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I am currently running functions such as stan_glm and stan_glmer from the rstan package in R. I am calling each function 1000 times, and it turns out that about 75% of these runs result in an warning such as:

Warning messages:
1: There were 184 divergent transitions after warmup. Increasing adapt_delta above 0.95 may help. See
http://mc-stan.org/misc/warnings.html#divergent-transitions-after-warmup 
2: There were 1 chains where the estimated Bayesian Fraction of Missing Information was low. See
http://mc-stan.org/misc/warnings.html#bfmi-low 
3: Examine the pairs() plot to diagnose sampling problems
4: Markov chains did not converge! Do not analyze results!

I would like to create a while loop that re-runs the function until I come across a run without an warning. Is there a way to flag or detect such warning messages as the one above? Thanks.

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1 回答 1

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You can use tryCatch() function to catch errors and warnings and adjust your workflow based on the result, i.e:

x = -3.5

repeat{

  x <- x + 0.6
  print( paste("Current value of x is", x) )

  result <- tryCatch( log( x ), 
                      error = function(e) e, 
                      warning = function(w) w ) 

  if (inherits(result,"warning")) next  # For warnings - continue the next iteration
  if (inherits(result,"error")) stop( result )  # For errors - stop


  print( paste0(" log(",x,")=", result))
  break 
}

# [1] "Current value of x is -2.9"
# [1] "Current value of x is -2.3"
# [1] "Current value of x is -1.7"
# [1] "Current value of x is -1.1"
# [1] "Current value of x is -0.5"
# [1] "Current value of x is 0.1"
# [1] " log(0.1)=-2.30258509299404"

However, be very careful with repeat and while loops as you might end up creating an infinite loop. It might be a good idea to check how many iterations the loop has executed and abort it in case there have been too many iterations:

x = -3.5
iter <- 0

while (iter < 100) {

  x <- x + 0.6
  iter <- iter + 1

  print( paste("Current value of x is", x) )

  result <- tryCatch( log( x ), 
                      error = function(e) e, 
                      warning = function(w) w ) 

  if (inherits(result,"warning")) next  # For warnings - continue the next iteration
  if (inherits(result,"error")) stop( result )  # For errors - stop


  print( paste0(" log(",x,")=", result))
  break 
}
于 2018-05-28T02:21:59.887 回答