Return identity matrix if no scaling provided

Author: a-rodin

pymc3/step_methods/hmc/base_hmc.py

@@ -1,10 +1,12 @@
 from ..arraystep import ArrayStepShared
+from ...blocking import DictToArrayBijection, ArrayOrdering
 from .trajectory import get_theano_hamiltonian_functions
 
 from pymc3.tuning import guess_scaling
 from pymc3.model import modelcontext, Point
 from .quadpotential import quad_potential
 from pymc3.theanof import inputvars, make_shared_replacements
+import numpy as np
 
 
 class BaseHMC(ArrayStepShared):
@@ -41,7 +43,8 @@ def __init__(self, vars=None, scaling=None, step_scale=0.25, is_cov=False,
         vars = inputvars(vars)
 
         if scaling is None and potential is None:
-            scaling = model.test_point
+            bij = DictToArrayBijection(ArrayOrdering(vars), model.test_point)
+            scaling = np.ones(bij.map(model.test_point).size)
 
         if isinstance(scaling, dict):
             scaling = guess_scaling(Point(scaling, model=model), model=model, vars=vars)