Getting generated_quantities from optimization result in Turing.jl

General Usage
1

Suppose I optimize my Turing model to get some kind of reasonable parameter values… Is there a way to get the generated_quantities?

mapest = optimize(mymodel,MAP())
gen_quant = ???
2

I tried generated_quantities(model, opt_parms), but it did not work. I don’t know if it is possible, but I will leave a MWE for others to use. Computing the generated quantity outside of the model is one workaround: z = 1 - opt_parms.values[:p]

MWE

using Turing, Random, Optim

# Set the true probability of heads in a coin.
p_true = 0.5

# Iterate from having seen 0 observations to 100 observations.
Ns = 0:100

# Draw data from a Bernoulli distribution, i.e. draw heads or tails.
Random.seed!(12)
data = rand(Bernoulli(p_true), last(Ns))

# Declare our Turing model.
@model function coinflip(y)
    # Our prior belief about the probability of heads in a coin.
    p ~ Beta(1, 1)
    z =  1 - p

    # The number of observations.
    N = length(y)
    for n in 1:N
        # Heads or tails of a coin are drawn from a Bernoulli distribution.
        y[n] ~ Bernoulli(p)
    end
    return (;z)
end


model = coinflip(data)
opt_parms = optimize(model, MAP())
generated_quantities(model, opt_parms)
3

This is no good for general models as now the code can diverge in the two places leading to bugs. Thanks for the MWE!

4

No problem.

It might be worth making a feature request on GitHub.