Hi - I’m contributing to a library for bayesian analysis and visualization (arviz), and we are trying to add a function to convert Pyro objects into data that can be used there.
As part of that, I am working with the eight schools MCMC example, but can not figure out how to save the output: specifically the
pyro.infer.mcmc.mcmc.MCMC object. I know elsewhere
pyro.get_param_store() is recommended, but that is empty after running NUTS. Using pickle/dill/cloudpickle also fails for inscrutable reasons.
I would appreciate any suggestions!