API for getting model parameters information
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Description
Is it possible to get the information about the stanfit object parameters in Rstan?
E.g. get_pars_info(stanfit) that would return something like:
list( a = c( type = 'vector', dim = 2, lower = -1, upper = 1 ),
b = c( type = 'matrix', dim = c( 2, 5 ), lower = 0, upper = NA ) )
One potential use-case. I've ended up using DEoptim R package to optimize the function defined as a Stan model (log_prob(stanfit, upars)). DEoptim allows specifying element-wise constraints on the parameter vector, and it appears that differential evolution in the constrained space is much more efficient than in the unconstrained one. ATM I have to "manually" take care that constraints specification for DEoptim is in sync with the
Stan model, with get_pars_info() it would be possible to generate this specification automatically.
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Research direction
Start by inspecting the stanfit object and the log_prob(stanfit, upars) interface mentioned in the issue to determine what parameter metadata is available. Done means providing a get_pars_info(stanfit)-style API that returns parameter types, dimensions, and bounds in a form usable for element-wise constraints.
Written by the indexing model from the issue text.
Assessment
- Tech stack
- r
- Domain
- api
- Issue type
- Feature
- Difficulty
- 5/5
- Estimated time
- Over a week
- Activity status
- Stale
- Clarity
- Mostly clear
- Newbie friendliness
- 25/100