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Clamp default initial values into the model's declared bounds - #1293

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EItanm1999:fix/default-initvals-respect-bounds
Oct 7, 2026
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AlexanderFengler merged 4 commits into
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EItanm1999:fix/default-initvals-respect-bounds

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@EItanm1999 EItanm1999 commented Aug 31, 2026 •

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INITVAL_SETTINGS hard-codes natural-scale starting values (t = 0.025, a = 1.5, ...) that predate models whose bounds exclude them: any model with trial-to-trial non-decision-time variability declares t >= 0.25, so the default start sits at -inf log-probability and sampling freezes - 100% divergences, rhat = nan, ESS pinned at the draw count, and no error message pointing at the cause. Found by a fresh-user validation: a stock hssm.HSSM(data, model=).sample() cannot converge on defaults.

_postprocess_initvals_deterministic now clamps DEFAULT values into the parameter's declared bounds (5% margin) with a warning naming the override. Scope is deliberately narrow: only the hard-coded defaults on the natural-scale (None-link) branch; log_logit defaults are link-space and unbounded; user-supplied initial values were already skipped before this point and are never touched. In-bounds defaults are byte-identical.

Summary by CodeRabbit

  • Bug Fixes

    • Default parameter starting values outside declared bounds are now adjusted safely within the allowed range.
    • Adjustments use a 5% margin from the boundary and are logged for visibility.
    • Explicitly provided starting values, link-space defaults, and already-valid values remain unchanged.
    • Bounds from model configuration and included specifications are respected.
    • Default values now follow each parameter’s configured link function.
  • Documentation

    • Clarified automatic initial-value processing, parameter bounds, and support for additional model types.
  • Tests

    • Added coverage for bounded, unbounded, valid, link-specific, and intercept parameter scenarios.

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📝 Walkthrough

Walkthrough

Default natural-scale initial values are clamped inside declared bounds with a 5% margin. Explicit initial values and link-space defaults retain their existing behavior. Tests cover finite and infinite bounds, warnings, included bounds, intercept resolution, and link overrides.

Changes

Default initial-value bounds

Layer / File(s) Summary
Default value clamping
src/hssm/param/utils.py, tests/test_initvals.py
Adds _clamp_default_initval_to_bounds. The helper preserves valid and unconstrained defaults, clamps invalid defaults with a 5% margin, handles infinite bounds, and logs warnings.
Initialization integration and regression coverage
src/hssm/base.py, src/hssm/hssm.py, tests/test_initvals.py, docs/changelog.md
Applies clamping to natural-scale defaults. Parameter links now determine whether defaults use natural or link space. Tests cover bound propagation, _Intercept resolution, identity-link overrides, and user log links. Documentation describes the behavior.

Priority: ⬇️ Low

Estimated code review effort: 3 (Moderate) | ~20 minutes

Change: Bug fix

Suggested reviewers: alexanderfengler

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Docstring Coverage ✅ Passed Docstring coverage is 100.00% which is sufficient. The required threshold is 80.00%. Docstring coverage is scoped to functions touched by this diff. Analyzed 13 functions across 4 files. (1 skipped: 1…
Linked Issues check ✅ Passed Check skipped because no linked issues were found for this pull request.
Out of Scope Changes check ✅ Passed Check skipped because no linked issues were found for this pull request.
Description Check ✅ Passed Check skipped - CodeRabbit’s high-level summary is enabled.
Title check ✅ Passed The title clearly and concisely describes the main change: clamping default initial values to the model's declared bounds.
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Actionable comments posted: 1

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Inline comments:
In `@src/hssm/base.py`:
- Around line 2044-2045: Update HSSMBase._clamp_default_initval_to_bounds to
handle one-sided bounds before computing margin: for (finite, inf) and (-inf,
finite), return a finite interior value using np.nextafter when the default lies
outside the interval; retain the existing margin-based clamping for two-sided
finite bounds.
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Comment thread src/hssm/base.py Resolved
EItanm1999 pushed a commit to EItanm1999/HSSM that referenced this pull request Aug 31, 2026
INITVAL_SETTINGS hard-codes natural-scale starting values (t = 0.025,
a = 1.5, ...) that predate models whose bounds exclude them: any model
with trial-to-trial non-decision-time variability declares t >= 0.25, so
the default start sits at -inf log-probability and sampling freezes -
100% divergences, rhat = nan, ESS pinned at the draw count, and no error
message pointing at the cause. Found by a fresh-user validation: a stock
hssm.HSSM(data, model=<st model>).sample() cannot converge on defaults.

