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Replace Hessian scaling guessing by an identity matrix #2236

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Merged
merged 1 commit into from May 31, 2017
Merged

Replace Hessian scaling guessing by an identity matrix #2236

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5 changes: 3 additions & 2 deletions pymc3/step_methods/hmc/base_hmc.py
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Original file line number Diff line number Diff line change
Expand Up @@ -4,7 +4,8 @@
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
from pymc3.theanof import inputvars, make_shared_replacements, floatX
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 = floatX(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