This is a simple pystan wrapper that persistently caches compiled model code. While compiling a model takes seconds or minutes, loading a cached model takes hundredths of a second (YMMV).

Use this just as you would use pystan.stan.

from pystan_cache.pystan_cache import caching_stan

model_code = "insert stan code here"
data = {"x": [1,2,3]}

# On the first run, this will be slow. Subsequent runs will be fast!
caching_stan.stan(model_code=model_code, data=data)

If you would like to customize the cache, you can do that too.

from pystan_cache.pystan_cache import CachingPyStan

model_code = "insert stan code here"
data = {"x": [1,2,3]}
caching_stan = CachingPystan(cache_dir="C:\CACHE\STAN")

# Create a model, then fit it.
model = caching_stan.stan_model(model_code=model_code)
model.sampling(data)

# Make and fit a model.
caching_stan.stan(model_code=model_code, data=data)

• Changing the version of PyStan invalidates the cache
• Caches in-memory and on the filesystem
• Well-tested

I have only tested this with Python 2.7, and I'm sure that it doesn't work with Python 3.

If things are going horribly wrong, first try clearing the Stan cache, the default location for which is .cache/stan.

The cached compiled code is a function of the input Stan code as well as the pystan library that's compiling it. To ensure that changing the version of pystan invalidates the cache, this library looks at pystan.__version__. Therefore, if you modify the pystan library without changing the version number, this library is not for you.

Copyright 2015 Paul Kernfeld.

This program is free software: you can redistribute it and/or modify it under the terms of the GNU General Public License as published by the Free Software Foundation, either version 3 of the License, or (at your option) any later version.

This program is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for more details.

You should have received a copy of the GNU General Public License along with this program. If not, see http://www.gnu.org/licenses/.