Variance Reduction is broken.

[mikkelbue]

Description of your problem

Running pytest test_step.py::TestMLDA::test_variance_reduction fails when removing the xfail-decorator. The Q-vector extracted with Q_2 = trace.get_sampler_stats("Q_2").reshape((nchains, ndraws)) seems to be all NaNs.

Complete error traceback

                    # compare standard and VR
>                   assert isclose(Q_mean_standard, Q_mean_vr, rel_tol=1e-1)
E                   assert False
E                    +  where False = isclose(nan, nan, rel_tol=0.1)

test_step.py:1752: AssertionError

Versions and main components

• PyMC3 Version: Turing development branch: refactor_sample
• Aesara/Theano Version: 2.2.2
• Python Version: 3.8.10
• Operating system: Ubuntu 20.04
• How did you install PyMC3: (conda/pip): git

[mikkelbue]

Fixed in ebf7f2c