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Requesting the number of draws to be some small number and not also changing num_elbo_draws leads to a CSV file of unexpected length.
This is only the case when running single-path pathfinder or setting psis_resample=False. The number of samples returned seems to be max(num_paths*num_draws, num_paths*num_elbo_draws)
Reproducible Steps:
How many draws would you expect the following to return?
./bernoulli data file=bernoulli.data.json pathfinder \
num_psis_draws=100 num_draws=2 psis_resample=0 num_elbo_draws=3 num_paths=2
Our docs suggest the answer should be 2×2 = 4, but it is actually 2×3 = 6.
As an aside, it might be useful if cmdstan was issuing a warning when psis_resample is 0 but a non-default value was given for num_psis_draws.
Summary:
Reported by @avehtari:
Requesting the number of draws to be some small number and not also changing
num_elbo_draws
leads to a CSV file of unexpected length. This is only the case when running single-path pathfinder or settingpsis_resample=False
. The number of samples returned seems to bemax(num_paths*num_draws, num_paths*num_elbo_draws)
Reproducible Steps:
How many draws would you expect the following to return?
Our docs suggest the answer should be 2×2 = 4, but it is actually 2×3 = 6.
As an aside, it might be useful if cmdstan was issuing a warning when
psis_resample
is 0 but a non-default value was given fornum_psis_draws
.Current Version:
v2.34.1