Don't get stuck in an infinite loop if HMC can't find an initial point (#2392)

* Error after 1000 attempts at finding initial parameters

* Add a test

* Fix missing import

* Bump Project.toml

Author: penelopeysm

src/mcmc/hmc.jl

@@ -181,6 +181,11 @@ function DynamicPPL.initialstep(
             if init_attempt_count == 10
                 @warn "failed to find valid initial parameters in $(init_attempt_count) tries; consider providing explicit initial parameters using the `initial_params` keyword"
             end
+            if init_attempt_count == 1000
+                error(
+                    "failed to find valid initial parameters in $(init_attempt_count) tries. This may indicate an error with the model or AD backend; please open an issue at https://github.com/TuringLang/Turing.jl/issues",
+                )
+            end
 
             # NOTE: This will sample in the unconstrained space.
             vi = last(DynamicPPL.evaluate!!(model, rng, vi, SampleFromUniform()))

test/mcmc/hmc.jl

@@ -15,7 +15,7 @@ import Random
 using StableRNGs: StableRNG
 using StatsFuns: logistic
 import Mooncake
-using Test: @test, @test_logs, @testset
+using Test: @test, @test_logs, @testset, @test_throws
 using Turing
 
 @testset "Testing hmc.jl with $adbackend" for adbackend in ADUtils.adbackends
@@ -272,6 +272,15 @@ using Turing
         end
     end
 
+    @testset "error for impossible model" begin
+        @model function demo_impossible()
+            x ~ Normal()
+            Turing.@addlogprob! -Inf
+        end
+
+        @test_throws ErrorException sample(demo_impossible(), NUTS(; adtype=adbackend), 5)
+    end
+
     @testset "(partially) issue: #2095" begin
         @model function vector_of_dirichlet(::Type{TV}=Vector{Float64}) where {TV}
             xs = Vector{TV}(undef, 2)