Thanks for the reply. After more tinkering, I’ve started to run into sampling errors:
with pymc.Model() as categorical_simple_model:
factors=5
N,M=X_train.shape
gps=[]
fs=[]
for factor,loc in list(core_mappings[('origin', 'location', 'loc')].items()):
μ = pymc.gp.mean.Constant(0)
σ_w = pymc.Normal(f'σ_w_{loc}', mu=10.0, sigma=.7, shape=M)
σ_b= pymc.Normal(f'σ_b_{loc}', mu=.0, sigma=.01)
η = pymc.Normal(f'η_{loc}', mu=1.0, sigma=0.01)
κ = MultiLayerPerceptronKernel(M, variance=η**2, bias_variance=σ_b**2, weight_variance=σ_w**2)
gp = pymc.gp.Latent(mean_func=μ, cov_func=κ)
gps.append(gp)
f = gp.prior('f_{loc}'.format(loc=loc),
X=X_train.values)
fs.append(f)
_f = pymc.Deterministic('_f',at.stack(*fs).T)
f = pymc.Deterministic('f', at.math.sigmoid(_f))
_s = pymc.Deterministic('s_', f.sum(axis=1)[:,None])
dummy = np.tile(np.array([1.0]+[.0]*(factors-1))[None,:], (N,1))
p = pymc.Deterministic('p', at.switch(
at.eq(_s,at.zeros_like(_s)), dummy, f/_s )
)
y = pymc.Categorical('y', p=p ,observed=Y_train.values[:,0], shape=Y_train.shape[0])
(Note my priors are all in an incoherent state after endless trial and error). Checking prior outputs of each GP yields somewhat sensible results:
Yet I get hit with generic sampling errors:
Auto-assigning NUTS sampler...
Initializing NUTS using jitter+adapt_diag...
---------------------------------------------------------------------------
SamplingError Traceback (most recent call last)
Cell In [171], line 2
1 with categorical_simple_model:
----> 2 idata = pymc.sample(draws= 1000, tune=1500, cores=2, chains=2, random_seed=44)
File /media/alexander-fyrogenis/Elements/Διδακτορικό/Olive Oil/notebooks/venv/lib/python3.10/site-packages/pymc/sampling.py:561, in sample(draws, step, init, n_init, initvals, trace, chains, cores, tune, progressbar, model, random_seed, discard_tuned_samples, compute_convergence_checks, callback, jitter_max_retries, return_inferencedata, idata_kwargs, mp_ctx, **kwargs)
559 # One final check that shapes and logps at the starting points are okay.
560 for ip in initial_points:
--> 561 model.check_start_vals(ip)
562 _check_start_shape(model, ip)
564 sample_args = {
565 "draws": draws,
566 "step": step,
(...)
575 "discard_tuned_samples": discard_tuned_samples,
576 }
File /media/alexander-fyrogenis/Elements/Διδακτορικό/Olive Oil/notebooks/venv/lib/python3.10/site-packages/pymc/model.py:1801, in Model.check_start_vals(self, start)
1798 initial_eval = self.point_logps(point=elem)
1800 if not all(np.isfinite(v) for v in initial_eval.values()):
-> 1801 raise SamplingError(
1802 "Initial evaluation of model at starting point failed!\n"
1803 f"Starting values:\n{elem}\n\n"
1804 f"Initial evaluation results:\n{initial_eval}"
1805 )
SamplingError: Initial evaluation of model at starting point failed!
