loo_predictive_metric and loo_crps could accept psis objects to reduce computation
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- Dominant language
- R
- Stars
- 157
- Forks
- 38
- Avg merge
- 4d 16h
- Merged PRs (30d)
- 2
Description
If the user already has a psis object then loo_predictive_metric and loo_[s]crps could use that object instead of rerunning psis internally (similar to what E_loo already does, except in this case it would be optional). If no psis object is provided then they could compute it as they do now. @LeeviLindgren @avehtari what do you think? (This doesn't need to be done right now, it could be for the next release after this one.)
Contributor guide
First steps
- Read the whole issue, then the project's contributing guide.
- Comment on the issue to say you are picking it up — it saves two people doing the same work.
- Fork the repository and make your change on a branch.
- Open a pull request that references the issue number.
Research direction
Start with the loo_predictive_metric and loo_[s]crps entry points, then compare their current behavior with E_loo and inspect how psis objects are handled. Done means an existing psis object can be supplied and reused, while calls without one still compute PSIS as before; check the package's relevant tests after locating them.
Written by the indexing model from the issue text.
Assessment
- Tech stack
- r
- Domain
- data
- Issue type
- Feature
- Difficulty
- 4/5
- Estimated time
- 3-5 days
- Activity status
- Stale
- Clarity
- Mostly clear
- Newbie friendliness
- 35/100