Infinite loss with ADVI

Questions
1

I added some features to my model and now when ADVI is working, it shows in the progress bar “Average loss = inf”

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But the elbo seems to converge and the average loss is 1.3835e+05 at the end:
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Is there something I didn’t specify correctly in my model or maybe my new features causes problems?

Thanks,

2

Looking at the ELBO plot it seems fine. Maybe in some iterations the ELBO goes infinite, you can check where the approx.hist is infinite, and track the parameter using http://docs.pymc.io/notebooks/variational_api_quickstart.html#Tracking-parameters to investigate further.

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