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catch Stan log_prob exceptions inside moment matching #262

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Merged
jgabry merged 2 commits into from
Mar 20, 2024
Merged

catch Stan log_prob exceptions inside moment matching #262

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77b289a
catch Stan log_prob exceptions
avehtari Mar 19, 2024
36ffa4d
Apply suggestions from code review by jgabry
avehtari Mar 20, 2024
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24 changes: 21 additions & 3 deletions R/loo_moment_matching.R
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Original file line number Diff line number Diff line change
Expand Up @@ -286,14 +286,20 @@ loo_moment_match_i <- function(i,
# 1. match means
trans <- shift(x, uparsi, lwi)
# gather updated quantities
quantities_i <- update_quantities_i(x, trans$upars, i = i,
quantities_i <- try(update_quantities_i(x, trans$upars, i = i,
orig_log_prob = orig_log_prob,
log_prob_upars = log_prob_upars,
log_lik_i_upars = log_lik_i_upars,
r_eff_i = r_eff_i,
cores = 1,
is_method = is_method,
...)
)
if (inherits(quantities_i, "try-error")) {
# Stan log prob caused an exception probably due to under- or
# overflow of parameters to invalid values
break
}
if (quantities_i$ki < ki) {
uparsi <- trans$upars
total_shift <- total_shift + trans$shift
Expand All @@ -310,14 +316,20 @@ loo_moment_match_i <- function(i,
# 2. match means and marginal variances
trans <- shift_and_scale(x, uparsi, lwi)
# gather updated quantities
quantities_i <- update_quantities_i(x, trans$upars, i = i,
quantities_i <- try(update_quantities_i(x, trans$upars, i = i,
orig_log_prob = orig_log_prob,
log_prob_upars = log_prob_upars,
log_lik_i_upars = log_lik_i_upars,
r_eff_i = r_eff_i,
cores = 1,
is_method = is_method,
...)
)
if (inherits(quantities_i, "try-error")) {
# Stan log prob caused an exception probably due to under- or
# overflow of parameters to invalid values
break
}
if (quantities_i$ki < ki) {
uparsi <- trans$upars
total_shift <- total_shift + trans$shift
Expand All @@ -336,15 +348,21 @@ loo_moment_match_i <- function(i,
if (cov) {
trans <- shift_and_cov(x, uparsi, lwi)
# gather updated quantities
quantities_i <- update_quantities_i(x, trans$upars, i = i,
quantities_i <- try(update_quantities_i(x, trans$upars, i = i,
orig_log_prob = orig_log_prob,
log_prob_upars = log_prob_upars,
log_lik_i_upars = log_lik_i_upars,
r_eff_i = r_eff_i,
cores = 1,
is_method = is_method,
...)
)

if (inherits(quantities_i, "try-error")) {
# Stan log prob caused an exception probably due to under- or
# overflow of parameters to invalid values
break
}
if (quantities_i$ki < ki) {
uparsi <- trans$upars
total_shift <- total_shift + trans$shift
Expand Down