Model Fitting

You can use chkpt_brms in nearly the same way as brm. The only difference is that you need to specify the path to the folder where the checkpoints will be stored, and the number of iterations between each checkpoint.

fit1 <- chkpt_brms(count ~ zAge + zBase * Trt + (1|patient),
                   data = epilepsy, 
                   family = poisson(),
                   iter_per_chkpt = 200,
                   path = 'checkpoints/epilepsy')

When running the above, a custom progress bar is printed that includes information about the checkpoints.

#> Initial Warmup (Typical Set)
#> Chkpt: 1 / 10; Iteration: 200 / 2000 (warmup)
#> Chkpt: 2 / 10; Iteration: 400 / 2000 (warmup)
#> Chkpt: 3 / 10; Iteration: 600 / 2000 (warmup)
#> Chkpt: 4 / 10; Iteration: 800 / 2000 (warmup)
#> Chkpt: 5 / 10; Iteration: 1000 / 2000 (warmup)
#> Chkpt: 6 / 10; Iteration: 1200 / 2000 (sample)
#> Chkpt: 7 / 10; Iteration: 1400 / 2000 (sample)
#> Chkpt: 8 / 10; Iteration: 1600 / 2000 (sample)
#> Chkpt: 9 / 10; Iteration: 1800 / 2000 (sample)
#> Chkpt: 10 / 10; Iteration: 2000 / 2000 (sample)
Checkpointing complete

In this case, checkpointing is complete.

Summary

fit1 is a brmsfit object which means that all of the functionality of brms can still be used.

Here is the summary output:

 Family: poisson 
  Links: mu = log 
Formula: count ~ zAge + zBase * Trt + (1 | patient) 
   Data: data (Number of observations: 236) 
  Draws: 4 chains, each with iter = 2000; warmup = 1000; thin = 1;
         total post-warmup draws = 4000

Multilevel Hyperparameters:
~patient (Number of levels: 59) 
              Estimate Est.Error l-95% CI u-95% CI Rhat Bulk_ESS Tail_ESS
sd(Intercept)     0.58      0.07     0.45     0.73 1.00      956     1696

Regression Coefficients:
           Estimate Est.Error l-95% CI u-95% CI Rhat Bulk_ESS Tail_ESS
Intercept      1.77      0.12     1.53     2.00 1.00      887     1575
zAge           0.10      0.09    -0.07     0.26 1.00      871     1256
zBase          0.70      0.12     0.47     0.94 1.00      986     1675
Trt1          -0.26      0.16    -0.60     0.05 1.01      987     1170
zBase:Trt1     0.05      0.16    -0.26     0.37 1.00     1075     1824

Draws were sampled using sample(hmc). For each parameter, Bulk_ESS
and Tail_ESS are effective sample size measures, and Rhat is the potential
scale reduction factor on split chains (at convergence, Rhat = 1).

Posterior Predictive Check

Of course, due to being a brmsfit object, it is seamless perform a posterior predictive check.

pp_check(fit1)

Predetermine stopping point

In addition to manually aborting the run, we can predetermine the stopping point by specifying the number of iterations after which to stop the sampler via the stop_after argument.

fit1 <- chkpt_brms(count ~ zAge + zBase * Trt + (1|patient),
                   data = epilepsy, 
                   family = poisson(),
                   iter_per_chkpt = 200,
                   stop_after = 1400,
                   path = 'checkpoints/epilepsy')


#> Compiling Stan program...
#> Initial Warmup (Typical Set)
#> Chkpt: 1 / 10; Iteration: 200 / 2000 (warmup)
#> Chkpt: 2 / 10; Iteration: 400 / 2000 (warmup)
#> Chkpt: 3 / 10; Iteration: 600 / 2000 (warmup)
#> Chkpt: 4 / 10; Iteration: 800 / 2000 (warmup)
#> Chkpt: 5 / 10; Iteration: 1000 / 2000 (warmup)
#> Chkpt: 6 / 10; Iteration: 1200 / 2000 (sample)
#> Chkpt: 7 / 10; Iteration: 1400 / 2000 (sample)
#> Sampling aborted. You can examine the results or continue sampling by rerunning the same code.

Reset sampling

If we want to reset the sampling, we can use the reset argument, as long as we have not changed any of the key arguments. For example, we can reset the sampling and start from scratch, but we cannot change the formula, data, or family (but we can change “stop_after”)

fit1 <- chkpt_brms(count ~ zAge + zBase * Trt + (1|patient),
                   data = epilepsy, 
                   family = poisson(),
                   iter_per_chkpt = 200,
                   path = 'checkpoints/epilepsy',
                   stop_after = 1600,
                   reset = TRUE)

If we try to change the formula, data, or family, we will get an error:

fit1 <- chkpt_brms(count ~ 1 + (1|patient),
                   data = epilepsy, 
                   family = poisson(),
                   iter_per_chkpt = 200,
                   path = 'checkpoints/epilepsy',
                   stop_after = 1600,
                   reset = TRUE)

Error: Important arguments have been changed. Please completely reset the checkpointing via reset_checkpoints(path, recompile = TRUE).
Interupted before or during warmup. No samples available.

This is because we cannot use the existing compiled model. We need to reset the checkpoints and recompile the model:

reset_checkpoints('checkpoints/epilepsy', recompile = TRUE)