Hi, I am trying to switch my model from pm.sample() to pm.fit() for performance reasons. I have gotten my model to sample well with pm.sample() on a subset of my data–meaning there are 0 divergences, the r_hats are all under 1.01, and the posteriors are reasonable–but my full dataset is much too l…

Transitioning from pm.sample() to pm.fit()

ricardoV94 May 20, 2025, 1:27pm 9

The nan happens in the optimization, because it gets too extreme gradients probably

Topic		Replies	Views
NaN occurred in optimization at first Iteration with ADVI Questions	3	764	February 18, 2020
NaN occurred in optimization with ADVI Questions	5	4619	August 6, 2019
ADVI changes start values to NaN Questions	2	895	January 18, 2021
How to use pymc3.fit() method Questions	16	3836	May 7, 2018
NaN occurred in optimization with NUTS Questions	8	4719	May 29, 2018