Hey! I am currently trying to understand what the default “initval” strategy is. In the pymc.model class it seems None is stored in self.rvs_to_initial_values for each RV that was not passed a initval. I know, that the NUTS initialization can place a jitter on the initval depending on the init met…

By default it’s a moment (usually the mean, but could be anything that has a finite logp). It should work the same if you specified initival="moment". The only other option besides a user constant is initval="prior" which takes a random draw from the prior. You can see what it looks like by callin…

Current default initval strategy

Questions v5

TimOliverMaier June 5, 2023, 3:47pm 3

Thanks for the quick answer. By “usually” you mean it depends on the distribution at hand?

Topic		Replies	Views
Initial values not being used when sampling v5	7	2094	July 15, 2022
Change distribution of jitter v5 sampling	16	417	July 11, 2023
Geometric variable initialization Questions	1	453	April 14, 2018
Unexpected Initial evaluation results v5 modeling	6	812	June 30, 2022
Testval in distribution Questions	2	559	May 27, 2019

Current default initval strategy

Related topics