Thank you very much for your reply.
I wasn’t doing that. Sorry, maybe the commented code was misleading. When using arviz, I would first run the code using to_netcdf
(with return_inference_data=True
) and then use from_netcdf
to read the inference data.
I thought old.posterior
is an xarray
? Do you mean that only MultiTrace
can be used as a trace
argument to start sampling where the process finished?
That’s exactly my case! I want to use one chain, and start sampling from where I’ve finished. I just can’t figure out how to do it with arviz.
Thanks, that’s really helpful but from what I understand arviz.concat
returns an InferenceData
object. This still makes it impossible to start sampling from where the old trace finished, right? Do you know if this in general impossible with arviz? This is crucial to me, I am fitting a very slow model on a cluster. The model can fail for many reasons and I need to be able to save the sampling “state”.
Update
Ok, I see there exists a solution for a similar problem for pymc4. I’m not sure yet if this would work with pymc3.