Stress test utility for numpyro?
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Description
Hi everyone,
I'm working on an ODE based model (solver from diffrax) for respiratory viruses fitted on past seasons of data.
At the moment, we occasionally have maximum iteration fails during NUTS warm-up. This is a bit of a classic problem with ODE models, but I was wondering if there was a stress test utility in numpyro which will sample parameters (in the unconstrained domain I guess) and record the parameters that cause a fail in the model log posterior density call (e.g. like this from LogDensityProblems.jl.
I had a look in the docs but I might well have missed something, apols in advance if I have.
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Research direction
No implementation files or tests are named. Start by reviewing NumPyro's existing documentation and inference utilities, then compare the requested behavior with the linked LogDensityProblems stress-test example; done means sampling unconstrained parameters and recording those that fail during the model log-density call.
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Assessment
- Tech stack
- python
- Domain
- machine-learning
- Issue type
- Feature
- Difficulty
- 5/5
- Estimated time
- Over a week
- Activity status
- Stale
- Clarity
- Mostly clear
- Newbie friendliness
- 30/100