Starting values:
{'σ_w_LESVOS': array([ 9.15389669, 10.85270312, 9.44986538, 10.65616583, 9.86568392,
9.55440129, 10.93130078, 10.940588 , 9.82515486, 9.52135951,
10.74580886, 9.58950133, 10.43082604, 9.17414448, 9.22438013,
10.55692819, 10.01655802, 10.58205922, 9.02345872, 9.74216879,
10.46810645, 10.07352035, 9.28861348, 9.60086126, 10.56862279,
10.70950238, 9.10977794, 9.77351756, 9.3025502 , 10.0548006 ,
10.19049653, 9.08146313, 9.76030827, 9.46656961, 10.12176842,
9.34737303, 10.27021216, 10.10108567, 9.85696949, 9.14323312,
10.07580724, 10.14372062, 10.14633824, 9.07256442, 9.36337599,
10.7717392 , 9.37710522, 10.14230229, 9.75886691, 9.68385258,
10.73053422, 9.87517513, 9.25581399, 9.91026346, 9.27934233,
9.62345242, 10.11493438, 9.08867222, 10.82228144, 9.02693697,
10.50623103, 9.08846799, 9.22064129]), 'σ_b_LESVOS': array(0.70921005), 'η_LESVOS': array(1.62290096), 'f_LESVOS_rotated_': array([ 0.48606202, -0.05750464, 0.39775823, -0.73506174, 0.18924769,
-0.79205822, -0.60330083, -0.91940572, 0.30999119, 0.74735712,
0.56623856, 0.83417569, -0.05784597, -0.21402646, -0.96875847,
-0.92535721, 0.84683007, -0.82805718, 0.19342466, 0.78279287,
-0.06573217, -0.0984265 , -0.03966686, 0.69550449, 0.49175055,
-0.62112312, -0.29253861, 0.51988189, -0.48311947, -0.05685895,
-0.87701023, -0.49639025, 0.47754525, -0.85901368, 0.76777466,
0.60161249, 0.11460279, -0.4222967 , -0.3333136 , -0.96208543,
-0.75479352, -0.67267036, -0.31673458, 0.2832573 , 0.13782709,
0.85818576, -0.33240687, -0.06605224, -0.89846575, -0.41776298,
0.36399779, 0.12166975, -0.55771186, 0.10527268, 0.60839088,
0.50254195, -0.05602044, -0.49496405, 0.40177229, 0.77954297,
0.43582885, -0.16038181, -0.04358258, 0.38788849, -0.4015904 ,
0.96939575, -0.52990232, 0.81265588, 0.06512055, 0.90973364,
-0.46138376, -0.85866802, -0.02531684, 0.30186283, -0.26810522,
-0.44478761, 0.18333775, -0.63726822, 0.6975101 , 0.65135364,
0.9892628 , -0.0553152 , 0.13955964, 0.74278527, -0.34539583,
0.61756714, -0.63967225, 0.5944891 , 0.31933709, 0.22292139,
0.18771531, 0.13105963, 0.34021337, -0.86983251, -0.22363494,
-0.41914142, -0.33309724, -0.24702408, 0.45128761, -0.47457353,
0.38379287, -0.75904167, -0.77078648, 0.50091378, -0.29534457,
-0.385392 , 0.91488685, -0.02172829, -0.57859994, -0.32275252,
0.23209637, -0.4291677 , 0.57120151, 0.90852484, -0.51146913,
0.82481469, -0.79504096, -0.37723923, 0.10826941, -0.12484881,
-0.11216902, -0.58125022, 0.06556108, -0.72667636, 0.83587009,
0.29247122, -0.12196493, -0.71611837, 0.86396981, -0.35988189,
-0.12384023, 0.45293806, -0.77279569, -0.9910372 , 0.20212587,
-0.92086343, -0.22572825, -0.12506967, 0.8051224 , 0.03835518,
0.87467874, -0.59992519, -0.10090282, -0.9048303 , 0.83248862,
0.83882907, 0.40730734, -0.92124882, -0.42170137, -0.08626875,
0.77283201, -0.82084868, -0.14841494, 0.45029237, 0.27661259,
