stan-dev / stan-dev/cmdstan

investigate online counts of post-warmup divergences (or any column) during sampling

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enhancement i/o interface user experience
Dominant language
C++
Stars
238
Forks
106
Avg merge
2h 29m
Merged PRs (30d)
6

Description

Summary:

When CmdStan completes a run, it should report number of post-warmup divergences and number of iterations where maxtreedepth was exceeded, and it should track this effeciently, i.e., minimal memory overhead.

We want this for cmdstanpy/cmdstanr and lightweight wrappers to avoid reading in the entire outputs.

Description:

tee sample_writer in command.hpp:

Current Version:

v2.22.1

Contributor guide

Open the contributing guide

First steps

  1. Read the whole issue, then the project's contributing guide.
  2. Comment on the issue to say you are picking it up — it saves two people doing the same work.
  3. Fork the repository and make your change on a branch.
  4. Open a pull request that references the issue number.

Research direction

Start by reading command.hpp and the sample_writer mentioned in the issue to understand where sampling output is written. Done means CmdStan reports post-warmup divergences and iterations exceeding max treedepth while tracking them with minimal memory overhead, without requiring wrappers to read all outputs.

Written by the indexing model from the issue text.

Assessment

Tech stack
cpp
Domain
cli
Issue type
Feature
Difficulty
4/5
Estimated time
3-5 days
Activity status
Stale
Clarity
Mostly clear
Newbie friendliness
35/100

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