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descriptioncmdstan3/cmdstanXrstan/pystancmdstan2discussion
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data block values (either as file or in memory object)datadatadata filecmdstan2 has config hierarchy, "file" can be data or output filename; flattening argument structure will require "data_file" or just "data"
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number of chains to runchainschainsN/ACmdstanX wrappers run multiple chains
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number of cores to use (optimistically)corescoresN/ACmdStanX wrappers can specify available cores
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number of iterations during warmupiter_warmupwarmupnum_warmupCmdStanPy currently has "warmup_iters", "sampling_iters", but will change
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number of iteractions during samplingiter_samplingN/Anum_sampling
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total number of iterationsN/AiterN/Aonly need to implement total or sampling iters - prefer to specify sampling iters
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RNG seed seedseedrandom_seedcan be specified on per-chain basis - continue to allow or single seed plus stride?
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ids - this is the stride passed into RNGchain_idschain_ididmaking this plural matches "chains" "cores". the use of "id" is necessary in order to run multiple chains using the same seed. in the case where these chains are spread across nodes on a cluster, as opposed to running all chains via a single call to the "sample" method, the user needs a way to manage the offset.
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name of output file in stan_csv format with sampler config, (warmup iterations), metric, sampling iterations, timingoutput_dirsample_fileoutput fileCmdStan3 will be outputting more than one file and will have to do what CmdStanX wrappers are already doing - file name is a combination of model, chain, and output type
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name of file for extra HMC infolatent_dynamics_filediagnostic_filediagnostic_filegradiant, unconstrained params, momenta realizations - objection to "diagnostic_file" is that the "diagnose" utility doesn't use these diagnostics. "extra_diagnostics", however, is equally vague.
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print status messages to consolerefreshrefreshrefreshreport progress every X iterations
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NUTS-HMC controls for models which have parametersdon't expose all the other kinds of samplers available
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set of initial parameter valuesinit_valuesinit=<list of per-chain named lists>init=<filename>cmdstan3 should allow both a list of initial parameter values as well as initial radius - for now wrapper interfaces can't have both init values and init radius because CmdStan conflates the two.
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initialize all parameter values to random value within interval -radius, radiusinit_radiusinit="random" init_r=<positive value>init=<radius value>
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whether or not to save warmup iterationssave_warmupsave_warmupsave_warmup
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period between saved iterationthinthinthin
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limits to maximum number of leapfrog algorithm stepsmax_treedepthmax_treedepthmax_depth
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metric type: unit_e, diag_e, dense_einv_metricmetricmetric
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initial metric - diag or denseinv_metric_fileN/Ametric_fileshould be inv_metric_file in CmdStan3
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initial step_size for HMCstep_sizestepsizestepsize"step_size" follows better naming conventions - worth changing?
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step size jitterremove from all interfacesstepsize_jitterstepsize_jitterintended as a way to keep adaptation from getting stuck, but now deemed unnecessary
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should sampler do adaptation?adapt_engagedadapt_engagedengaged
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adaptation target acceptance statisticadapt_deltaadapt_deltadelta
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additional controls to Nesterov dual-averaging algorithmremove from all interfacesadapt_gammagammaonly god can tune Nesterov algorithm; this was already proposed last summer - "get rid of jitter, kappa, gamma, and t0, as we haven’t seen any use cases for these parameters "
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adapt_kappakappa
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adapt_t0t0
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adaptation schedule during warmupadapt_init_phase_sizeadapt_init_bufferinit_buffertry to find the typical set
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adapt_term_phase_sizeadapt_term_bufferterm_bufferadapt step size given fixed inv metric
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adapt_base_window_sizeadapt_windowwindowthe initial size for an exponentially growing number of draws used to estimate the metric.
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save_latent_dynamicsflag used by CmdStanX interfaces to save diagnostics/grad_uparam file
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Stan program, no parameters specifiedfixed_paramalgorithm="fixed_param"fixed_paramrun a Stan program which computes a set of QOIs
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