0.44060156, -0.33672568, -0.46138687, -0.88363887, -0.07689968,
0.31085364, -0.98858449, -0.31700121, 0.21144317, 0.06261854,
0.36236879, 0.54185604, 0.23242172, -0.26541738, 0.73528826,
0.36156801, -0.36288286, -0.17884688, -0.41012916, 0.60446187,
0.67412714, 0.47165996, 0.12175196, 0.64446294, -0.07718248,
-0.10220434, -0.57194466, 0.67438814, -0.36951548, 0.97305376,
0.70666903, -0.67239419, -0.21630591, -0.13992048, 0.6942951 ,
0.9492795 , 0.60840455, -0.24632258, -0.77791368, -0.42730229,
-0.1190319 , 0.93997779, 0.40344643, -0.9107019 , 0.12310798,
0.67055378, 0.78422849, 0.72392885, 0.9053756 , 0.20930128,
0.11611487, 0.94173718, 0.31018225, -0.26292217, -0.20211832,
0.68700175, 0.34338105, 0.09102248, 0.16590437, 0.39013556,
-0.60289715, 0.85420581, 0.78423054, -0.77061865, -0.53076217,
0.50791463, -0.74316801, 0.44564758, -0.60896336, -0.50457433,
0.50039073, -0.56013186, -0.41561322, 0.8720142 , -0.50067418,
0.76287962, 0.68348549, -0.86013304, 0.95458716, 0.68242175,
0.09745051, -0.04145826, 0.75769 , -0.19702269, -0.0338294 ,
0.71996494, -0.4837162 , -0.09077571, 0.94018659, 0.3729279 ,
-0.36230459, 0.77445179, -0.72677449, 0.48078482, 0.50581907,
0.99125788, 0.14528036, -0.3164143 , -0.35214186, 0.05464637,
0.33523223, -0.49240213, -0.14493891, 0.58246109, -0.34688059,
-0.94206736, 0.89684004, -0.7421782 , -0.81153334, 0.02151323,
0.9434007 , -0.74797198, -0.98670408, -0.15924378, -0.75799781,
0.14191314, -0.75861898, 0.73981023, -0.02256103, 0.93160883,
0.87281622, 0.63372847, -0.75374709, 0.86407595, -0.83897426,
-0.65116815, -0.13878746, 0.68521175, 0.27816359, 0.64666496,
-0.68166694, 0.19674112, -0.75250003, 0.84833841, -0.05258209,
-0.50343253, 0.18088408, -0.87896426, 0.57941075, -0.78760233,
-0.20115428, -0.12380109, -0.40550318, -0.63408434, 0.79398135,
-0.73878101, 0.03437339, 0.18816869, -0.24104893, -0.91192019,
-0.80004882, -0.87585259, 0.538598 , 0.85966293, 0.53485427,
-0.79257814, -0.54344126, -0.07192188, 0.69661188, -0.99336402,
0.65856514, -0.9859744 , 0.71973767, 0.16406195, -0.64105502,
-0.73872274, -0.89386223, 0.56795237, 0.46226757, -0.79521809,
0.38258295, -0.47987754, -0.91335276, 0.30390317, 0.01575346,
-0.06892708, -0.73739227, -0.94395353, -0.78706455, -0.73927979,
0.21979897, 0.83908211, 0.36305091, 0.36759142, 0.17915262,
-0.75946344, 0.56188368, 0.82582536, -0.86403284, 0.70741271,
0.55239022, -0.0237508 , -0.61855772, 0.91165122, -0.70771664,
-0.78505166, -0.93856211, 0.16596274, 0.08685433, -0.35224752,
0.13862893, 0.1314268 , 0.73904479, 0.15068114, 0.06561571,
-0.67232765, -0.53999699, 0.32825998, -0.89981346, 0.13918157,
-0.02071166, -0.25270416, -0.47887448, -0.80040932, -0.52179009,
-0.93727722, 0.11938124, -0.60214144, 0.92809085, 0.15069965,
0.12023757, -0.4319954 , 0.95014544, 0.17716056, -0.83042521,
