ADVI in RStan/PyStan + website

[Alp Kucukelbir]

hi ben, allen, et. al.,

@et.al: awesome work in getting 2.9.0 out!

i'd like to edit the nips page with instructions for ADVI, and i want to make sure i'm on the right page.

@ben: the develop branch of RStan is up to date with 2.9, right? so people follow the instructions here, it should (pretty much) work?

https://github.com/stan-dev/rstan/wiki/RStan-Getting-Started

@allen: is PyStan up to date too? if not, is there anything i can help with on that?

many thanks in advance!

cheers
alp

[Ben Goodrich]

On Sunday, December 6, 2015 at 4:30:14 PM UTC-5, Alp Kucukelbir wrote:

@ben: the develop branch of RStan is up to date with 2.9, right? so people follow the instructions here, it should (pretty much) work?

https://github.com/stan-dev/rstan/wiki/RStan-Getting-Started

They must start with that in order to have the appropriate toolchain / configuration and to get rstan 2.8.2 with its dependencies but that doesn't have ADVI. Then do

if(!require(devtools)) install.packages("devtools")
# get 2.8.9 versions, which are essentially 2.9.0


devtools::install_git("git://github.com/stan-dev/rstan", subdir = "StanHeaders")

devtools::install_github("stan-dev/rstan", subdir = "rstan/rstan", branch = "develop")
devtools::install_github("stan-dev/rstanarm", local = FALSE)

But I still need to push some things this evening.

Ben
 

[Allen B. Riddell]

I made some progress with PyStan but need to tinker with it a bit more.
I'll probably need to wait to look at Ben's patches.

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[Ben Goodrich]

I am all pushed I think.

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[Alp Kucukelbir]

excellent! i've updated the page.

we can put up pystan info as soon as it's ready.

thanks so much guys. the nips crowd will be very excited!

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[Ben Goodrich]

On Monday, December 7, 2015 at 7:31:55 AM UTC-5, Alp Kucukelbir wrote:

excellent! i've updated the page.

Whatever ShinyStan does with a stanfit object produced by ADVI is completely untested, so maybe it would be best not to mention it.

Ben

[Alp Kucukelbir]

thanks ben. updated.

[Andrew Gelman]

But now all I can think about is Admo!

[Alp Kucukelbir]

hi allen,

any updates on pystan? (i don't think we need anything to go on pypi for the nips crowd -- they should be able to easily navigate github)

cheers!

alp

[Allen B. Riddell]

Hi Alp,

I'm working on it. (I'm a bit busy this week.)

Best wishes,

Allen

[Alp Kucukelbir]

hi allen. 

okie dokie. no worries, i just wanted to check!

thanks so much!

cheers

alp