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$ python lasso_missing.py
Traceback (most recent call last):
File "lasso_missing.py", line 42, in <module>
start = pm.find_MAP()
File "/tmp/pymc3/pymc3/tuning/starting.py", line 168, in find_MAP
specific_errors)
ValueError: Optimization error: max, logp or dlogp at max have non-finite values. Some values may be outside of distribution support. max: {'sib_mean_log__': array(-0.366512917833829), 'siblings_imp_missing': array([], dtype=int64), 'p_disab_logodds__': array(0.0), 'disability_imp_
missing': array([0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0]), 'p_mother_logodds__': array(0.0), 'mother_imp_missing': array([0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
0, 0, 0, 0]), 's_log__': array(1.6094379124341003), 'beta': array([ 0.1, 0.1, 0.1, 0.1, 0.1, 0.1, 0.1])} logp: array(nan) dlogp: array([ 8.98253860e+01, -5.85000000e+01, -9.50000000e+00,
5.58700716e+04, 6.49722000e+02, 3.32594000e+02,
7.25314000e+02, 1.26742000e+02, 3.48175580e+04,
3.19726000e+02, 2.59158000e+02])Check that 1) you don't have hierarchical parameters, these will lead to points with infinite density. 2) your distribution logp's are properly specified. Specific issues:
beta.logp bad: nan
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