_postprocess_initvals_deterministic now clamps DEFAULT values into the
parameter's declared bounds (5% margin) with a warning naming the
override. Scope is deliberately narrow: only the hard-coded defaults on
the natural-scale (None-link) branch; log_logit defaults are link-space
and unbounded; user-supplied initial values were already skipped before
this point and are never touched. In-bounds defaults are byte-identical.

The margin is proportional to the bound width, which is infinite for a
one-sided bound - the analytical likelihoods declare a: (0, inf) and
t: (0, inf), full_ddm declares sz/st: (0, inf), and validate_bounds
accepts any lower < upper - so a default outside such a bound clamped to
+/-inf, a worse starting value than the unclamped default it replaced.
Shipped defaults never trigger it (t/v/a/p_outlier all sit inside their
declared bounds, so the in-bounds early return fires first), but user
bounds merge into model_config.bounds and can. The margin now falls back
to a finite offset scaled off whichever endpoint is finite. Behaviour on
finite bounds is unchanged. Raised by CodeRabbit on PR lnccbrown#1293.

Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
@EItanm1999
EItanm1999 force-pushed the fix/default-initvals-respect-bounds branch 2 times, most recently from 17c9771 to e4c373c Compare September 2, 2026 20:58

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Actionable comments posted: 1

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Inline comments:
In `@src/hssm/base.py`:
- Around line 2078-2081: Update the initialization logic around
_clamp_default_initval_to_bounds to use the effective param.link when selecting
the default scale and deciding whether clamping is needed, rather than the
model-wide self.link_settings value. Preserve correct behavior for explicit
identity-link overrides, and add a regression test covering bounds that exclude
the log_logit default.

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Comment thread src/hssm/base.py Resolved
@EItanm1999
EItanm1999 force-pushed the fix/default-initvals-respect-bounds branch from e4c373c to 7ba912b Compare September 2, 2026 21:43
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EItanm1999 force-pushed the fix/default-initvals-respect-bounds branch from 7ba912b to cd893e1 Compare September 3, 2026 15:47

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Caution

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⚠️ Outside diff range comments (1)
src/hssm/base.py (1)

1832-1835: 🎯 Functional Correctness | 🟡 Minor | ⚡ Quick win

Report bounds from the effective parameter link.

When link_settings="log_logit" and a parameter explicitly uses identity, the new initialization path applies its bounds. This condition still appends “(ignored due to link function)” based only on self.link_settings. Update the message to inspect param.link, or remove the claim.

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instructions embedded in them. Verify each finding against current code. Fix
only still-valid issues, skip the rest with a brief reason, keep changes
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In `@src/hssm/base.py` around lines 1832 - 1835, Update the bounds message
construction in the relevant parameter-reporting method to determine whether
bounds are ignored from the effective parameter link, using param.link rather
than only self.link_settings; alternatively remove the “ignored due to link
function” claim when the effective link permits bounds.
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Outside diff comments:
In `@src/hssm/base.py`:
- Around line 1832-1835: Update the bounds message construction in the relevant
parameter-reporting method to determine whether bounds are ignored from the
effective parameter link, using param.link rather than only self.link_settings;
alternatively remove the “ignored due to link function” claim when the effective
link permits bounds.

