cmdstan-ruby's Introduction

CmdStan.rb

Bayesian inference for Ruby, powered by CmdStan

Installation

Add this line to your application’s Gemfile:

gem "cmdstan"

Getting Started

Create a Stan file, like bernoulli.stan

data {
  int<lower=0> N;
  int<lower=0,upper=1> y[N];
}
parameters {
  real<lower=0,upper=1> theta;
}
model {
  theta ~ beta(1,1);
  y ~ bernoulli(theta);
}

Compile the model (this can take a few minutes the first time as CmdStan downloads and builds)

model = CmdStan::Model.new(stan_file: "bernoulli.stan")

Fit the model

data = {"N" => 10, "y" => [0, 1, 0, 0, 0, 0, 0, 0, 0, 1]}
fit = model.sample(data: data, chains: 5)

Summarize the results

fit.summary

Load a compiled model

model = CmdStan::Model.new(exe_file: "bernoulli")

Check out Strata for shipping models

Maximum Likelihood Estimation

mle = model.optimize(data: data)
mle.optimized_params

Reference

Check if CmdStan is installed

CmdStan.cmdstan_installed?

Install CmdStan manually

CmdStan.install_cmdstan

Credits

This library is modeled after the CmdStanPy API.

History

View the changelog

Contributing

Everyone is encouraged to help improve this project. Here are a few ways you can help:

Report bugs
Fix bugs and submit pull requests
Write, clarify, or fix documentation
Suggest or add new features

To get started with development:

git clone https://github.com/ankane/cmdstan-ruby.git
cd cmdstan-ruby
bundle install
bundle exec rake test

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cmdstan-ruby's Issues

Linux ARM 64 support

Hello,

The installation of rb-prophet fails on linux arm64.

I think this is due to the usage of stanc for amd64 processors.

Building native extensions. This could take a while...
ERROR:  Error installing prophet-rb:
	ERROR: Failed to build gem native extension.

    current directory: /home/nabil/.rvm/gems/ruby-3.1.0/gems/prophet-rb-0.2.5/ext/prophet
/home/nabil/.rvm/rubies/ruby-3.1.0/bin/ruby -I /home/nabil/.rvm/rubies/ruby-3.1.0/lib/ruby/3.1.0 -r ./siteconf20220207-43224-e9mn2a.rb extconf.rb
g++ -std=c++1y -pthread -D_REENTRANT -Wno-sign-compare -Wno-ignored-attributes      -I stan/lib/stan_math/lib/tbb_2020.3/include    -O3 -I src -I stan/src -I lib/rapidjson_1.1.0/ -I lib/CLI11-1.9.1/ -I stan/lib/stan_math/ -I stan/lib/stan_math/lib/eigen_3.3.9 -I stan/lib/stan_math/lib/boost_1.75.0 -I stan/lib/stan_math/lib/sundials_5.7.0/include    -DBOOST_DISABLE_ASSERTS          -c -MT stan/src/stan/model/model_header.hpp.gch -MT stan/src/stan/model/model_header.d -MM -E -MG -MP -MF stan/src/stan/model/model_header.d stan/src/stan/model/model_header.hpp
g++ -std=c++1y -pthread -D_REENTRANT -Wno-sign-compare -Wno-ignored-attributes      -I stan/lib/stan_math/lib/tbb_2020.3/include    -O3 -I src -I stan/src -I lib/rapidjson_1.1.0/ -I lib/CLI11-1.9.1/ -I stan/lib/stan_math/ -I stan/lib/stan_math/lib/eigen_3.3.9 -I stan/lib/stan_math/lib/boost_1.75.0 -I stan/lib/stan_math/lib/sundials_5.7.0/include    -DBOOST_DISABLE_ASSERTS          -c -MT src/cmdstan/main.o -MM -E -MG -MP -MF src/cmdstan/main.d src/cmdstan/main.cpp

--- Translating Stan model to C++ code ---
bin/stanc  --o=/tmp/prophet.hpp /tmp/prophet.stan
bash: bin/stanc: cannot execute binary file: Exec format error
make: *** [make/program:50: /tmp/prophet.hpp] Error 126
/home/nabil/.rvm/gems/ruby-3.1.0/gems/cmdstan-0.1.8/lib/cmdstan/utils.rb:24:in `run_command': Command failed (CmdStan::Error)
	from /home/nabil/.rvm/gems/ruby-3.1.0/gems/cmdstan-0.1.8/lib/cmdstan/model.rb:22:in `block in compile'
	from /home/nabil/.rvm/gems/ruby-3.1.0/gems/cmdstan-0.1.8/lib/cmdstan/model.rb:21:in `chdir'
	from /home/nabil/.rvm/gems/ruby-3.1.0/gems/cmdstan-0.1.8/lib/cmdstan/model.rb:21:in `compile'
	from /home/nabil/.rvm/gems/ruby-3.1.0/gems/cmdstan-0.1.8/lib/cmdstan/model.rb:16:in `initialize'
	from extconf.rb:13:in `new'
	from extconf.rb:13:in `<main>'

extconf failed, exit code 1

Binaries for cmdstan are available for linux-arm64, what is the best way to support arm64 ?

Thanks.

make -j launches too many jobs

Hi! I was enabling prophet support to blazer and had to compile this gem, but the make -j launches a lot of concurrent jobs and it nearly crashed my dev machine. Would you accept a patch that removes it or maybe adds an env variable to set the amount of jobs?