Derivatives are zero for jitter but not ADVI initialization

Questions
1

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?

Thanks,
Nathan

2

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.

1 Like
3

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

Thanks!