pymc
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ENH: Update reported sampler diagnostics for `pm.Slice()` step method
Before
with model:
pm.sample(step=pm.Slice())
After
with model:
pm.sample(step=pm.Slice(full_diagnostics = True)
Context for the issue:
Currently the pm.Slice() step method doesn't seem to include the final slice-widths in it's diagnostics. Including either the final w array after tuning, or draw-wise could help understand the sampler behavior better and help users with settings after some initial test-runs.
If ram is an issue, it may be an option to set an extra argument as suggested above.
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Sounds fine to me