Add method `variational` - Githubissues

stan-dev / cmdstanpy

CmdStanPy is a lightweight interface to Stan for Python users which provides the necessary objects and functions to compile a Stan program and fit the model to data using CmdStan.

BSD 3-Clause "New" or "Revised" License

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Add method `variational` #63

Closed mitzimorris closed 5 years ago

mitzimorris commented 5 years ago

Summary:

Add methods to run the CmdStan variational method and to retrieve estimates from the resulting Stan csv files.

Description:

To add this functionality we need to:

add method variational to Model class
add new class VariationalArgs in file cmdstan_args.py and allow this type to be one of the types allowed for method attributes of a CmdStanPy object.
add new class StanADVI which holds resulting inference
add methods to parse this information out of the Stan csv file
unit tests for all of the above
ideally, Jupyter notebook showing how to use this - input data, model, run, output, etc.

Additional Information:

See issue #58

Current Version:

mitzimorris commented 5 years ago

added via PR #120