Initialization failed in Pystan

Modeling
1

I’m trying to make a model in Pystan on my data. But, I keep receiving the initialization failed error. I have checked all the previous questions and the data format for me is changed to np.asarray

model_code_bel_copy = “”"
functions {
real sigmoid(real x, real g) {
return 1.0/(1.0 + exp(-g*x));
}
real sigmoid_simple(real x) {
return 1.0/(1.0 + exp(-x));
}
}
data {
int<lower=0> N;
int action[N];
int item[N];
}

parameters {
real<lower=0, upper=1> bel_prob[3];
}
transformed parameters {
real V[N];
real act[N];
for (i in 1:N) {

    V[i] = bel_prob[item[i]]; 
    act[i] = sigmoid_simple(V[i]);
}

}

model {
action ~ bernoulli(act);
}

“”"

Here is my 10 fold cross validation on it the model where I get the initialization error while fitting the data on the model

K fold cross validation

K = 10
kf = KFold(n_splits=K)
kf.get_n_splits(actions)

train_loglikelihood = []
train_loglikelihood_sum = []
test_loglikelihood = []
test_loglikelihood_sum = []

train_auc_score = []
test_auc_score = []

for train_index, test_index in kf.split(actionTmp):
actions_train, actions_test = actions[train_index], actions[test_index]
beliefs_train, beliefs_test = beliefs[train_index], beliefs[test_index]
items_train, items_test = items[train_index], items[test_index]
#trusts_train, trusts_test = trusts[train_index], trusts[test_index]

model_data_bel = {
    'N' : len(actions_train),
    'action': actions_train,
    'item': items_train
}

fit = pystan.stan(model_code=model_code_bel_copy, data=model_data_bel,iter=2000, chains=4, n_jobs= 1)

In case there is a need for the error and

Stan
Capture.Stan.JPG1489×963 188 KB

as well as how my data looks like

Stan2
Capture.Stan2.JPG1399×368 67.3 KB

Any help on how I can fix it is greatly appreciated. Thanks

2

Total beginner here, so I cannot comment on whether there might be a general coding error, but I have also come across initialisation failure for binary outcome or ordinal models. In R and brms, it is possible to set the ‘inits’ or initialisation to ‘0’ to begin with. This often solves initialisation problems for what I have done.

I wonder if you can add ‘inits = 0’ to “fit = pystan.stan(model_code=model_code_bel_copy, data=model_data_bel,iter=2000, chains=4, n_jobs= 1)” , after you specify the data and before you specify the number of iterations. It’s at least worth a try before people who know what they are talking about can comment!

3

Thanks for the response.
I’ve tried and the error is still there!

4

It looks like you’re not using Python 2.7, so judging from PyStan’s documentation , you should be able to avoid the “n_jobs = 1” argument.

(I’m making a crude guess that there may be a problem triggered by setting the n_jobs argument to 1, though that’s a stab in the dark.)

5

Problem is Bernoli needs 0 and 1, it does not work on any other binary values! Once I changed the actions values to 0 and 1, I could make it work

1 Like