look into mid-fit reporting of metrics
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- Dominant language
- Python
- Stars
- 13
- Forks
- 3
- Avg merge
- 19h 43m
- Merged PRs (30d)
- 1
Description
Often an MCMC fit stalled on one chain, or starts to diverge only on, it would be helpful to figure out a way we can report some posteriors from the chains as they come in, rather than all at once at the end.
Look into a way to flush MCMC output after every sample, also analyze the performance impacts of doing something like this (try to keep it light weight no more than 5% increase to runtime)
@SamuelBrand1 maybe you are aware of something like this in other frameworks? Is this common to do?
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Research direction
The issue names no files, tests, or entry points. Start by locating the MCMC sampling and output paths, then benchmark current runtime before evaluating incremental flushing. Done means reporting posterior information during sampling while keeping the runtime increase at or below 5%.
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Assessment
- Tech stack
- python
- Domain
- data
- Issue type
- Feature
- Difficulty
- 5/5
- Estimated time
- Over a week
- Activity status
- Stale
- Clarity
- Needs clarification
- Newbie friendliness
- 25/100