My model diverges on about 0.5% of the samples. The error messages (in trace.report._chain_warnings) look like this:
Energy change in leapfrog step is too large: 1017.4813457729051.
Energy change in leapfrog step is too large: 1059.9371476906745.
Energy change in leapfrog step is too large: 1139.1986720946406.
Energy change in leapfrog step is too large: 1059.8736709577333.
Energy change in leapfrog step is too large: 2289.9443530453555.
etc.
The overly large energy changes are not super-huge, not infs
or even greater than 4000. Are these worth worrying about? In particular,
should I figure out why the energy changes are sometimes greater
then the default of 1000? Or should I raise that default with a larger
Emax? Or ignore the occasional excessive energy change?
Is there anything special about the default Emax of 1000?
Some details: hierarchical model with lots of beta distributions. NUTS. target_accept=0.8