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DenseSLR1(ThirdOrderSpherical) has a NaN vector-Jacobian product #500

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pnkraemer opened this issue Apr 5, 2023 · 2 comments
Open

DenseSLR1(ThirdOrderSpherical) has a NaN vector-Jacobian product #500

pnkraemer opened this issue Apr 5, 2023 · 2 comments
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@pnkraemer
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For some reason.
Weirdly, UnscentedTransform and GaussHermite work just fine.
When setting UnscentedTransform(r=0.) (which recovers the third-order spherical rule), the errors re-emerge.
Something about the linearise_slr1/ThirdOrderSpherical combination yields NaN gradients.

For the moment, until this is fixed, users should choose UnscentedTransform instead.

Related: #470

@pnkraemer pnkraemer added the bug Something isn't working label Apr 5, 2023
@pnkraemer
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It turns out that the JVP kind of works, but the tests are very flaky. Therefore we skip them (#503) until this bug has been resolved for good.

@pnkraemer
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It might have been resolved by the linked PR. Worth checking at least.

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