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Add Pathfinder fitting method #63

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adammwilson opened this issue Feb 15, 2024 · 1 comment
Open

Add Pathfinder fitting method #63

adammwilson opened this issue Feb 15, 2024 · 1 comment
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@adammwilson
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Prework

  • [ X] I understand and agree to the help guide.
  • [ X] I understand and agree to the contributing guidelines.
  • [X ] New features take time and effort to create, and they take even more effort to maintain. So if the purpose of the feature is to resolve a struggle you are encountering personally, please consider first posting a "trouble" or "other" issue so we can discuss your use case and search for existing solutions first.

Proposal

cmdstanr recently added a new fitting method called Pathfinder. I've searched the repo and can't find any mention of this method, so I don't think it's possible to use stantargets with the pathfinder method.

It would be great to add a tar_stan_pathfinder() (or similar) to enable this functionality in stantargets. I think this would be a fairly minor edit of https://github.com/ropensci/stantargets/blob/main/R/tar_stan_vb.R as the inputs and outputs are similar to tar_stan_vb(). I could potentially take this on at some point, but not for the next few weeks.

Thanks

Love the package, thanks @wlandau!

@wlandau
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wlandau commented Feb 16, 2024

It would be great to have help with this, thanks for offering. I have been looking forward to Pathfinder for a while, and it looks like they implemented it in its own new method: https://mc-stan.org/cmdstanr/reference/model-method-pathfinder.html. I think this would require new target factories tar_stan_pathfinder(), tar_stan_pathfinder_rep(), tar_stan_pathfinder_rep_draws(), and tar_stan_pathfinder_rep_summary() to mirror the *_vb_* equivalents.

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