As the title writes, how can we observe the searching process of PyMC3 at each iteration, not after all the search is finished?
By searching process do you mean the tree that NUTS built? That’s not stored due to memory limitation.
Maybe I didn’t make the question clear. I mean I want to know the accepted samples of NUTS at each iteration, not after the procedure is finished (after the procedure of NUTS is finished, we can use “_trace” to plot all the accepted samples searched by NUTS).
Oh you mean return the sample at each iter? A iterator like sampling process? I am afraid we dont have any accessible API for this - we used to have a live_plot option but it is not very useful and thus removed: https://github.com/pymc-devs/pymc3/commit/fbb864f85e6deb856b6410a1cf35dbccf868c3df
OK， thank you very much, I think I have to find another way out.