stan-dev / stan-dev/rstan

Consider having `init_r` counterpart in `optimizing` ?

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Description

Summary:

having init_r counterpart in optimizing can be helpful.

Description:

Random initialization is sometimes too strict in optimizing routine, having the init_r counterpart as in sampling might be helpful. I think cmdstanr has it as mentioned here.

Reproducible Steps:

Cannot initialize some optimization.

RStan Version:

2.21.2

R Version:

R version 4.1.1 (2021-08-10)

Operating System:

Ubuntu 20.04

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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 comparing the public optimizing and sampling interfaces, especially how sampling exposes init_r. Then determine the intended initialization API and its behavior when optimization cannot initialize. Done means the optimizing interface supports the requested initialization counterpart with coverage for the reported failure case.

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
30/100

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