0.86325665, 0.75015591, -0.82928655, 0.81665911, 0.58666328,
0.53280148, 0.38688033, -0.27655464, 0.59784245, -0.87440181,
-0.81036219, -0.54573094, -0.31516507, -0.69884707, 0.70818205,
0.51771508, -0.84546186, 0.49186937, 0.1268696 ]), 'σ_w_IKARIA': array([ 9.21494362, 10.69765723, 10.52219506, 10.82648558, 9.62780153,
10.62089311, 10.67443963, 10.28101984, 9.94223576, 9.10331004,
10.51714201, 9.90448965, 10.94807566, 10.67459207, 9.18998324,
10.63577916, 9.1964881 , 10.44334554, 10.69654897, 9.5197523 ,
9.50610035, 10.42415076, 10.77374167, 9.17221711, 10.79809018,
9.35620927, 10.27234331, 10.89739256, 9.84993142, 10.72389463,
9.10432842, 9.84038286, 10.21474642]), 'σ_b_IKARIA': array(-0.47105749), 'η_IKARIA': array(1.50507627), 'f_IKARIA_rotated_': array([-0.27948203, -0.39037051, -0.80441018, -0.2028417 , 0.33666347,
-0.91366135, -0.11786481, 0.9936126 , -0.92285819, 0.44724691,
0.23186736, -0.28812537, 0.29880623, -0.06649264, 0.47457421,
0.93279294, -0.69575604, -0.03617461, 0.50512821, -0.6356363 ,
-0.3298101 , 0.62306306, -0.89120689, 0.68278601, 0.93174378,
0.95517806, -0.27287669, 0.63782505, 0.13242919, -0.88263241,
0.56662343, 0.86178375, -0.11706782, -0.94725375, 0.6196216 ,
0.50170609, 0.33706222, 0.25419795, -0.7354072 , 0.74212949,
0.91508001, -0.77096085, -0.35835153, -0.29613842, 0.93758883,
-0.33040874, -0.70027456, -0.26470037, 0.06104933, -0.97368939,
0.47830373, 0.68366075, 0.25691619, -0.55541296, -0.87332899,
0.21011257, -0.72990397, -0.48704953, -0.50603564, -0.97427106,
-0.63992956, 0.96362526, -0.32897696, -0.65462311, -0.86076531,
-0.21689051, 0.437032 , -0.90258268, -0.18465247, 0.65768317,
0.10505895, -0.53424249, 0.35707991, -0.03910111, -0.5782608 ,
-0.70724433, 0.27216229, -0.73573242, 0.2686824 , -0.19995845,
-0.11793359, -0.52450426, 0.24411859, 0.77099508, -0.63883249,
0.09972287, 0.28418921, -0.78116082, 0.30795318, 0.83271334,
0.11929135, -0.63090027, -0.63922105, 0.32525192, 0.9949957 ,
-0.52158884, -0.11099115, 0.78514752, 0.93714179, 0.65663547,
0.4551711 , -0.89977151, 0.51874976, 0.52851773, 0.63470914,
0.32690264, -0.10442083, -0.22657619, 0.47078002, 0.75417924,
-0.1769126 , -0.87948168, 0.63648271, -0.87532117, -0.78362362,
0.59663556, -0.8766123 , 0.331311 , 0.17902656, 0.35563398,
0.21281197, 0.01168888, 0.57534042, 0.29649029, 0.90763528,
0.89161291, 0.01573708, 0.12611317, 0.12109387, -0.15383683,
0.17758962, 0.65371869, -0.36597453, -0.20420019, 0.97426758,
0.13985259, -0.90608478, 0.67376478, 0.95558517, 0.05439007,
-0.11691677, -0.24941819, -0.84215802, -0.38252799, 0.16286306,
0.90463155, 0.72657282, 0.84332545, -0.34549113, 0.18340231,
-0.64138555, -0.13969498, -0.67951917, 0.26504536, 0.47107957,
0.31325995, -0.91330355, -0.77977864, -0.22834488, -0.82950776,
-0.43478197, 0.4317437 , -0.80898551, 0.58372512, 0.23792121,
