calculate_lp is a boolean subarg of laplace which controls whether or not log_prob is called for each approximate draw. Default is true (existing behavior).
For the hessian and other information, I re-used the diagnostic_file argument of output. This matches with e.g. the JSON outputs of Pathfinder, but if we want a dedicated argument I can add one.
Intended Effect:
Expose new arguments to the laplace sample algorithm
How to Verify:
These are tested in the Stan implementation. I can add more here if desired.
Side Effects:
Documentation:
TBD
Copyright and Licensing
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Simons Foundation
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Submisison Checklist
./runCmdStanTests.py src/test
Summary:
Exposes new arguments for
laplace
from https://github.com/stan-dev/stan/pull/3261.calculate_lp
is a boolean subarg oflaplace
which controls whether or not log_prob is called for each approximate draw. Default is true (existing behavior).For the hessian and other information, I re-used the
diagnostic_file
argument of output. This matches with e.g. the JSON outputs of Pathfinder, but if we want a dedicated argument I can add one.Intended Effect:
Expose new arguments to the
laplace
sample algorithmHow to Verify:
These are tested in the Stan implementation. I can add more here if desired.
Side Effects:
Documentation:
TBD
Copyright and Licensing
Please list the copyright holder for the work you are submitting (this will be you or your assignee, such as a university or company):
Simons Foundation
By submitting this pull request, the copyright holder is agreeing to license the submitted work under the following licenses: