I am trying to use SVGD in pymc3 on a model to infer parameters of an ODE model. Whenever, I set no.of particles greater than 10 or increase the number of iterations to 20000 instead of the default 10000 I get the below error after completing about 90% of iterations.
FloatingPointError: NaN occurred in optimization.
The current approximation of RV `tau0_interval__`.ravel()[0] is NaN.
The current approximation of RV `tau0_interval__`.ravel()[0] is NaN.
The current approximation of RV `tau0_interval__`.ravel()[0] is NaN.
The current approximation of RV `tau0_interval__`.ravel()[0] is NaN.
The current approximation of RV `tau0_interval__`.ravel()[0] is NaN.
...
I haven’t found any other threads reporting similar errors. I did find a few threads with the error Nan occured in optimization
however they all seem to get this error in the first iteration which were addressed with better initial values unlike in my case where the error is thrown in the last 10% of iterations.
Any suggestions or pointers on what could cause this error?
Thanks!