stan-dev / stan-dev/performance-tests-cmdstan

when fitted model params are not finite, summary stats blow up

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Python
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Description

script runPerformanceTests.py parses output of stansummary (I think),
but param values can look like this:

tau[2]          1.0e+201      nan      inf  2.8e+199  2.3e+200  4.5e+201      nan      nan      nan

and the functions which parse this summary (csv_summary and/or parse_summary) blow up.
use math.isfinite to check values before trying to compute average?

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Research direction

Start in runPerformanceTests.py and inspect csv_summary and parse_summary, which parse stansummary output and currently fail on non-finite parameter values. Reproduce the shown tau[2] case, then verify that parsing and average computation handle nan and inf without blowing up.

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Assessment

Tech stack
python
Domain
performance
Issue type
Bug
Difficulty
2/5
Estimated time
1-3 hours
Activity status
Stale
Clarity
Mostly clear
Newbie friendliness
48/100

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