Cannot compute a bounding ellipsoid to a single point if `pointvol` is not specified

https://github.com/joshspeagle/dynesty/blob/243025cbfc5f1941e9dc1b00348c54f8b877bd6c/py/dynesty/bounding.py#L1316

Hi, I encountered this error when using DynamicNestedSampler with hslice and my own function of grad_u. This error shows up immediately when the sampler reaches the dlog_z_init, which is 50.0 in my setting. I think hslice works as my grad_u function was called without errors. ndim of the problem is around 90.

Error message:

create run dir: /home/chad/codebase/project/example/xx/_/res/res_100_/seed0/case0/dyn28
  using dynamic nested sampling
iter: 2681 | batch: 0 | bound: 1 | nc: 1 | ncall: 865688 | eff(%):  0.310 | loglstar:   -inf < -26.582 <    inf | logz: -36.999 +/-  0.914 | dlogz:  0.617 > 50.000                                   Traceback (most recent call last):
  File "/home/chad/codebase/project/example/xx/_/dynamic_ns_incremental.py", line 15, in <module>
    dynesty_run_batch(500, case_dir, data_file, data_format, parallel_config = {'queue_size': 64},
  File "/home/chad/codebase/project/src/xx/RunBatch.py", line 289, in dynesty_run_batch
    sample_arr = solver.sample(live_points=live_points, pool=pool, queue_size=parallel_config['queue_size'],
  File "/home/chad/codebase/project/src/sampler/NestedSampling.py", line 97, in sample
    sampler.run_nested(dlogz_init=dlogz, nlive_init=seed_num,
  File "/home/chad/codebase/project/venv/lib/python3.8/site-packages/dynesty-1.1-py3.8.egg/dynesty/dynamicsampler.py", line 1647, in run_nested
  File "/home/chad/codebase/project/venv/lib/python3.8/site-packages/dynesty-1.1-py3.8.egg/dynesty/dynamicsampler.py", line 1767, in add_batch
  File "/home/chad/codebase/project/venv/lib/python3.8/site-packages/dynesty-1.1-py3.8.egg/dynesty/dynamicsampler.py", line 1128, in sample_batch
  File "/home/chad/codebase/project/venv/lib/python3.8/site-packages/dynesty-1.1-py3.8.egg/dynesty/nestedsamplers.py", line 684, in update
  File "/home/chad/codebase/project/venv/lib/python3.8/site-packages/dynesty-1.1-py3.8.egg/dynesty/bounding.py", line 584, in update
  File "/home/chad/codebase/project/venv/lib/python3.8/site-packages/dynesty-1.1-py3.8.egg/dynesty/bounding.py", line 1316, in bounding_ellipsoid
ValueError: Cannot compute a bounding ellipsoid to a single point if `pointvol` is not specified.

I am using the current development version of dynesty with my own loglikelihood and prior_transform functions. I extracted useful parts in my code so a snippet of my code looks like this:

dns_params={'wt_kwargs': {'pfrac': 1.0},
                                      'stop_kwargs': {'post_thresh': .5},
                                      'nlive_batch': 300,
                                      'maxiter_init': 10000,
                                      'maxiter_batch': 1000,
                                      'maxbatch': 10}
sampler = DynamicNestedSampler(
    loglikelihood=loglike,
    prior_transform=ptform,
    periodic=periodic,
    gradient=grad_u,
    ndim=90, **kwargs)
sampler.run_nested(dlogz_init=50, nlive_init=500,
                       **dns_params)

I really want to see the sampling results ASAP. Is there a hacky way to get around this error?

[joshspeagle]

Fantastic! So glad we could resolve this 😄.

[doublestrong]

This is a part of the result for that problem with dim=126 using dynamic nested sampling and rslice.

STDOUT:

saving config of sampling
 Dim of problem: 126
 Number of seeds: 500
 maxcall: 5000000
 maxiter: 50000
sampler kwargs:
{'pool': <multiprocessing.pool.Pool state=RUN pool_size=51>, 'queue_size': 64, 'sample': 'rslice'}
  using dynamic nested sampling
{'wt_kwargs': {'pfrac': 1.0}, 'stop_kwargs': {'post_thresh': 0.5}, 'nlive_batch': 300, 'maxiter_init': 500000, 'maxiter_batch': 1000, 'maxbatch': 10, 'maxiter': 10000000, 'use_stop': False, 'dlogz_init': 50.0}
iter: 5243 | batch: 1 | bound: 29 | nc: 780 | ncall: 2415632 | eff(%):  0.198 | loglstar: -51.749 < -62.137 < -49.139 | logz: -62.942 +/-  0.657 | stop:    nan                                       /home/xx/codebase/xx/venv/lib/python3.8/site-packages/dynesty-1.1-py3.8.egg/dynesty/dynamicsampler.py:1325: UserWarning: Warning. The maximum likelihood not reached in the batch. You may not have enough livepoints
iter: 6243 | batch: 2 | bound: 43 | nc: 1511 | ncall: 3221757 | eff(%):  0.181 | loglstar: -44.970 < -51.384 < -43.332 | logz: -59.231 +/-  2.740 | stop:    nan                                      /home/xx/codebase/xx/venv/lib/python3.8/site-packages/dynesty-1.1-py3.8.egg/dynesty/dynamicsampler.py:1325: UserWarning: Warning. The maximum likelihood not reached in the batch. You may not have enough livepoints
iter: 7243 | batch: 3 | bound: 55 | nc: 733 | ncall: 4029046 | eff(%):  0.170 | loglstar: -43.332 < -46.826 < -42.909 | logz: -59.107 +/-  1.811 | stop:    nan                                       /home/xx/codebase/xx/venv/lib/python3.8/site-packages/dynesty-1.1-py3.8.egg/dynesty/dynamicsampler.py:1325: UserWarning: Warning. The maximum likelihood not reached in the batch. You may not have enough livepoints
iter: 8243 | batch: 4 | bound: 67 | nc: 662 | ncall: 4842905 | eff(%):  0.162 | loglstar: -42.461 < -43.858 < -41.704 | logz: -58.874 +/-  1.246 | stop:    nan                                       /home/xx/codebase/xx/venv/lib/python3.8/site-packages/dynesty-1.1-py3.8.egg/dynesty/dynamicsampler.py:1325: UserWarning: Warning. The maximum likelihood not reached in the batch. You may not have enough livepoints
iter: 9243 | batch: 5 | bound: 79 | nc: 758 | ncall: 5675938 | eff(%):  0.156 | loglstar: -40.564 < -42.019 < -40.086 | logz: -58.500 +/-  0.924 | stop:    nan                                       /home/xx/codebase/xx/venv/lib/python3.8/site-packages/dynesty-1.1-py3.8.egg/dynesty/dynamicsampler.py:1325: UserWarning: Warning. The maximum likelihood not reached in the batch. You may not have enough livepoints
iter: 10243 | batch: 6 | bound: 91 | nc: 1635 | ncall: 6531469 | eff(%):  0.151 | loglstar: -39.539 < -40.759 < -39.169 | logz: -58.403 +/-  0.609 | stop:    nan                                     /home/xx/codebase/xx/venv/lib/python3.8/site-packages/dynesty-1.1-py3.8.egg/dynesty/dynamicsampler.py:1325: UserWarning: Warning. The maximum likelihood not reached in the batch. You may not have enough livepoints
iter: 11243 | batch: 7 | bound: 102 | nc: 681 | ncall: 7325910 | eff(%):  0.149 | loglstar: -38.825 < -39.838 < -38.312 | logz: -58.405 +/-  0.364 | stop:    nan                                     /home/xx/codebase/xx/venv/lib/python3.8/site-packages/dynesty-1.1-py3.8.egg/dynesty/dynamicsampler.py:1325: UserWarning: Warning. The maximum likelihood not reached in the batch. You may not have enough livepoints
iter: 12243 | batch: 8 | bound: 114 | nc: 756 | ncall: 8138721 | eff(%):  0.146 | loglstar: -38.149 < -39.161 < -37.136 | logz: -58.397 +/-  0.257 | stop:    nan                                     /home/xx/codebase/xx/venv/lib/python3.8/site-packages/dynesty-1.1-py3.8.egg/dynesty/dynamicsampler.py:1325: UserWarning: Warning. The maximum likelihood not reached in the batch. You may not have enough livepoints
iter: 13819 | batch: 10 | bound: 128 | nc: 783 | ncall: 9374294 | eff(%):  0.147 | loglstar: -45.133 < -38.965 < -44.645 | logz: -58.389 +/-  0.182 | stop:    nan                                    
Sampling time: 14694.23705124855 sec

Saved summary:

{"niter": 13819, "ncall": 9374294, "eff": 0.14741376790614846, "logz": -58.284771541599156, "logzerr": 0.1786152156353317}

I have plotted the resulting samples and they look reasonable to me. Thanks for tracing down bugs to resolve the issue and all discussions!!! Thank you very much!!! @segasai @joshspeagle