What’s given to step_size
arg is exactly for init_stepsize
, a starting point to find a proper stepsize for adaptation to get to proper acceptance probability. That step_size
defaults to 1(cmdstan user guide), and reducing it makes it easier to reach that acceptance probability(so you don’t see those warnings anymore). Just keep in mind that step_size
is not the actual stepsize the adaptation uses in the first warmup iteration.
3 Likes