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Stress test utility for numpyro? #1833

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SamuelBrand1 opened this issue Jul 16, 2024 · 2 comments
Open

Stress test utility for numpyro? #1833

SamuelBrand1 opened this issue Jul 16, 2024 · 2 comments
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enhancement New feature or request

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@SamuelBrand1
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Hi everyone,

I'm working on an ODE based model (solver from diffrax) for respiratory viruses fitted on past seasons of data.

At the moment, we occasionally have maximum iteration fails during NUTS warm-up. This is a bit of a classic problem with ODE models, but I was wondering if there was a stress test utility in numpyro which will sample parameters (in the unconstrained domain I guess) and record the parameters that cause a fail in the model log posterior density call (e.g. like this from LogDensityProblems.jl.

I had a look in the docs but I might well have missed something, apols in advance if I have.

@fehiepsi
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I think you can draw samples from prior and use the utility log_density to check which of them causes NaN. We don't have a utility for that but please feel free to submit a PR. The feature would be useful for many usage cases.

@fehiepsi fehiepsi added enhancement New feature or request and removed question Further information is requested labels Jul 19, 2024
@SamuelBrand1
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Cheers for the update.

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