0.53531073, -0.24918119, -0.64844689, -0.24058978, -0.47535967,
-0.3388392 , -0.04526641, -0.18171857, -0.20685575, -0.03598036,
-0.53220813, -0.35585681, 0.94456868, 0.11598018, 0.48441732,
0.75093342, 0.68660801, 0.14298974, 0.32119572, 0.47927278,
0.70346316, -0.11036186, -0.58045823, 0.53553899, 0.74019028,
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0.31516136, 0.57154341, 0.63324059, 0.55171728, 0.43273322,
0.67060517, -0.91263772, 0.39502389, -0.73515489, 0.17602126,
-0.58788015, -0.46186564, -0.52755813, -0.83745151, 0.50575306,
0.22695921, 0.22509206, -0.97794513, 0.78102943, -0.39314543,
-0.48351958, 0.69888094, 0.35290789, -0.74973345, -0.10720196,
-0.21770319, -0.19948587, -0.4669718 , 0.09693138, 0.21184672,
0.54150039, 0.73848466, -0.33167776, -0.63046675, -0.48865088,
0.65588298, 0.30040299, 0.87153996, 0.35498385, 0.50127758,
0.74501066, -0.76349962, -0.65442908, -0.41294734, 0.44716831,
-0.55596078, 0.83651696, 0.5142481 , 0.46857172, -0.46044239,
0.28445636, 0.10714396, -0.11700016, -0.86218257, -0.04477057,
0.34355535, -0.14767439, -0.79204087, 0.64902172, 0.65239501,
0.14668265, -0.25806695, 0.22708576, 0.80371109, -0.1216073 ,
-0.11337834, 0.92453582, -0.98715673, -0.86063292, -0.75003766,
0.17585209, 0.78084521, -0.85198475, -0.94108158, 0.19619444,
-0.08831064, 0.59278515, -0.0244028 , 0.98702759, 0.93913542,
-0.33784074, -0.4574391 , -0.90798093, -0.70322187, 0.19524623,
-0.99871723, -0.50801984, -0.16170868, 0.85088972, -0.67442472,
0.65773729, -0.40098471, 0.09161588, 0.83786002, 0.54346601,
0.01736629, 0.10784845, 0.32900574, 0.15317762, 0.55516649,
0.61755485, -0.71300043, -0.58162011, -0.91731162, -0.14326466,
-0.94322453, 0.16225505, 0.15473652, -0.49417958, -0.34964539,
-0.21733528, -0.58379056, -0.85234656, 0.47416692, 0.70713682,
-0.03221922, 0.03523189, 0.04571195, 0.17054439, -0.37914808,
-0.9545246 , -0.83439622, -0.23108025, -0.24650903]), 'σ_w_SAMOS': array([10.18692239, 10.15548637, 9.6890952 , 9.85771665, 9.21202937,
10.98213583, 9.63121548, 10.59680639, 9.45200574, 10.65284439,
9.81525158, 10.97862545, 9.04996588, 9.8200355 , 10.20277911,
9.93994377, 9.25621225, 10.12314184, 9.98556261, 10.81837332,
10.14758508, 10.61628615, 9.11069931, 10.87425799, 9.11678893,
10.37474661, 10.42492221, 9.76238371, 9.72092666, 10.05785007,
9.52149489, 9.20260739, 9.37123183, 10.91415715, 10.48881682,
9.49054663, 10.98986968, 10.86928939, 10.50607239, 10.74960645,
9.89163306, 10.94083801, 10.36574912]), 'σ_b_SAMOS': array(0.08874031), 'η_SAMOS': array(1.84375236), 'f_SAMOS_rotated_': array([ 6.72047424e-01, 8.99247179e-04, -8.68739473e-01, 8.77473628e-01,
8.54988823e-01, 3.54413515e-01, -4.29107182e-01, -5.71963173e-02,
-6.59897210e-01, -4.94928671e-01, 3.14148898e-02, -9.20920171e-01,
-5.28165081e-01, 9.48962807e-01, 2.72881317e-01, 8.89889459e-01,
