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Fix adapt init#2465

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twiecki merged 3 commits intopymc-devs:masterfrom
aseyboldt:fix-adapt-init
Aug 3, 2017
Merged

Fix adapt init#2465
twiecki merged 3 commits intopymc-devs:masterfrom
aseyboldt:fix-adapt-init

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@aseyboldt
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This should fix #2442. This changes the initialization from using a draw from the prior to using the test_point. I think I like a draw from the prior more, but we can't do this reliably yet.

I also allowed the test for the warnings in the posterior check of nuts to fail. I just can't find the issue there, and I don't see the point of keeping to restart test runs because of this. If anyone has an idea what that is about, that would be great. I spend quite a bit of time trying to find out, but still don't even have a clue.

CC @junpenglao

@junpenglao
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LGTM.

I agree sampling from the prior would be better, but for now using the test_val should be enough (plus we can provide a random value to the test_val in the initialization).

@aseyboldt aseyboldt force-pushed the fix-adapt-init branch 2 times, most recently from d77962a to 0147b81 Compare August 2, 2017 08:29
@aseyboldt
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I just disabled that test with the warnings for now. Not exactly a solution, but the only thing I can think of at this point.

@twiecki
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twiecki commented Aug 3, 2017

LGTM.

@twiecki twiecki merged commit 3232e16 into pymc-devs:master Aug 3, 2017
@aseyboldt aseyboldt deleted the fix-adapt-init branch August 3, 2017 17:27
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adapt_diag initialization does not work for transformed variable

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