Feature/improve nuts diagnostic

[betanalpha]

Introduced a new NUTS statistic that helps to identify over-aggressive adaptation (and tweaked the acceptance stat to use all samples in the NUTS tree instead of just those in the last subtree). Documentation updated and test-unit passes.

I know it may not be possible to modify the Jenkins queue all that easily, but the changes are relevant for some of the problems users are seeing and might be worthy of elevation to higher priority if deemed appropriate.

[stan-buildbot]

• code review
  
  Can one of the admins verify this patch?

[betanalpha]

How do we confirm compatibility with the R and Python interfaces? The updates here are minimal but can make a big difference in diagnostics, especially when trying to help diagnose problems remotely so I'd like to get any discussion going as quickly as possible.

[bob-carpenter]

I was only suggesting sending mail to Allen and Jiqiang!

• Bob

On 11/6/13, 6:33 AM, Michael Betancourt wrote:

How do we confirm compatibility with the R and Python interfaces? The updates here are minimal but can make a big
difference in diagnostics, especially when trying to help diagnose problems remotely so I'd like to get any discussion
going as quickly as possible.

[betanalpha]

Allen has confirmed that PyStan just dumps the output stream to text and does not manipulate
any of the fields directly and so isn't effected by new sampler diagnostics. Haven't heard back
from Jiqiang.

On Nov 6, 2013, at 6:44 PM, Bob Carpenter notifications@github.com wrote:

I was only suggesting sending mail to Allen and Jiqiang!

• Bob

On 11/6/13, 6:33 AM, Michael Betancourt wrote:

How do we confirm compatibility with the R and Python interfaces? The updates here are minimal but can make a big
difference in diagnostics, especially when trying to help diagnose problems remotely so I'd like to get any discussion
going as quickly as possible.

—
Reply to this email directly or view it on GitHub.

[maverickg]

Looks fine as it does not change command.hpp.

[syclik]

Jenkins, ok to test.

[syclik]

Should this be n_divergence__?

[syclik]

@betanalpha, looks like all the model tests are going to fail since the n_divergent__ parameter wasn't being ignored in all the tests. I can handle it later this week, if you don't get to it first.

[betanalpha]

I forgot model tests were back in the fold. I won't be able to get to it until Thursday (another talk tomorrow) but if you haven't touched it by then
I'll tackle it.

On Nov 12, 2013, at 9:45 PM, Daniel Lee notifications@github.com wrote:

@betanalpha, looks like all the model tests are going to fail since the n_divergent__ parameter wasn't being ignored in all the tests. I can handle it later this week, if you don't get to it first.

—
Reply to this email directly or view it on GitHub.

[betanalpha]

One character fix. Model tests look good on my machine now.

On Tue, Nov 12, 2013 at 9:49 PM, Michael Betancourt betanalpha@gmail.comwrote:

I forgot model tests were back in the fold. I won't be able to get to it
until Thursday (another talk tomorrow) but if you haven't touched it by then
I'll tackle it.

On Nov 12, 2013, at 9:45 PM, Daniel Lee notifications@github.com wrote:

@betanalpha, looks like all the model tests are going to fail since the
n_divergent__ parameter wasn't being ignored in all the tests. I can handle
it later this week, if you don't get to it first.

—
Reply to this email directly or view it on GitHub.

[stan-buildbot]

Test FAILed.
Refer to this link for build results: http://d1m1s1b1.stat.columbia.edu:8080/job/Stan%20Github%20Pull%20Requests/281/

[syclik]

I stopped the build. I'll get it back on after the one currently being
tested, which cleans up all the compiler warnings.

On Thu, Nov 21, 2013 at 11:08 AM, Stan buildbot notifications@github.comwrote:

Test FAILed.
Refer to this link for build results:
http://d1m1s1b1.stat.columbia.edu:8080/job/Stan%20Github%20Pull%20Requests/281/

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Reply to this email directly or view it on GitHubhttps://github.com//pull/352#issuecomment-28997145
.

[syclik]

Jenkins, retest this please.

[stan-buildbot]

Test FAILed.
Refer to this link for build results: http://d1m1s1b1.stat.columbia.edu:8080/job/Stan%20Github%20Pull%20Requests/290/

[syclik]

Jenkins, retest this please.

[stan-buildbot]

Test PASSed.
Refer to this link for build results: http://d1m1s1b1.stat.columbia.edu:8080/job/Stan%20Github%20Pull%20Requests/291/