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Divergences in Bayesian Non-parametric Causal Inference PyMC 5.10+ #643

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NathanielF opened this issue Feb 28, 2024 · 0 comments
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@NathanielF
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Bayesian Non-parametric Causal Inference:
https://www.pymc.io/projects/examples/en/latest/causal_inference/bayesian_nonparametric_causal.html:

Issue description

The notebook was originally developed using pymc 5.3.0, when updating to 5.10 the initial propensity model fit on the logistic regression breaks down. 4000 or so divergences. This seems to be due colinearity and the squared terms in the data set.

*Note that this issue tracker is about the contents in the notebooks,

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Expected output

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Proposed solution

This issue can be fixed by specifying the init conditions on the sampler.

idata.extend(pm.sample(samples, init='adapt_diag', random_seed=105, idata_kwargs={"log_likelihood": True}))

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