Initialization error: Try specifying initial values, reducing ranges of constrained values, or reparameterizing the model

Please also provide the following information in addition to your question:

  • Operating System: macOS 10.13.4
  • brms Version: 1.10.0

Hi brms-users,

We are trying to specify a relatively simple probit model:

fit <- brm(choice ~ 0 + cond + cond:V + (0 + cond + cond:V|subject),data=dat,family=bernoulli(“probit”))

However, we get the following error:

"Rejecting initial value:
Log probability evaluates to log(0), i.e. negative infinity.
Stan can’t start sampling from this initial value.

Initialization between (-2, 2) failed after 100 attempts.
Try specifying initial values, reducing ranges of constrained values, or reparameterizing the model.
[1] “Error in sampler$call_sampler(args_list[[i]]) : Initialization failed.”

In looking at the STAN users group it appears that it is possible the data is formatted incorrectly.

Thanks!

Edward

Edward,

I’ve never dug fully into the cause but this always happens with my probit models in Stan, and I “solve” it by setting the initial values to all be 0.

Jonathan

Set inits = 0 in brm() to avoid initialization at too small or too large values. also please update brms to the latest CRAN version (2.3.0).

Switching to a logit model can be more numerically stable (due to the use of Stan’s built-in binomial_logit parameterization) and that often helps with initialization. There’s really no advantage to using a probit model, so I’d recommend trying the logit and seeing if that allows you to use random initialization, which is preferable to Initializing everything at zero.