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Closed
Tracked by #7053
ricardoV94 opened this issue Nov 30, 2023 · 0 comments · Fixed by #7165
Closed
Tracked by #7053

Report divergences from JAX samplers #7041

ricardoV94 opened this issue Nov 30, 2023 · 0 comments · Fixed by #7165
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beginner friendly enhancements jax

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@ricardoV94
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ricardoV94 commented Nov 30, 2023 •
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PyMC users are used to getting an immediate report when there are divergences in the standard NUTS sampler. I suggest we print (log) this information when we call the JAX samplers on behalf of the users.

This can be specially puzzling when there are nan in the gradient and the whole sampling finishes in an instant without a single warning, even though there were 100% divergences.

Recent user question: https://discourse.pymc.io/t/sampling-with-blackjax-no-divergence-report/13394
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