Suppose I’ve fit a model with Turing and I have a “Chains” object. Suppose my model has a bunch of nuisance parameters, and I’m just interested in looking at several particular parameters. I want to extract a chains object that has just the parameters say
(:a,:b,:c,:d)… How am I supposed to do it?
Things I’ve tried that don’t make sense…
get(chain,[:a,:b,:c,:d]) # returns tuples not chains
group(chain,...) # designed to collapse multidimensional parameters
Thing I’m thinking is the “right” way:
mysample = sample(...) # get a Chains object
subvars = set_sections(mysample,Dict(:myparams => [:a,:b,:c,:d]))
mysubvarsample = Chains(subvars,:myparams)
That seems really awkward… why isn’t there something like
Just Wrap with
DataFrame , then you can get some columns
subset(df,:a) can’t work, I don’t why
I want to pass a Chains object to things that summarize or plot chains etc, but I don’t want to summarize or plot all ~100s of parameters just the “important ones”
Chain object is an
AxisArray at its core, so you could do
mychain.value[var = [:a, :b, :c, :d]]
This would give me the data, but it’d be an AxisArray right? Not an Chains object, and hence functions designed to summarize or plot chains may or may not understand it.
I’m kind of flabbergasted that there doesn’t appear to be a simple way to get a subchain as a Chains object. It’s trivial to write this function:
Chains(set_sections(ch,Dict(secname => vars)),secname)
But it seems like this sort of thing should be part of the API with some kind of consensus as to how it should work.
Sorry I misread your question I guess, I think it’s less of a question and more of a github issue/PR
Yeah, I wanted to be sure I hadn’t just overlooked something before opening an issue. I’ll open an issue if the consensus is there’s nothing that I missed, it’s just not a thing in the API.
If you do
a = Array(chain), select the variables you want, e.g.
c=Chains(b) will create a chain with the selected variables. I don’t know how to extract and select the variable names from the first chain, but there must be a way. If you have them, then the last step would be
For reference here you should be able to simply do
c = chain[["parameter_1", "parameter_2"]]
Is there a place in the docs where this is explained? If not, I’ll modify my issue I filed to make it an issue with the docs.