# Error: Initialization failed

**URL:** <https://discourse.mc-stan.org/t/error-initialization-failed/14454>\
**Category:** Modeling\
**Tags:** rstan, fitting-issues\
**Created:** [April 21, 2020, 1:23am UTC](https://discourse.mc-stan.org/t/error-initialization-failed/14454 "2020-04-21T01:23:02Z")\
**Posts on this page:** 4\
**Page:** 1

<div class="post-metadata">

**Author:** ![kevin-kvp](https://yyz2.discourse-cdn.com/flex030/user_avatar/discourse.mc-stan.org/kevin-kvp/32/7787_2.png) [@kevin-kvp](https://discourse.mc-stan.org/u/kevin-kvp)\
**Post date:** [April 21, 2020, 1:23am UTC](https://discourse.mc-stan.org/t/error-initialization-failed/14454/1 "2020-04-21T01:23:03Z")

</div>

Hi all,  
I would like to build the Hierarchical Logistic Regression. Also, I use the flat prior for \mu and \sigma (global parameters in this case)

* * *

```stan
data {
  int<lower = 1> k; // Number of beta (10)
  int<lower = 0> N_train; // Number of observation. (train)
  int<lower = 0> N_all; // Number of observation. (all data) 
  int<lower = 1> cluster; // Number of clusters
  int<lower = 0, upper = 1> y_train[N_train]; // response
  int<lower = 1, upper = cluster> cluster_train[N_train]; // indicating cluster (train)
  int<lower = 1, upper = cluster> cluster_all[N_all]; // indicating cluster (all)
  matrix[N_train,k] X_train; // train_data
  matrix[N_all,k] X_all; // train_data
}

parameters {
  real mu[k];
  real<lower = 0> sigma[k];
  real alpha[cluster];
  vector[k] beta[cluster];
}

model{
  real eta[N_train];
  for(i in 1:k){
    // mu[i] ~ normal(0,2);
    // sigma[i] ~ normal(0,2);
    for(l in 1:cluster){
      beta[l,i] ~ normal(mu[i],sigma[i]);
    }
  }
  
  for(n in 1:N_train){
    eta[n] = alpha[cluster_train[n]] + (X_train[n] * beta[cluster_train[n]]);
    y_train[n] ~ bernoulli(inv_logit(eta[n]));
  }
  
}

generated quantities {
  vector[N_all] y_return;
  for(i in 1:N_all) {
    y_return[i] = bernoulli_rng(inv_logit(alpha[cluster_all[i]] + (X_all[i] * beta[cluster_all[i]])));
  }
}

```

However, when I ran this code in R, it gave an error.

* * *

SAMPLING FOR MODEL ‘xxxxx’ NOW (CHAIN 1).  
Chain 1: Rejecting initial value:  
Chain 1: Log probability evaluates to log(0), i.e. negative infinity.  
Chain 1: Stan can’t start sampling from this initial value.  
.  
.  
.  
Chain 1:  
Chain 1: Initialization between (-2, 2) failed after 100 attempts.  
Chain 1: Try specifying initial values, reducing ranges of constrained values, or reparameterizing the model.  
[1] “Error in sampler$call\_sampler(args\_list[[i]]) : Initialization failed.”  
error occurred during calling the sampler; sampling not done

* * *

I have tried debugging the code, such as changing the prior but it does not help. please help me

Million Thanks!

---

<div class="post-metadata">

**Author:** ![Jean\_Billie](https://yyz2.discourse-cdn.com/flex030/user_avatar/discourse.mc-stan.org/jean_billie/32/9186_2.png) [@Jean\_Billie](https://discourse.mc-stan.org/u/Jean_Billie)\
**Post date:** [April 21, 2020, 10:27am UTC](https://discourse.mc-stan.org/t/error-initialization-failed/14454/3 "2020-04-21T10:27:28Z")

</div>

If the stan file is correct, then by changing `seed` variable of the function `stan()` or `sampling()`, sometimes sampling will start. If it dose not work, then, change `data` in the function `stan()` or `sampling()`.

---

<div class="post-metadata">

**Author:** ![nhuurre](https://avatars.discourse-cdn.com/v4/letter/n/ad7895/32.png) [@nhuurre](https://discourse.mc-stan.org/u/nhuurre)\
**Post date:** [April 21, 2020, 11:13am UTC](https://discourse.mc-stan.org/t/error-initialization-failed/14454/4 "2020-04-21T11:13:38Z")

</div>

> [@kevin-kvp](#):
>
> y\_train[n] ~ bernoulli(inv\_logit(eta[n]));

Might want to use `bernoulli_logit` here. It’s the same but avoids rounding (so works even if the initial guess predicts the wrong outcome with very high probability.)

```stan
y_train[n] ~ bernoulli_logit(eta[n]);

```

---

<div class="post-metadata">

**Author:** ![kevin-kvp](https://yyz2.discourse-cdn.com/flex030/user_avatar/discourse.mc-stan.org/kevin-kvp/32/7787_2.png) [@kevin-kvp](https://discourse.mc-stan.org/u/kevin-kvp)\
**Post date:** [April 22, 2020, 5:23am UTC](https://discourse.mc-stan.org/t/error-initialization-failed/14454/5 "2020-04-22T05:23:54Z")

</div>

Hi all,  
Thank you so much for your help. I just tried this code as @nhuurre suggests.

> [@nhuurre](#):
>
> ```stan
> y_train[n] ~ bernoulli_logit(eta[n]);
> 
> ```

However, the problem still occurs. So, I have tried normalized the data into [0,1] range and change the seed as @Jean_Billie suggests.

> [@Jean\_Billie](#):
>
> f the stan file is correct, then by changing `seed` variable of the function `stan()` or `sampling()` , sometimes sampling will start. If it dose not work, then, change `data` in the function `stan()` or `sampling()` .

The problem is gone, however, the run time is extremely long. So, I just wonder that is it possible that the runtime of my code after editing is long, let’s say I spend around 20 hours to finish it?

PS

- The dimension of `X_train` is 11,096 rows with 12 columns.
- The dimension of `X_all` is 14,795 rows with 12 columns.