"Step-out procedure failed" for regression model

[Jona Sassenhagen]

Hey,

I'm having trouble setting up a regression model. It seems whatever I do, I get "Step-out procedure failed". Any ideas?

Example:

data2.head()

	errors	mismatches	response	rt	subj_idx	total_members
0	0	0	1	0.416174	2	4
1	0	0	1	0.462922	2	4
2	0	1	0	0.883895	2	3
3	0	1	0	1.165471	2	37
4	0	1	0	1.475800	2	10

model = hddm.models.HDDMRegressor(data2, "v ~ total_members", p_outlier=0.05)

model.find_starting_values()

model.sample(1000, burn=100)

If I run a model without any condition dependencies at all, just HDDMRegressor(data2), the same thing happens. (However, I can use quantile optimization on the data by itself.)

I'm also attaching the RT histogram.

Full error trace:

---------------------------------------------------------------------------
AssertionError                            Traceback (most recent call last)
<ipython-input-29-fd9c80a51411> in <module>()
      1 model.find_starting_values()
----> 2 model.sample(1000, burn=100)
      3 #params = model.optimize('chisquare')

/Users/jona/anaconda/envs/hddm/lib/python2.7/site-packages/kabuki/hierarchical.pyc in sample(self, *args, **kwargs)
    649 
    650         # sample
--> 651         self.mc.sample(*args, **kwargs)
    652 
    653         self.sampled = True

/Users/jona/anaconda/envs/hddm/lib/python2.7/site-packages/pymc/MCMC.pyc in sample(self, iter, burn, thin, tune_interval, tune_throughout, save_interval, burn_till_tuned, stop_tuning_after, verbose, progress_bar)
    275 
    276         # Run sampler
--> 277         Sampler.sample(self, iter, length, verbose)
    278 
    279     def _loop(self):

/Users/jona/anaconda/envs/hddm/lib/python2.7/site-packages/pymc/Model.pyc in sample(self, iter, length, verbose)
    249         # Loop
    250         self._current_iter = 0
--> 251         self._loop()
    252         self._finalize()
    253 

/Users/jona/anaconda/envs/hddm/lib/python2.7/site-packages/pymc/MCMC.pyc in _loop(self)
    311                         print_('Step method %s stepping' % step_method._id)
    312                     # Step the step method
--> 313                     step_method.step()
    314 
    315                 # Record sample to trace, if appropriate

/Users/jona/anaconda/envs/hddm/lib/python2.7/site-packages/kabuki/step_methods.pyc in step(self)
    381                 iter += 1
    382 
--> 383             assert iter < self.maxiter, "Step-out procedure failed"
    384             self.neval += iter
    385 

AssertionError: Step-out procedure failed

[Jona Sassenhagen]

Seems the error was nans under rt. After removing those entries, it runs.