8.41552321e-01, 4.79466518e-01, -5.45694971e-01, 3.59571284e-01,
-8.66889456e-01, -2.96377154e-01, -1.98801726e-01, 1.39233115e-01,
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-6.13123216e-01, -8.02285696e-01, -5.39906572e-01, -5.50472626e-01,
-5.16047242e-01, 3.19877954e-01, 2.97925712e-01, -3.65818533e-01,
5.09248145e-01, -3.63776122e-02, 1.30758010e-01, 1.39254296e-02,
-3.37624658e-01, -5.73184253e-01, 1.58570715e-02, 6.04669290e-01,
1.00045557e-02, 6.05803719e-01, 9.03520587e-01, -8.70227128e-01,
4.41040589e-01, -3.38563828e-01, 8.25278294e-01, 3.95261538e-01,
4.49434962e-01, -4.84723012e-01, -3.16089644e-01, 9.85856074e-01,
9.02263931e-01, 4.08331871e-01, 3.93385682e-01, 8.60688966e-01,
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9.27873440e-01, -4.01678049e-01, 1.68972192e-02, 2.59915567e-01,
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-2.94443829e-01, -6.47316228e-01, -5.19127286e-01]), 'σ_w_FOURNOI': array([ 9.5489369 , 10.77977131, 9.4538371 , 9.33103961, 10.69335592,
9.3333864 , 9.27642861, 10.69094443, 10.21996653, 9.40913956,
10.54219502, 9.05731878, 9.39658146, 9.77360533, 10.94081895,
10.84177394, 10.09743025, 10.63296598, 10.51407624, 10.86785604,
10.50029705, 10.51386372, 10.20350355, 10.57265985, 10.62788594,
10.00872969, 9.19832164, 9.07303835, 9.41240352, 10.36151362,
9.89984589, 10.94599143, 9.0420823 , 10.4690349 , 10.6610043 ,
10.18399225, 9.14191398, 9.39271576, 10.68431681, 10.89876478,
10.27226484, 9.91792894, 10.39164921, 9.69105533, 10.26322218,
10.80251152, 9.60909037, 9.71315524]), 'σ_b_FOURNOI': array(-0.94781615), 'η_FOURNOI': array(0.80100611), 'f_FOURNOI_rotated_': array([-3.97228937e-01, 7.99523421e-02, -4.70200757e-01, 6.24252281e-01,
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2.21050389e-01, -1.84653904e-01, 9.91445116e-01, 9.32620868e-01,
-3.38506471e-01, -1.29050688e-01, -4.00248226e-01, 8.68893012e-01,
-3.32464066e-01, -6.20937835e-01, 5.98108100e-01, -8.28208321e-01
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3.23782771e-01, -5.03160902e-01, -1.38063505e-02, -1.94168328e-01,
-1.04008104e-01, 6.07082622e-01, -3.86213935e-01, 7.35792215e-01,
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-6.39990806e-01, 6.60487970e-01, 7.74316140e-01, 1.21762503e-01,
8.56800711e-01, 2.04393917e-01, 6.16646853e-01, 1.38388212e-01,
3.80496733e-01, -6.03769752e-01, 4.88071554e-01, -9.08363565e-01,
4.34786964e-01, 7.87288634e-01, 3.38746971e-01]), 'σ_w_CHIOS': array([10.17120168, 10.1782227 , 10.73685522, 9.76525574, 10.4665285 ,
10.01731353, 9.94830092, 10.31727308, 10.14967229, 9.65455023,
10.26413 , 9.50327049, 9.31747371, 9.00053912, 10.44134165,
10.20261506, 9.99836577, 9.63783051, 9.11248378, 9.46232361,
10.9423304 , 10.99508382, 10.55153047]), 'σ_b_CHIOS': array(-0.96337696), 'η_CHIOS': array(1.88378994), 'f_CHIOS_rotated_': array([ 9.23616006e-01, 7.77901917e-01, -4.21498370e-01, 9.79736189e-01,
