NaN/Inf handling when sampling from posterior

[ali-akhavan89]

Hi all,

If the simulator generates NaN/Inf (I'm sure about NaN so far) values, I think the sampling gets stuck without any warning or errors being raised. I've seen these situations before, but I've never been able to figure out what's happening until very recently. Please see the codes attached and my comments before generating theta_true and x_o. As I've described, you can change the 2nd dimension of theta_true from 5.7019e-03 to -5.7019e-03 to force the simulator to generate NaN values. The posterior sampling gets stuck. Note that the true parameter would be outside of the prior boundaries, but I highly doubt that all posterior samples are being rejected because I don't even get the "slow sampling warning." I've attached the simulator alone so that you can run the model to see the outputs with the problematic true parameter values (by the way, this is a simplified SEIRb model, and you can see the full paper here).

Does my explanation make sense? If so, wouldn't it better to have a mechanism in SBI to raise a warning or error in these situations?

I also have another question that might be related to this. I've been testing FMPE, and I see a similar situation where the sampling seems to get stuck even when I'm using a true theta that is "okay" and doesn't cause any error in the simulation. But it only happens if I use FMPE combined with flowmatching_nn. FMPE with maf goes through without any issues. I've added comments in the code before the inference object so that you can test the settings yourself easily. But, I'm not entirely sure what is the root cause of this issue. So, I would appreciate any thoughts or feedback on this.

Thank you!
Ali

Archive.zip

[michaeldeistler]

Hi Ali,

I have also observed the "sampling gets stuck" without any warning when running this tutorial. For me, it felt completely stochastic when it does or does not happen. I will convert this to an issue, but I unfortunately do not know the root cause either.

Michael