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

ricardoV94 June 5, 2023, 3:47pm 4

Yes

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Current default initval strategy

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