Is it possible to completely fix the
stepsize__ parameter? Equivalently I tried to run the HMC sampler with
warmup=0 but I got flat lines and zero-likelihood/negative poisson parameter warnings even when setting the initial parameters to the “true” values. Is that not allowed in Stan?
I was under the impression that with NUTS it may be necessary to have some optimization during the burn-in period, but for HMC only the step size required optimization, so it did not need anything else if a step size (as well as
int_time was provided).
Additionally, since I’m asking about sampler options, is there one to suppress all warnings during sampling?
verbose=False doesn’t seem to eliminate all messages, and for long runs I would like to see only the percent progress.