Dear wonderful Stan community,
I have a general question that has come up in a number of models I’ve seen. We’ve all encountered that obnoxious message: “Initialization between (-2, 2) failed after 100 attempts.” Often, I react using the recommendations immediately following that error (declaring initial values, reducing ranges, or altogether re-specifying some things). However, for some of my more obstinate models, the most efficient, brute-force way around this simply has me re-run the code a few times, and then boom it works. (By “a few” I mean 5-10. I’m not that crazy!)
Here’s my question: Can you tell rstan how many attempts to make before giving up? That is, can we change the default 100 attempts?
Thank you for your time, humor, and steadfast wisdom.
Cheers,
Max