Resuming sampling from a previous trace

Questions v5
8

Optional McBackend support was released in v5.1.1, so the next steps are:

  • Start testing McBackend with your models & contribute feedback and bugfixes!
  • Modify simple step methods to periodically emit state (random number generator state, tuned hyperparameters) as sampler stats
  • Add optional kwargs to the step method to restore them, like restored_step = pm.Metropolis(..., **idata.sample_stats.sel(draw=12_000))

For simplicitly this should first be done for a simple non-HMC sampler, because this is much easier to dig into & test.

AFAIK this is currently not a priority for any of the core developers, so I would like to encourage you to get involved!