Store micro-moments (or micro-moment names) in results

[avner-ak]

Hey @jeffgortmaker---thanks for the public good. Hopefully small enhancement idea: would it be feasible to add the MicroMoment objects themselves to the ProblemResults object when using micro-moments? My current workflow is to save the ProblemResults object as a pickle immediately after estimation, then in subsequent code files loading it and running some post-estimation code. It would be very helpful to have the moments themselves (and not just their empirical and estimated values) within the object so I can, e.g., programmatically see which results used which micro-moments and evaluate different micro-moments on different problems without reconstructing them.

Mea culpa if there's a way to do that in the current API that I'm missing!

[jeffgortmaker]

This is something I looked into back when I was adding micro moments. I ran into issues with micro moment classes involving lambda functions, which are difficult to serialize (e.g., pickle.dumps(lambda x: x) raises a PicklingError). I can think of a couple solutions:

1. Have a function that constructs the micro moment classes. Call this once when running Problem.solve, and just call it again in your subsequent code files running post-estimation code.
2. Install dill, use it to pickle a tuple (micro_moments, problem_results), and just load this when doing post-estimation. Dill is better than the default pickle at handling lambda functions.

[avner-ak]

Thanks, makes sense. I get the difficulty with serializing the lambda functions. As a second-best, it would be helpful to at least have the names of the micro-moments exposed. For example, having a micro_labels attribute for micro akin to what beta_labels is for beta would help programmatically see which micro values correspond to which moments. This can in principle currently be done by parsing ProblemResults._formatted_moments but just directly exposing the names would be a lot more convenient (and, as far as I can tell, is the only element in ProblemResults.__str__ that isn't directly exposed in an attribute).

[jeffgortmaker]

That's a great point - adding it to the todo list. Thanks!