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ADVI can write 1.#INF on Windows, which cannot be read
Summary:
It is possible for ADVI to obtain a realization that is infinite, and if it writes that to a CSV file, reading the CSV file breaks. We should coerce this to the nearest floating point number before writing.
Description:
CSV files should only have finite numerical values below the headings
Reproducible Steps:
In R 3.2.x for Windows, load rstanarm 2.15.x and do
fit <- stan_glm(mpg ~ ., data = mtcars, prior = hs_plus(4, 1, 2, 0.5),
seed = 12345 algorithm = "meanfield", QR = TRUE)
Current Output:
scan() expected 'a real', got '1.#INF'
Expected Output:
Finite estimates
Additional Information:
Provide any additional information here.
Current Version:
v2.15.0
Is there something in this (stan-dev/stan) repo that should be fixed?
Would it be OK if that fix allowed infinite and NaN values to be read?
I added the next release as milestone and assigned to @mitzimorris but I'm still not sure what needs to be fixed (if anything) in this repo.
Hmm. This is in the writers. Currently, we use stringstream's operator<< to take a double and get it out to a string. The issue here is that Windows prints infinity as #1.INF and NaN as #1.NAN while Linux and Mac does something differently.
Some reasonable options to fix this:
- In Stan, update the writers so that it prints something not OS dependent. That's this file: src/stan/callbacks/stream_writer.hpp
- Update RStan's writer to write something different when it sees NaN or Inf. We'd want to do the same for CmdStan and PyStan, I think.
On Wed, Apr 19, 2017 at 4:11 PM, Bob Carpenter [email protected] wrote:
Is there something in this (stan-dev/stan) repo that should be fixed?
Would it be OK if that fix allowed infinite and NaN values to be read?
I added the next release as milestone and assigned to @mitzimorris https://github.com/mitzimorris but I'm still not sure what needs to be fixed (if anything) in this repo.
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We should fix ADVI in Stan so that it does not report values greater than the largest floating point number.
On Tue, May 9, 2017 at 5:22 PM, Daniel Lee [email protected] wrote:
@bgoodri https://github.com/bgoodri, thoughts? Can we either close this or list what needs to be done?
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That seems reasonable. Can you either update this issue to reflect that our close this and open a new one with that suggestion?
On May 9, 2017, at 5:30 PM, bgoodri [email protected] wrote:
We should fix ADVI in Stan so that it does not report values greater than the largest floating point number.
On Tue, May 9, 2017 at 5:22 PM, Daniel Lee [email protected] wrote:
@bgoodri https://github.com/bgoodri, thoughts? Can we either close this or list what needs to be done?
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@bgoodri: is your proposal todo censoring and report the max double instead of +infinity?
Is there no way to robustly read NaN or infinite values into R? Because I'd think the right fix would be fixing our writers to match whatever that format is.
Yes, and not that I know of.
On Wed, May 10, 2017 at 2:50 PM, Bob Carpenter [email protected] wrote:
@bgoodri: is your proposal todo censoring and report the max double instead of +infinity?
Is there no way to robustly read NaN or infinite values into R? Because I'd think the right fix would be fixing our writers to match whatever that format is.
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I'm not aware of a super robust method for reading them into R either, unfortunately.
On Wed, May 10, 2017 at 5:38 PM bgoodri [email protected] wrote:
Yes, and not that I know of.
On Wed, May 10, 2017 at 2:50 PM, Bob Carpenter [email protected] wrote:
@bgoodri: is your proposal todo censoring and report the max double instead of +infinity?
Is there no way to robustly read NaN or infinite values into R? Because I'd think the right fix would be fixing our writers to match whatever that format is.
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.
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what is the current proposal? initial proposal was this:
In Stan, update the writers so that it prints something not OS dependent. That's this file: src/stan/callbacks/stream_writer.hpp
unassigned myself per subsequent discussion, but happy to do this if that's what we want.
Are these not the common/preferred ways to write&read infinities / nans to and from CSV?
They should be platform independent. I mean reading with common R/Python(Pandas) tools.
inf
-inf
nan or " "
