Merge pull request #2232 from a-rodin/scaling-default-to-identity

WIP: replace Hessian scaling guessing by an identity matrix

Author: Junpeng Lao

pymc3/step_methods/hmc/base_hmc.py

@@ -5,6 +5,7 @@
 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 +42,7 @@ 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
+            scaling = np.ones(model.dict_to_array(model.test_point).size)
 
         if isinstance(scaling, dict):
             scaling = guess_scaling(Point(scaling, model=model), model=model, vars=vars)