I’m running a toy hierarchical model and am using the SMC sampler (code and outputs attached), and it appears that at least one of the weights goes to 0 or an NaN value. From the traceback:
File “/usr/local/anaconda2/lib/python2.7/site-packages/pymc3/step_methods/smc.py”, line 272, in calc_beta
ESS = int(1 / np.sum(weights ** 2))
ValueError: cannot convert float NaN to integer
I’ve tried changing the seed and increasing the number of chains; but this results (sometimes) in an alternative error: an out-of-bounds from Theano.
This is on OSX 10.12.6 – python and library versions are in the outloaded stdout logs (appended to the code as only two links are allowed)
foo.oob.withOutput.py (23.0 KB)
foo.nan.withOutput.py (19.2 KB)