search

felipeangelimvieira / prophetverse

A multiverse of Prophet models for timeseries
https://prophetverse.com
Apache License 2.0
33 stars 3 forks source link

[BUG] Model does not raises error when convergence with MAP fails #39

Closed felipeangelimvieira closed 4 months ago

felipeangelimvieira commented 6 months ago

Some hyperparameters may cause unstable optimization and lead to nans. The code currently ignores this and return the nans without raising the error. An exception with informative message (suggesting the change of learning rate for example) could improve user experience.

felipeangelimvieira commented 5 months ago

Using numpyro.enable_x64() solves the NaNs. Need to check if it affects performance.