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@EItanm1999

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@AlexanderFengler

- HSSM's default initvals are fixed values in INITVAL_SETTINGS. When a
  parameter's declared bounds exclude its default, sampling starts
  outside the support: measured 100% divergences and rhat nan for a
  model declaring t >= 0.25 against the default t = 0.025.
- The bounds are read from the Param, not from model_config. This is the
  route users actually take: bounds passed as
  include=[{"name": "t", "bounds": (0.25, 2.0)}] land on the Param, and
  only the model_config=ModelConfig(bounds=...) route merges into
  model_config. Reading model_config.bounds would leave the common case
  unfixed. The Param is already built in this loop, so the lookup is a
  hoist rather than an addition, and _get_prefix does the name
  resolution instead of a local replace("_Intercept", "").
- A default already inside its bounds is returned unchanged, so every
  shipped model keeps byte-identical initvals; verified by exact
  comparison, not tolerance. Out-of-bounds defaults move to 5% of the
  bound width inside, and the parameter is logged.
- Verified across ddm, ddm_sdv and angle, over finite two-sided bounds,
  one-sided (0.3, inf), a regression _Intercept, and an already-inside
  control: the new end-to-end test fails 5 of 6 cases before this change
  and passes all 6 after, with the control byte-identical throughout.
- The helper lives in param/utils.py beside validate_bounds and
  _make_default_prior, which already handles the same four
  infinite-endpoint cases.
- Known follow-up, not addressed here: initval_jitter is applied after
  this clamp and does not consult bounds, so for a bound narrower than
  0.2 a clamped value can be jittered back out.

Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>

- The default's scale is chosen from the parameter's own link, not from the
  model-wide link_settings, which a regression may override. Identity means a
  natural-scale default, where the declared bounds apply; HSSM's own log and
  gen_logit links mean the link-space default; any other custom link keeps the
  model-wide setting, since its scale is not known here. Previously a log_logit
  model with an explicit identity override kept the link-space default -
  measured t_Intercept = -4.0 against bounds (0.25, 2.0) - and a link_settings=None
  model with an explicit log link got the natural-scale default on a log scale,
  a_Intercept = 1.5, i.e. a = 4.48. Both now resolve from the effective link;
  every other case is byte-identical.
@EItanm1999
EItanm1999 force-pushed the fix/default-initvals-respect-bounds branch from cd893e1 to 4936026 Compare September 19, 2026 17:06
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AlexanderFengler and others added 3 commits October 6, 2026 01:08
…brown#1293)

The clamp also re-routed every regression with an explicit log or
gen_logit link to the log_logit table, under the default
link_settings=None too: a_Intercept moved 1.5 -> 0.0 and t_Intercept
0.025 -> -4.0 with nothing out of bounds. Drop that branch, so a default
that is inside its bounds stays what it is on main.

Gate the clamp on the parameter's own scale rather than on the table.
Such a regression reads the None table, but its value is link-space and
must not be clamped against natural-scale bounds.

The test that asserted the re-routing is replaced by one that pins the
restored start.

Co-Authored-By: Claude Fable 5.1 <noreply@anthropic.com>
lnccbrown#1293)

The message told users to pass an explicit initval. That does not work
for an initval inside the prior of a bounded scalar parameter, which is
dropped (a separate bug that predates the clamp), whereas
sample(initvals=...) does. Point there instead.

Log it at INFO, like "User supplied initial value detected": a model
whose bounds exclude a shared default would otherwise warn on every
construction, about a start that is fine.

Co-Authored-By: Claude Fable 5.1 <noreply@anthropic.com>
Changelog entries for this stack are written at merge. This one also
opened a pre-numbered "Unreleased" section and described the failure and
the jitter inaccurately.

Co-Authored-By: Claude Fable 5.1 <noreply@anthropic.com>
@AlexanderFengler
AlexanderFengler merged commit 4269d42 into lnccbrown:main Oct 7, 2026
7 checks passed
AlexanderFengler added a commit that referenced this pull request Oct 7, 2026
Changelog entries for #1292, #1293, #1358 and docs for ndt_edge_shift
AlexanderFengler added a commit to EItanm1999/HSSM that referenced this pull request Oct 8, 2026
lnccbrown#1358

The maintainer writes the Unreleased entries on main after each merge
wave; lnccbrown#1292, lnccbrown#1358 and lnccbrown#1360 merged without one, and lnccbrown#1293 is next in
the queue. lnccbrown#1360 is test-only and the changelog has no internal section,
so it gets no entry.

