gptoolsStan
is a minimal package to publish
Stan code for efficient Gaussian process inference. The package can be
used with the cmdstanr
interface
for Stan in R. Unfortunately, Rstan
is not
supported because it does
not provide an option to specify include paths. If you’re already
familiar with cmdstanr
, dive in below. If not, have a look
at the getting
started guide for the cmdstanr
interface.
This vignette demonstrates the package by sampling from a simple Gaussian process using Fourier methods (see the accompanying publication “Scalable Gaussian Process Inference with Stan” for background on the approach). Here is the model definition in Stan.
Here, we assume that cmdstanr
is installed and that the
cmdstan
compiler is available. See here if you need
help getting set up with cmdstanr
. Let’s compile the
model.
library(cmdstanr)
library(gptoolsStan)
model <- cmdstan_model(
stan_file="getting_started.stan",
include_paths=gptools_include_path(),
)
As indicated in the data
section of the Stan program, we
need to define the number of elements n
of the Gaussian
process and the real
fast Fourier transform (RFFT) of the covariance kernel
cov_rfft
. We’ll use 100 elements and a squared
exponential covariance kernel which allows us to evaluate the RFFT
directly.
n <- 100
length_scale <- n / 10
freq <- 1:(n %/% 2 + 1) - 1
# See appendix B of https://arxiv.org/abs/2301.08836 for details on the expression.
cov_rfft <- exp(- 2 * (pi * freq * length_scale / n) ^ 2) + 1e-9
Let’s obtain prior realization by sampling from the model.
fit <- model$sample(
data=list(n=n, cov_rfft=cov_rfft),
seed=123,
chains=1,
iter_warmup=1000,
iter_sampling=5,
)
We extract the draws from the fit
object and plot a
realization of the process.
f <- fit$draws("f", format="draws_matrix")
plot(1:n, f[1,], type="l", xlab="covariate x", ylab="Gaussian process f(x)")
This vignette illustrates the use of gptools with an elementary
example. Further details can be found in the more comprehensive
documentation although using the cmdstanpy
interface.