Saving MCMC object

numpyro
1

Hi all,

What is the best way to save the MCMC results.
Let’s say we successfully performed our inference with mcmc.run (in my case on remote server) and now I want to save the trained model to do some postprocessing on my local machine such as

  • Plot traces with arviz
  • Get summaries mcmc.print_summary
  • Resume training in case of undesired results.

I think it is also beneficial to add one saving strategy notebook to examples repo.

Thanks

2

As far as I know, you cannot serialize the mcmc object directly. However, I would recommend to look into Arviz’ InferenceData object (with the netcdf-serialization).