Hacktoberfest 2026: los issues que los mantenedores marcaron para octubre, abiertos y aptos para principiantes. Explorar issues de Hacktoberfest

laplace_sample: expose CmdStan's diagnostic_file (the Hessian at the mode)

Abierto
  • ¿Algo no está bien?
#868 1 comentario 0 reacciones 0 asignados Ver en GitHub

@atarutin ya está trabajando en esto.

Desde el 9/10/2026.

  • #870 de @atarutin — abierto

Evaluación

Dificultad
3/5
Tiempo estimado
1-2 días
Aptitud para principiantes
25/100
Tipo de issue
Nueva funcionalidad
Claridad
Bastante claro
Estado de actividad
Estancado
Stack tecnológico
python
Área
backend

Línea de trabajo

Start from CmdStanModel.laplace_sample and compare it with how sample handles save_diagnostics, since the issue proposes mirroring that argument. The result would be exposed on CmdStanLaplace as a hessian attribute. Pull request #870 is already open against this issue, so check it before starting. Done means the diagnostic file is requested, parsed, and its Hessian is available when requested.

Escrito por el modelo de indexación a partir del texto del issue.

Descripción

Summary

CmdStan's laplace method can write a diagnostic file (output diagnostic_file=...), but CmdStanModel.laplace_sample has no argument to request it. That file is where CmdStan reports the Hessian at the mode, so cmdstanpy users can't get the Hessian the Laplace approximation was built from.

Details
  • laplace_sample's signature in 1.3.0 is (data, mode, draws, *, jacobian, seed, output_dir, sig_figs, save_profile, show_console, refresh, time_fmt, timeout, opt_args). There is no diagnostic_file or save_diagnostics, unlike sample(save_diagnostics=...).
  • In CmdStan 2.40.0, running laplace mode=<mode.csv> ... output file=lap.csv diagnostic_file=lap_diag.json writes a JSON file whose "Hessian" key holds the Hessian of the log density at the mode, on the unconstrained scale. We confirmed this by running it directly.
Use case

We fit a model by optimize (MLE, jacobian=False) and want observed-information standard errors at the optimum. The Hessian at the mode is that object. Through cmdstanpy we can only get the Laplace draws, and from those we'd have to re-estimate a covariance that CmdStan has already computed exactly.

Suggested API

Add a save_diagnostics: bool = False argument, mirroring sample. It would pass diagnostic_file=<output_dir>/<name>-diagnostic.json to CmdStan, and expose the parsed file on CmdStanLaplace. For example, CmdStanLaplace.hessian would return an np.ndarray, or None if the diagnostic file wasn't requested.

We are happy to open a PR with a test, if this API is acceptable.

Versions

cmdstanpy 1.3.0, CmdStan 2.40.0, Python 3.12, Linux x86_64.

Lenguaje dominante
Python
Estrellas
198
Forks
82
Merge medio
4 d 11 h
PR fusionados (30 d)
3

Preparar el entorno

Primeros pasos

  1. Lee el issue completo y luego la guía de contribución del proyecto.
  2. Comenta en el issue que vas a ocuparte — evita que dos personas hagan lo mismo.
  3. Haz un fork del repositorio y trabaja en una rama.
  4. Abre un pull request que haga referencia al número del issue.

Más de stan-dev/cmdstanpy

Todos los issues de stan-dev/cmdstanpy

Issues similares

Más issues de Python

Recibe los nuevos issues en tu correo

Un resumen breve de issues de GitHub para principiantes.