It’s been a happening summer here at Stan’s downtown branch at the Flatiron Institute. Brian Ward and I advised a couple of great interns. Two weeks or so before the end of the internship, our interns present posters. Here are the ones from Brian’s intern Alexey and my intern Meenal.
Alexey Izmailov: scikit-stan
Alexey built a version of the scikit-learn API backed by Stan’s sampling, optimization, and variational inference. It’s plug and play with scikit.learn.
- Alexey Izmailov. 2022. You like scikit-learn? You like Stan? You love scikit-stan! Poster.
Meenal Jhajharia: unconstraining transforms
Meenal spent the summer exploring constraining transforms and how to evaluate them with a goal toward refining Stan’s transform performance and to add new data structures. This involved both figuring out how to evaluate them (vs. target distributions w.r.t. convexity, condition if convex, and sampling behavior in the tail, body, and near the mode of target densities). Results are turning out to be more interesting than we suspected in that different transforms seem to work better under different conditions. We’re also working with Seth Axen (Tübingen) and Stan devs Adam Haber and Sean Pinkney.
- Meenal Jhajharia. 2022. Efficient Unconstraining Parameter Transforms for Hamiltonian Monte Carlo. Poster.
They don’t make undergrads like they used to
Did I mention they were undergrads? Meenal’s heading back to University of Delhi to finish her senior year and Alexey heads back to Brown to start his junior year! The other interns at the Center for Computational Mathematics, many of whom were undergraduates, have also done some impressive work in everything from using normalizing flows to improve sampler proposals for molecular dynamics to building 2D surface PDE solvers at scale to HPC for large N-body problems. In this case, not making undergrads like they used to is a good thing!
Hiring for next summer
If you’re interested in working on statistical computing as an intern next summer, drop me a line at [email protected]. I’ll announce when applications are open here on the blog.
Bob:
This is great! Just one thing: why do you say they don’t make undergrads like they used to? Undergrads have done research in the past, even implementing numerical differentiation solvers from scratch in Fortran, or so I’ve heard…
Is there a git repo for the scikit-stan? I googled but found a scikit-stan repo last updated 2.5 years ago, so I guess it’s not that one.
I’m assuming it’s this one: https://github.com/WardBrian/scikit-stan
@Aki Please find the repository here: https://github.com/WardBrian/scikit-stan. It is currently under Brian Ward’s ownership but will eventually be transitioned to the stan-dev organization on Github. The PyPi package page can be found here: https://pypi.org/project/scikit-stan/