ADVI can write 1.#INF on Windows, which cannot be read
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Description
Summary:
It is possible for ADVI to obtain a realization that is infinite, and if it writes that to a CSV file, reading the CSV file breaks. We should coerce this to the nearest floating point number before writing.
Description:
CSV files should only have finite numerical values below the headings
Reproducible Steps:
In R 3.2.x for Windows, load rstanarm 2.15.x and do
fit <- stan_glm(mpg ~ ., data = mtcars, prior = hs_plus(4, 1, 2, 0.5),
seed = 12345 algorithm = "meanfield", QR = TRUE)
Current Output:
scan() expected 'a real', got '1.#INF'
Expected Output:
Finite estimates
Additional Information:
Provide any additional information here.
Current Version:
v2.15.0
Contributor guide
First steps
- Read the whole issue, then the project's contributing guide.
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- Open a pull request that references the issue number.
Research direction
Start with the ADVI CSV-writing path and reproduce the issue using the supplied R 3.2.x and rstanarm command. Check how infinite estimates are serialized on Windows; done means generated CSV files contain finite numerical values and can be read without the reported scan() error.
Written by the indexing model from the issue text.
Assessment
- Tech stack
- cpp, r
- Domain
- data
- Issue type
- Bug
- Difficulty
- 3/5
- Estimated time
- 1-2 days
- Activity status
- Stale
- Clarity
- Mostly clear
- Newbie friendliness
- 42/100