How to use pymc3.fit() method

[junpenglao]

Did you have a look at the related discussion here?

Frequently Asked Questions

Getting NaN or Inf during NUTS or VI (e.g., 'Bad initial energy: inf. The model might be misspecified., NaN occurred in optimization.)

NaN occurred in optimization with NUTS

This is an issue I sometimes has as well, a few example on Github: FloatingPointError: NaN occurred in optimization with NUTS #2272 Issues getting variable in hierarchical model to update #2271 My first instinct is usually: model misspecification. For example, commenting on issue #2271: I would check the logp of each random variable and the model mu.logp(model.test_point) model.logp(model.test_point) Make sure that no logp is inf. Another quick try, is to reduce the learning rate (1e-3 i…

NaN occurred in optimization with ADVI

I tried to infer following logistic regression model using ADVI, def invlogit(self, x): return tt.exp(x)/(1+ tt.exp(x)) with pm.Model() as self.logistic_model: alpha = pm.Normal('alpha', mu=0, sd=20) beta = pm.Normal('beta', mu=0, sd=20, shape=X.shape[1]) mu = alpha + tt.dot(X, beta) p = pm.Deterministic('p', invlogit(mu)) y = pm.Bernoulli('y', p=p, observed=y) apprx = pm.fit(1000) Then I got the following er…