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When sample() is initiated with init=None, pymc3 does not try to call the general init_nuts() function, and instead silently defaults to the elementwise auto-assignment with assign_step_methods().
This behavior however is not explicitly mentioned in the documentation, where it is suggested that the init argument should always be a string with one of the listed options. Should we:
enforce this constraint, similarly to what is already done in init_nuts(), by raising TypeError and ValueError when an invalid init argument is passed?
document and allow this behavior, either by adding None as an explicit option in the documentation or adding a new string argument init="elementwise" that would work as None currently does.
do nothing...
I would be inclined to 1). If users want to avoid the default auto-assignment of the Nuts sampler, the documentation is quite clear that they should pass the desired step methods via the argument step.
The text was updated successfully, but these errors were encountered:
ricardoV94
changed the title
Implicit behavior in pm.sample, when init=None
Implicit behavior in pm.sample() when init=None
Dec 3, 2020
When
sample()
is initiated withinit=None
, pymc3 does not try to call the generalinit_nuts()
function, and instead silently defaults to the elementwise auto-assignment withassign_step_methods()
.This behavior however is not explicitly mentioned in the documentation, where it is suggested that the init argument should always be a string with one of the listed options. Should we:
init_nuts()
, by raising TypeError and ValueError when an invalid init argument is passed?init="elementwise"
that would work as None currently does.I would be inclined to 1). If users want to avoid the default auto-assignment of the Nuts sampler, the documentation is quite clear that they should pass the desired step methods via the argument
step
.The text was updated successfully, but these errors were encountered: