I am getting NaN while doing optimization with ADVI. with pm.Model() as irt_model: loc = pm.Normal('loc', mu=0., sd=1.,shape=N_QUESTIONS) scale = pm.TruncatedNormal('scale', mu=1. , sd=0.1, lower=0. ,shape=N_QUESTIONS) guessing = pm.Beta('guessing', alpha=1., beta=5.,shape=N_QUESTIONS) …

NaN occurred in optimization at first Iteration with ADVI

junpenglao February 18, 2020, 2:04pm 4

The model looks fine to me - maybe try changing the TruncatedNormal to HalfNormal?

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