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WIP: replace Hessian scaling guessing by an identity matrix #2232

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Merged
merged 2 commits into from May 29, 2017
Merged

WIP: replace Hessian scaling guessing by an identity matrix #2232

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52761c2
Return identity matrix if no scaling provided
a-rodin May 27, 2017
c4659b4
Simplify calculation of identity scaling matrix
a-rodin May 29, 2017
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3 changes: 2 additions & 1 deletion pymc3/step_methods/hmc/base_hmc.py
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Original file line number Diff line number Diff line change
Expand Up @@ -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):
Expand Down Expand Up @@ -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)
Expand Down