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SUG on multi-logit regression is out-of-date #500

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jsocolar opened this issue Mar 2, 2022 · 3 comments
Closed

SUG on multi-logit regression is out-of-date #500

jsocolar opened this issue Mar 2, 2022 · 3 comments
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@jsocolar
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jsocolar commented Mar 2, 2022

SUG on multi-logit regression
https://mc-stan.org/docs/2_29/stan-users-guide/multi-logit.html

suggests that the user has to loop row-wise since there's not a vectorized categorical logit. This is out-of-date.

See
https://mc-stan.org/docs/2_29/functions-reference/categorical-distribution.html
and
https://mc-stan.org/docs/2_29/functions-reference/categorical-logit-glm.html

@avehtari
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Pinging @bob-carpenter who asked to point out doc issues he could work on in the near future

@bob-carpenter bob-carpenter self-assigned this Aug 12, 2024
@bob-carpenter
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Thanks. I'll fix it.

@bob-carpenter
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categorical_logit is not yet vectorized to allow this. The available signatures are as follows:

...
Available signatures:
(array[] int, vector) => real
  The second argument must be vector but got matrix
(int, vector) => real
  The first argument must be int but got array[] int

So we can vectorize the outcomes, but there's no way to give them different predictions as this example requires.

I am closing this issue. I opened an issue in the math repo to add the appropriate vectorization signatures: stan-dev/math#3102

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