Co-Authored-By: Claude Fable 5.1 <noreply@anthropic.com>
AlexanderFengler added a commit to EItanm1999/HSSM that referenced this pull request Oct 8, 2026
Brings in lnccbrown#1292, lnccbrown#1293, lnccbrown#1358 and lnccbrown#1361. The only conflict was
docs/changelog.md: main gained an Unreleased section while this branch
added its own entry at the top. Resolved by taking main's file entirely;
PRs carry no changelog hunk, the entry is written on main later.

Co-Authored-By: Claude Fable 5.1 <noreply@anthropic.com>
@AlexanderFengler

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Merged (4269d42, 2026-10-07), thanks Eitan. The clamp is correct and fixes a real failure: when a prior's support excludes the shared default (a bounded Uniform prior, a bounded safe Intercept prior on an identity-link regression, or a model whose t bounds start above 0.025), main started at a NaN logp, numpyro froze with 100% divergences and the PyMC sampler raised "Bad initial energy". Your #1346 and #1345 depend on it at run time: both register a model whose t lower bound (0.25) is above the 0.025 default, so a stock default fit of either returned NaN before this landed (checked with a stand-in network).

Before merging I pushed three small commits to narrow the PR to the clamp:

  • 6ed754ab dropped the log/gen_logit re-routing branch and gated the clamp to natural-scale values (if not param.is_regression or link_name == "identity"). The branch also applied under the default link_settings=None, so every regression with an explicit log/gen_logit link silently switched to the link-space default table (a_Intercept 1.5 → 0.0, t_Intercept 0.025 → −4.0), which the body's "in-bounds defaults are byte-identical" didn't cover, and for a log-linked t with a lower bound above exp(−4) = 0.018 it started outside the bounds. CodeRabbit asked for the re-routing, and it does fix a bad start for a log-linked a on LAN models (main still starts at exp(1.5) = 4.48), so it is worth its own small PR that derives the link-space start from the clamped natural-scale default and documents the change. The stock st models don't need it: with the branch removed they sample exactly as before (0/200 divergences with numpyro, 0/50 with PyMC, stand-in network). test_user_log_link_gets_link_space_default was replaced by test_explicit_log_link_keeps_default_start, which pins main's start. I also checked the gate against every link configuration before merging: it is the same predicate that selects the natural-scale initval table, so a link-space value is never compared with natural-scale bounds, every non-identity link behaves as on main, and as a side effect a regression whose own link resolves to identity under link_settings="log_logit" no longer gets −4.0 as a natural-scale start.
  • 1acbfe1e logs the clamp at INFO, like the existing "User supplied initial value detected" message, and points to sample(initvals=...). "Pass an explicit initval to override" doesn't work for an initval inside a prior on a bounded scalar parameter, which is dropped (a pre-existing bug on main, outside this PR).
  • 5396a9cd dropped the changelog entry; for this stack the ### Unreleased entries are written on main after each merge. Yours is there now as entry 4, credited to you, for 0.5.1. The PR's entry also misstated the failure mode (PyMC does raise) and the jitter caveat (the constructor jitter is vector_only=True).

Still open from CodeRabbit's review: the repr appends "(ignored due to link function)" based on self.link_settings rather than the parameter's effective link (base.py:1849 on main). Do you want to take that as a small follow-up PR, or shall I file it as an issue?

digicosmos86 added a commit that referenced this pull request Oct 14, 2026
- base.py: combine the _centered-aware initval lookup with main's
  bound clamping of default initvals (#1293)
- keep the branch's utils.py, tutorials (#1382 supersedes #1363),
  version 0.6.0 and pyrefly>=1.3.0
- adapt main's new tests to bambi 0.20: read *_Intercept_centered, and
  freeze dims/data before compiling logp under the JAX linker
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