pyro-ppl/pyro

[FR] get mcmc.summary() as DataFrame

Open

#3,013 opened on Jan 26, 2022

View on GitHub
 (6 comments) (1 reaction) (0 assignees)Python (981 forks)batch import
enhancementhelp wantedusability

Repository metrics

Stars
 (8,211 stars)
PR merge metrics
 (Avg merge 10d 19h) (1 merged PR in 30d)

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

Research direction
Examine the MCMC.summary() method and understand how it generates the summary table. Create a new method `summary df()` that returns a pandas DataFrame, or modify `summary()` to accept a parameter to return a dict or DataFrame.
Tech stack
pythonpytorch
Domain
machine learningdata
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.
Active
ClarityHow clearly the issue explains the expected change, acceptance criteria, and next step.
Clear
Prerequisites
PythonPyTorchpandas
Newbie friendlinessA 1-100 score estimating how approachable this issue is for first-time contributors.
65