Derivatives are zero for jitter but not ADVI initialization

Hi All,

I’m trying to increase my understanding about initializing sampling. When I initialize a model using the defaults (jitter+adaptive diag.) my model will always get zero derivative errors. When I initialize with ADVI it runs to completion thought it takes a bit longer to initialize. Is ADVI the more stable of the two approaches and should be used with jitter + adaptive diag. fails?


jitter fail sometimes as the jitter makes the initial value goes out of the support. In those case you should instead use init='adapt_diag', which is better than ADVI initialization.

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That makes sense. I’ll try initializing with adapt_diag and see how that goes.