[PYTHON] Install PyStan on Windows without Anaconda

If you want to run PyStan on Windows, it's easiest to use Anaconda, and the official documentation also describes how to install using Anaconda. PyStan on Windows — PyStan documentation

If you don't use Anaconda, your next option would be to consider running PyStan on a Linux virtual environment, such as with WSL 2.

But that's not even possible, ** what if you want to run PyStan on Windows that doesn't have access to Anaconda or Linux virtual environments **?

environment

I tried it on Windows Server 2019 built on Amazon EC2, but it should be about the same on Windows 10. (suitable)

It doesn't seem to matter much, but I use PowerShell to execute commands.

Install python

First, install Python.

This time I installed Python 3.8.6. I will omit it because I just download the installer normally and click it.

Python Release Python 3.8.6 | Python.org

Install the C ++ compiler

PyStan uses the C ++ compiler at runtime and must be installed.

According to the official document, "MSVC compiler is not supported.", But when I tried it with MinGW-w64, it didn't work ... [^ mingw-w64] And it worked fine for Microsoft Visual C ++, which seems to be unsupported, so this time I will write about this method.

[^ mingw-w64]: I installed MinGW-w64 and set the build-time compiler = mingw32 option in distutils.cfg through the path, but what else did I need?

Download and run the "Build Tools for Visual Studio 2019" installer from the download page. (In the lower menu) Download Visual Studio 2019 for Windows & Mac

When the installer starts, check "C ++ Build Tool" and install it.

Install Cython and NumPy

Install Cython and NumPy in advance, as you will need them when installing PyStan.

$ pip install cython numpy

Install PyStan

The latest version as of November 2020 is 2.19, but it didn't work, so I'll include 2.17. [^ pystan2.19]

[^ pystan2.19]: If pystan == 2.19, the installation will end immediately, but when importing, an error such as "Import Error: DLL load failed while importing _api" will appear and it cannot be used. It looks like the build isn't running during installation, but I don't know the details.

$ pip install pystan==2.17.1.0

Operation check

Let's run a simple sample code.

from pystan import StanModel

model = StanModel(model_code="parameters {real y;} model {y ~ normal(0,1);}")
print(model.sampling().extract()["y"].mean())

Success if a 0-like value is displayed without any error.

end

Windows I don't know anything.

And who is in demand for this article? ?? ??