Bayesian Regressor: Sampling Error: "Bad Initial Energy"

Questions
2

Hi,
There are various reasons why Bad initial energy can happen. Have you tried the solutions in our FAQ?
A few quick suggestions related to this:

  • Make sure your data are standardized somehow if they are on a wide scale.
  • Make sure your priors are not too wide, i.e informative enough – here are good practices on choosing priors. In general, I wouldn’t advice setting your priors with the data’s mean and std. First, this can force the sampler to start in a region of low curvature. Second, you’re using the data twice: once to set the priors, and another time to update them. However, the priors encode the scientific information you have before seeing any data.
  • Make sure there are no inappropriate NaNs somewhere – you’ll find more details in the linked FAQ.
  • Finally, you don’t have to specify shape when the random variable is one-dimensional.

Hope this helps :vulcan_salute: