PyMC change backend after sampling

Question

I have been using PyMC in an analysis of some high energy physics data. It has worked to perfection, the analysis is complete, and we are working on the paper.

I have a small problem, however. I ran the sampler with the RAM database backend. The traces have been sitting around in memory in an IPython kernel process for a couple of months now. The problem is that the workstation support staff want to perform a kernel upgrade and reboot that workstation. This will cause me to lose the traces. I would like to keep these traces (as opposed to just generating new), since they are what I've made all the plots with. I'd also like to include a portion of the traces (only the parameters of interest) as supplemental material with the publication.

Is it possible to take an existing chain in a pymc.MCMC object created with the RAM backend, change to a different backend, and write out the traces in the chain?

Answer 1

The trace values are stored as NumPy arrays, so you can use numpy.savetxt to send the values of each parameter to a file. (This is what the text backend does under the hood.)

While saving your current traces is a good idea, I'd suggest taking the time to make your analysis repeatable before publishing.