pyro-ppl/pyro

[FR] get mcmc.summary() as DataFrame

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#3,013 opened on Jan 26, 2022

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enhancementhelp wantedusability

Description

First of all thanks for the great package!

Issue Description

One of the useful features of the MCMC class is the MCMC.summary() method which prints summary statistics of the sampled chain.

In this issue I'm asking for the feature to be able to get this table as a Pandas DataFrame.

Code Snippet

def model(data):
    ...

nuts_kernel = NUTS(model)
mcmc = MCMC(nuts_kernel, num_samples=500)
mcmc.run(data)
mcmc.summary()

It would be very helpful if there was a simple way to get mcmc.summary as DataFrame or perhaps alternatively as a dict which can become a DataFrame.

Contributor guide

Tech stack
pythonpandas
Domain
datamachine learning
Issue type
feature
DifficultyEstimated implementation difficulty for a new contributor, from 1 for very small changes to 5 for expert-level work.
2
Estimated timeA rough time range for an experienced contributor to investigate, implement, test, and prepare a pull request.
1-3 hours
Activity statusHow available the issue appears right now: fresh, active, stale, blocked, or waiting on maintainer input.
fresh
ClarityHow clearly the issue explains the expected change, acceptance criteria, and next step.
clear
Prerequisites
familiarity with Pyro's MCMC classbasic pandas knowledge
Newbie friendlinessA 1-100 score estimating how approachable this issue is for first-time contributors.
75
Research direction
The feature request is to extend the `MCMC.summary()` method (likely defined in `pyro/infer/mcmc.py`) to optionally return a pandas DataFrame. The current implementation prints a table. A new parameter (e.g., `as dataframe=False`) could be added to return a DataFrame when set to True. The summary statistics are stored internally; extracting them into a dict and converting to DataFrame should be straightforward. Check the existing ` summary` helper and the `Diagnostics` module for formatting. No prior PRs exist for this issue.