7.42142313e-01, -1.18727426e-01, 4.53994594e-01, -4.20801284e-01,
7.43915009e-03, 3.55987828e-01, -1.84489393e-01, 7.84232474e-01,
-1.46664866e-02, 5.46611866e-01, 5.07858412e-01, -9.47863605e-01,
1.35310451e-01, -4.26369620e-01, 3.19788497e-01, 3.59855091e-01,
2.64946338e-01, 7.84376137e-01, -7.21563615e-01, -5.11396794e-01,
2.65216016e-01, -1.95440060e-01, -4.21435559e-01, -7.25225528e-01,
3.33736999e-01, 3.92834118e-01, 1.17783636e-01, -5.15275119e-01,
9.32732896e-01, -7.42402903e-01, -7.20636743e-01, -8.57224323e-01,
1.80174136e-01, 7.03799368e-01, -8.16897522e-01, 5.96079844e-01,
-3.02083227e-01, -6.08818905e-01, -5.36624200e-01, 1.25554575e-01,
-4.43466349e-01, 4.96767912e-03, 5.46370781e-01, -7.44642655e-01,
7.40036971e-01, -3.88127333e-01, -9.09175491e-02, -6.92525072e-01,
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7.69551696e-01, -7.24265961e-01, -9.66041146e-01, 4.11554797e-01,
9.59580391e-01, 4.40021544e-01, -8.16263896e-01, -9.76384710e-01,
3.04327377e-01, 9.00838395e-01, 3.99404994e-02, 6.53495241e-01,
-9.23477101e-01, 7.44699622e-02, -1.13543422e-01, 3.42359134e-01,
2.16669551e-01, -2.57469320e-01, 4.50825908e-01, 4.12335612e-01,
-9.97725847e-01, -2.85264916e-01, 1.41502106e-01, -9.32997232e-01,
-3.59810035e-01, 9.64132366e-01, 2.62705861e-01, -9.84762331e-01,
-5.95309175e-02, -8.08496452e-01, 7.39996507e-01, -7.88039551e-01,
-9.21900651e-01, 2.63767932e-01, -9.61649896e-01, 8.90901657e-01,
4.31572140e-02, -2.01120261e-02, -9.52584035e-01, -7.84213998e-01,
8.56496365e-01, 8.96517097e-01, 4.57219594e-01, 7.03872473e-01,
4.32698451e-01, -1.10951382e-01, -7.36517657e-01, -8.51071007e-01,
5.00539830e-01, 1.87584275e-02, -5.01886368e-02])}
Initial evaluation results:
{'σ_w_LESVOS': -58.1, 'σ_b_LESVOS': -2511.21, 'η_LESVOS': -1936.34, 'f_LESVOS_rotated_': -435.36, 'σ_w_IKARIA': -61.48, 'σ_b_IKARIA': -1105.79, 'η_IKARIA': -1271.82, 'f_IKARIA_rotated_': -432.46, 'σ_w_SAMOS': -58.62, 'σ_b_SAMOS': -35.69, 'η_SAMOS': -3555.9, 'f_SAMOS_rotated_': -431.25, 'σ_w_FOURNOI': -58.91, 'σ_b_FOURNOI': -4488.09, 'η_FOURNOI': -194.31, 'f_FOURNOI_rotated_': -431.28, 'σ_w_CHIOS': -55.87, 'σ_b_CHIOS': -4636.79, 'η_CHIOS': -3901.74, 'f_CHIOS_rotated_': -434.5, 'y': -inf}
My going theory is all the GP’s are outputing very large negative values which the sigmoid sends to 0, resulting in a divide by zero. I’m not familiar with the internals of MCMC and don’t understand where these gigantic values are coming from or why they seem to disagree with the valuesin the large vectors seen above
P.S. The MultiLayerPerceptronKernel is pretty much copy-pasted from GPy’s implementation. Categorical is encoded as {1,2,…} instead of {0,1,…} not sure if it’s relevant. Outputs arbitarily cropped to meet the character limit