Description
Summary:
Conceptually, the model fitting process consists of 3 steps:
- compile the Stan program to a C++ executable via a call to GNU-make
- (instantiate the model with the data)
- do inference
Steps 2 and 3 are conflated by the command-line interface. Allow the user to do step 2.
This would only be useful as a way to diagnose problems with initialization, as we don't provide a way to serialize the instantiated model; it would solve the perennial problem of bad data init files; it would allow the user to see what the initial parameter values are.
Description:
The command line interface conflates steps 2 and 3 because it is a very lightweight wrapper which determines which of the stan::services methods to call, and all of the stan::services methods then in turn call function stan::services::initialize as part of doing inference.
Add a method or utility that calls initialize directly. As part of this, report initial parameter values supplied and if the parameters can be initialized given inits and constraints, report the set of valid initial values chosen (possibly at random).
Additional Information:
most recent discussion here: https://discourse.mc-stan.org/t/saving-reusing-adaptation-in-cmdstanr/19166/45
user ran into problems, couldn't figure out why intializing parameters wasn't working as expected.
Current Version:
v2.25.0