Walter Nelson

Results 14 comments of Walter Nelson

Okay, with the last batch of commits, I think this is in a state that can be looked at. I'm tagging @bob-carpenter and @avehtari as we've discussed this issue previously....

So, relative to the complexity of the dense ADVI approximation (N^3 where N is the number of model params), complexity is R^3 where R is the rank of the approximation...

@spinkney thanks for your interest! This branch is developed in reference to `develop`, and I don't think those functions are in place in `base_family` there. Is it possible they're present...

@adamhaber hmm, I can't say I've seen those errors before. Does the number of parameters in your model scale with the number of data points (e.g. a latent variable model)?...

@adamhaber sounds good. I unfortunately have not used Stan in R (either before this, or @spinkney's bindings [yet] -- which I assume you're using?) Perhaps they might be able to...

@adamhaber so, if I understand correctly, something in my branch of CmdStan seems to be breaking something for all variational procedures, not just lowrank (possibly something that comes out specifically...

Okay, now I'm wondering if perhaps this is something related to the RVI feature. @stephensrmmartin is there an issue/PR where I can get more info on RVI? @adamhaber if you...

@adamhaber My apologies, looks like I forgot to update my remote cmdstan repo to point the stan submodule to my copy of `stan`! You can update your local copy of...

> apologies in advance if this is just me messing up the installation :-) @adamhaber definitely not you, just got the same thing on a fresh copy of mine. I...

My apologies -- I think it's actually my lack of familiarity with git submodules that's giving us trouble! With that said, I think I've updated the right submodules now. The...