lnccbrown / HSSM

Development of HSSM package
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Parallel for HDDM's `find_starting_values()` in HSSM #410

Open jainraj opened 2 months ago

jainraj commented 2 months ago

The HDDM library has a method called find_starting_values(), which apparently helps if parameters don't converge (I never used HDDM personally, so I can only assume).

I am wondering:

AlexanderFengler commented 2 months ago

find_starting_values() basically ran the equivalent of find_MAP() in PyMC, to initialize the chains. Initializing chains with MAP values is discouraged from a theoretical viewpoint, however we are thinking of adding this feature again because in practice it can de facto help.

However by "adding this feature" I just mean creating a convenience wrapper around manually calling myhssmmodel.pymc_model.find_MAP() and assigning the results as starting values to the chains, which you can in principle do already.

jainraj commented 2 months ago

Awesome! Thanks for this!