rstanmulticore, rtan 2.7.0, and output of the progress of each chain

[Linas Mockus]

Hi,

Rstan allows to run chains in parallel using

rstan_options(auto_write = TRUE)
options(mc.cores = parallel::detectCores())

rstanmulticore allows running chains in parallel using pstan() instead of stan().

Is there a possibility to redirect the progress of each chain into some file 
when chains run in parallel?  By default progress goes to Rgui when number of 
chains is 1. 

I have used my own function to run chains in parallel but then decided to use 
stan function in rstan 2.7.0 and now can't see the progress when running several 
chains in parallel. (I am happy though because problem with neg_binomial_2_log_rng 
was fixed and I can use generated quantities instad of estimating predictive 
posterior in R).   

Thanks,
Linas

[Ben Goodrich]

Call stan() with open_progress = TRUE to see the progress in Internet Explorer, but we still don't know why the progress does not appear under RStudio for Windows.

[Linas Mockus]

Many thanks.  Is this still not official - I did help(stan) and open_progress doesn't show up.  Will it work on FireFox or Chrome?

Thank you,
Linas

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Thank you,
Linas

[Ben Goodrich]

On Friday, September 4, 2015 at 7:34:03 AM UTC-4, Linas Mockus wrote:

Many thanks.  Is this still not official - I did help(stan) and open_progress doesn't show up.  Will it work on FireFox or Chrome?

It is at the top of page 33 of

https://cran.r-project.org/web/packages/rstan/rstan.pdf

It is hardcoded for Internet Explorer on Windows (and Safari for Mac) because browseURL() doesn't always do the right thing with a .txt file.

Ben
 

On Thu, 03 Sep 2015 21:34:30 -0400, Ben Goodrich <goodri...@gmail.com> wrote:

Call stan() with open_progress = TRUE to see the progress in Internet Explorer, but we still don't know why the progress does not appear under RStudio for Windows.

On Thursday, September 3, 2015 at 6:36:23 PM UTC-4, Linas Mockus wrote:

Hi,

Rstan allows to run chains in parallel using

rstan_options(auto_write = TRUE)
options(mc.cores = parallel::detectCores())

rstanmulticore allows running chains in parallel using pstan() instead of stan().

Is there a possibility to redirect the progress of each chain into some file 
when chains run in parallel?  By default progress goes to Rgui when number of 
chains is 1. 

I have used my own function to run chains in parallel but then decided to use 
stan function in rstan 2.7.0 and now can't see the progress when running several 
chains in parallel. (I am happy though because problem with neg_binomial_2_log_rng 
was fixed and I can use generated quantities instad of estimating predictive 
posterior in R).   

Thanks,
Linas

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Thank you,
Linas

[Linas Mockus]

My experience with redirecting output of parallel chains to text file was rather satisfactory.  I have used the following code (chain output was redirected to outfile so I was able to follow the progress of all chains):

par.stan <- function (file, code, data, warmup, n.draws, chains, pars,
init, outfile)
{
# compile C++ code
sm <- stan (file = file, model_code = code, data = data, chains = 1,
iter = 0)
CL <- makeCluster (chains, outfile = outfile)
clusterExport (cl = CL, c ("data", "pars", "n.draws", "warmup", "init"))
sflist <- parLapply (CL, 1 : chains, fun = function (cid) {
require (rstan)
if (length (init) == 1) {
if (init == "random") {
init <- "random"
} else {
init <- list (init [[cid]])
}
} else {
init <- list (init [[cid]])
}
stan (fit = sm, data = data, chains = 1, warmup = warmup,
iter = n.draws + warmup, pars = pars, init = init,
chain_id = cid)
})
stopCluster (CL)
if (chains == 1) {
return (sflist [[1]])
} else {
return (sflist2stanfit (sflist))
}
}

Thank you,
Linas

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Thank you,
Linas

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