I am trying to use variational inference via ADVI to sample from a posterior with a lot of parameters. The data is simulated using the following code: import math def sigmoid(x): return 1 / (1 + math.exp(-x)) sigmoid_vec = np.vectorize(sigmoid) side_cov = np.random.normal(0,1,size = (1000,20))…

You are probably observing numerical issues due to the sigmoid evaluating to either 0 or 1, and having an observation in obs_y that is the opposite. You can try to use the argument logit_p in the pm.Bernoulli to pass directly the probability in logit scale without having to do pm.math.sigmoid logi…

Pymc3 variational inference for multi-level logistic regression returning approximation equal to NaN

Questions

Zhangyi_Fan April 12, 2021, 9:25pm 3

Thank you so much!!!

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Pymc3 variational inference for multi-level logistic regression returning approximation equal to NaN

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