Hi Guys again (2h later…haha):
I have found the answer to my question, the secret is to set the adapt_delta (and any other control such as max_depth, etc), in the model.sample() directive, and not in the stan.build().
This worked out perfect:
fit = model.sample(num_chains=4, num_samples=1000, delta=0.95)
I’ve got this solution after reading this other question: