Took me 2 hours to find out why the final output of a neural network was a bunch of NaN. This is always very annoying but I can't really complain, it make sense. Just sucks.
That could be a nice way. Sadly it was in a C++ code base (using tensorflow). Therefore no such nice things (would be slow too). I skill-issued myself thinking a struct would be 0 -initialized but MyStruct input; would not while MyStruct input {}; will (that was the fix). Long story.
If you use the GNU libc the feenableexcept function, which you can use to enable certain floating point exceptions, could be useful to catch unexpected/unwanted NaNs