Frequently Asked Questions

[junpenglao]

How to track a 'nan energy'?

The energy problem, if it is not from invalid start value (i.e., model.test_point) causing non-finite logp, it is usually due to gradient being non-finite. It could be difficult to diagnose, so here would be all the possible step to identify the problem: with pm.Model() as model: # your model definition # make sure all test_value are finite print(model.test_point) # make sure all logp are finite model.check_test_point() with model: step = pm.HamiltonianMC() q0 = step._logp_dlogp_fun…