new target factories tar_stan_pathfinder()
, tar_stan_pathfinder_rep()
, tar_stan_pathfinder_rep_draws()
, and tar_stan_pathfinder_rep_summary()
to mirror the *_vb_*
equivalents.
Prework
Proposal
cmdstanr recently added a new fitting method called Pathfinder. I've searched the repo and can't find any mention of this method, so I don't think it's possible to use stantargets with the pathfinder method.
It would be great to add a
tar_stan_pathfinder()
(or similar) to enable this functionality in stantargets. I think this would be a fairly minor edit of https://github.com/ropensci/stantargets/blob/main/R/tar_stan_vb.R as the inputs and outputs are similar totar_stan_vb()
. I could potentially take this on at some point, but not for the next few weeks.Thanks
Love the package, thanks @wlandau!