stan-dev / stan-dev/cmdstanpy

Convention for output of tuples

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Python
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Description

In the develop branch, tuples generated by Stan programs are one-dimensional arrays of tuples. This can make it difficult to access elements of tuples. For example, consider the following test.

def test_tuple_out() -> None:
    stan = os.path.join(DATAFILES_PATH, 'tuple_out.stan')
    model = CmdStanModel(stan_file=stan)
    a = np.random.normal(0, 1, (5, 5))
    b = np.random.normal(0, 1, 3)
    fit = model.sample({"a": a, "b": b}, fixed_param=True, chains=1,
                       iter_sampling=20, iter_warmup=1, sig_figs=18)
    np.testing.assert_allclose(a, fit.stan_variable("c")[0][0])
    np.testing.assert_allclose(b, fit.stan_variable("c")[0][1])
// tuple_out.stan
data {
    matrix [5, 5] a;
    vector [3] b;
}

generated quantities {
    tuple(matrix[5, 5], vector[3]) c;
    c.1 = a;
    c.2 = b;
}

Then accessing c.1 samples is only possible through list comprehension (there may be some fancy indexing I'm not familiar with).

>>> fit.c.shape
(20,)
>>> fit.c[:, 0]
IndexError: too many indices for array: array is 1-dimensional, but 2 were indexed

Would it make sense to return a tuple of arrays rather than an array of tuples? This would allow accessing samples more easily, e.g., in the above example we'd get

>>> fit.c[0].shape
(20, 5, 5)

This would however go against the convention that the first index refers to samples.

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 with the tuple_out.stan example and the test_tuple_out test shown in the issue, then inspect fit.stan_variable("c") and fit.c behavior. Compare array-of-tuples and tuple-of-arrays layouts, and define the resulting sample indexing convention before updating the relevant tests and documentation.

Written by the indexing model from the issue text.

Assessment

Tech stack
numpy, python
Domain
api, data
Issue type
Feature
Difficulty
5/5
Estimated time
Over a week
Activity status
Stale
Clarity
Mostly clear
Newbie friendliness
35/100

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