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Allow configuring of initial point for pymc models #161

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merged 2 commits into from
Nov 14, 2024

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jessegrabowski
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@jessegrabowski jessegrabowski commented Nov 14, 2024

So far I'm just configuring and returning the pymc initialization function. My goal has been to re-use as much PyMC code as possible.

Remaining issues:

  • Fix return type of the initial point function (currently it's a dict of arrays, what does it need to be?)
  • Expose initialization arguments (default_strategy, jitter_rvs, overrides) somewhere. In compile_pymc_model I guess? This will change the API somewhat -- currently init_mean (which does nothing) is on sample.
  • Add rust function to use the provided python function

@jessegrabowski jessegrabowski added enhancement New feature or request help wanted Extra attention is needed labels Nov 14, 2024
@aseyboldt
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Thanks!
Looks good to me. I changed to default to support_point after all, models with improper priors won't work otherwise.
I'll merge if the tests pass.

@aseyboldt aseyboldt marked this pull request as ready for review November 14, 2024 13:38
@aseyboldt aseyboldt merged commit 5b88163 into pymc-devs:main Nov 14, 2024
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