Use VB estimates as initial values for MCMC sampling by default #96
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dlemfh
reviewed
Aug 21, 2019
| the variational Bayesian method. | ||
| """ | ||
| model = self._get_model_full_name() | ||
| sm = self._designate_stan_model(model) |
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@JaeyeongYang
If you call self._designate_stan_model(model) within _prepare_gen_init_vb(), then _designate_stan_model() will end up being called twice within the entirety of _run(). Because (the Stanmodel caching and) user prompting occurs in _designate_stan_model(), the user will be prompted the line: 'Using cached StanModel:', cache_file a total of two times.
dlemfh
reviewed
Aug 21, 2019
| except Exception: | ||
| raise RuntimeError( | ||
| 'Failed to get VB estimates for initial values. ' | ||
| 'Please re-run the code to try fitting model with VB.') |
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@JaeyeongYang
Are there any plans to also fix the base.py code part for running hbayesdm with vb=True ? (Regarding #92)
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