Pystan，运行时错误-初始化失败

Question

我正在尝试使用Pystan开发一个贝叶斯模型。我能够成功地编译模型。但当我对数据进行采样时，会出现运行时错误。请参阅以下代码：

my_code = '''
data {
int N;
int K1; 
int K2; 
real max_intercept;
matrix[N, K1] X1;
matrix[N, K2] X2;
vector[N] y; 
}
parameters {
vector<lower=0>[K1] beta1;  
vector[K2] beta2; 
real<lower=0, upper=max_intercept> alpha; 
real<lower=0> noise_var; 
}
model {
beta1 ~ normal(0, 1); 
beta2 ~ normal(0, 1); 
noise_var ~ inv_gamma(0.05, 0.05 * 0.01);
y ~ normal(X1*beta1 + X2*beta2 + alpha, sqrt(noise_var));
}
'''
fit1 = sm1.sampling(data=input_data, iter=2000, chains=4, init=0.5,n_jobs=-1) #Getting an error here

我已经检查了所有的数据点(没有丢失的数据或没有相同编号的列(和它们的数据类型(都是float 64(。我还使用MinMaxScaler 对数据进行了缩放

input_data = {
'N': len(data_scaled), #836
'K1': len(pos_var), #17 
'K2': len(pos_neg_var),#29 
'X1': X1, #(836,17)
'X2': X2, #(836,17)
'y': data['orders'].values,
'max_intercept': min(data['orders']) #0
}

下面是我得到的错误。

RemoteTraceback                           Traceback (most recent call last)
RemoteTraceback: 
"""
Traceback (most recent call last):
File "C:Usersabc.condaenvsstan_envlibmultiprocessingpool.py", line 121, in worker
result = (True, func(*args, **kwds))
File "C:Usersabc.condaenvsstan_envlibmultiprocessingpool.py", line 44, in mapstar
return list(map(*args))
File "stanfit4anon_model_a396b59aabedfaa132f3a814776a219f_7619586994410633893.pyx", line 371, in stanfit4anon_model_a396b59aabedfaa132f3a814776a219f_7619586994410633893._call_sampler_star
File "stanfit4anon_model_a396b59aabedfaa132f3a814776a219f_7619586994410633893.pyx", line 404, in stanfit4anon_model_a396b59aabedfaa132f3a814776a219f_7619586994410633893._call_sampler
RuntimeError: Initialization failed.
"""
The above exception was the direct cause of the following exception:
RuntimeError                              Traceback (most recent call last)
<timed exec> in <module>
~.condaenvsstan_envlibsite-packagespystanmodel.py in sampling(self, data, pars, chains, iter, warmup, thin, seed, init, sample_file, diagnostic_file, verbose, algorithm, control, n_jobs, **kwargs)
776         call_sampler_args = izip(itertools.repeat(data), args_list, itertools.repeat(pars))
777         call_sampler_star = self.module._call_sampler_star
--> 778         ret_and_samples = _map_parallel(call_sampler_star, call_sampler_args, n_jobs)
779         samples = [smpl for _, smpl in ret_and_samples]
780 
~.condaenvsstan_envlibsite-packagespystanmodel.py in _map_parallel(function, args, n_jobs)
83         try:
84             pool = multiprocessing.Pool(processes=n_jobs)
---> 85             map_result = pool.map(function, args)
86         finally:
87             pool.close()
~.condaenvsstan_envlibmultiprocessingpool.py in map(self, func, iterable, chunksize)
266         in a list that is returned.
267         '''
--> 268         return self._map_async(func, iterable, mapstar, chunksize).get()
269 
270     def starmap(self, func, iterable, chunksize=None):
~.condaenvsstan_envlibmultiprocessingpool.py in get(self, timeout)
655             return self._value
656         else:
--> 657             raise self._value
658 
659     def _set(self, i, obj):
RuntimeError: Initialization failed.

我对派斯坦比较陌生。我很感激在这里得到的任何指导。

Answer 1

我解决了这个问题！运行时错误通常发生在数据不满足模型中定义的约束时。

1. 例如，当约束为X>0在模型中定义
2. 还有最常见的错误，需要确保Y值没有关闭。在我的数据中，很少有Y值为0，这些值通过了缺失值和pos值检查。在用Y的平均值输入值后，问题就解决了

学习愉快！