Increase JITTER_DEFAULT when pytensor is in float32 mode

pymc-devs · Aug 5, 2023 · 225810f · 225810f
1 parent bd2e7e7
commit 225810f
Showing 1 changed file with 3 additions and 1 deletion.
diff --git a/pymc_experimental/statespace/utils/constants.py b/pymc_experimental/statespace/utils/constants.py
@@ -1,3 +1,5 @@
+import pytensor
+
 ALL_STATE_DIM = "state"
 ALL_STATE_AUX_DIM = "state_aux"
 OBS_STATE_DIM = "observed_state"
@@ -9,7 +11,7 @@
 MA_PARAM_DIM = "ma_lag"
 
 MISSING_FILL = -9999.0
-JITTER_DEFAULT = 1e-8
+JITTER_DEFAULT = 1e-8 if pytensor.config.floatX.endswith("64") else 1e-6
 
 FILTER_OUTPUT_TYPES = ["filtered", "predicted", "smoothed"]