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Diagnostics + Stats to use xarray

See original GitHub issue

Use InferenceData as a default data-structure for diagnostics and stats. Use dim names to do calculations correctly. (chain,draw).

Issue Analytics

State:
Created 5 years ago
Comments:6 (6 by maintainers)

Top GitHub Comments

1reaction

OriolAbrilcommented, May 27, 2019

I checked this a little further, and even though the code may look cleaner, the xarray version runs around 10 times slower in my computer.So I don’t think it is worth it. I leave the xarray version (the previous post is already outdated) here just in case:

log_likelihood = inference_data.sample_stats.log_likelihood
log_likelihood = log_likelihood.stack(n_samples=('chain','draw'), data_points=log_likelihood.dims[2:])
n_samples, n_data_points = log_likelihood.shape

Also, fun fact, this will only work on python>=3.6, because from 3.6 on, kwargs maintain their order.

1reaction

ahartikainencommented, Mar 26, 2019

I have done most of the rewrite already for stats+diagnostics, so I think maybe we can come back to this after the PR is ready.

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