BUG Initialize adapt_full with a diagonal covariance matrix rather th…

…an ones. (#3891)
pymc-devs · Apr 27, 2020 · 60cca23 · 60cca23
1 parent c1c7700
commit 60cca23
Showing 1 changed file with 1 addition and 1 deletion.
diff --git a/pymc3/sampling.py b/pymc3/sampling.py
@@ -1999,7 +1999,7 @@ def init_nuts(
     elif init == "adapt_full":
         start = [model.test_point] * chains
         mean = np.mean([model.dict_to_array(vals) for vals in start], axis=0)
-        cov = np.ones((model.ndim, model.ndim))
+        cov = np.eye(model.ndim)
         potential = quadpotential.QuadPotentialFullAdapt(model.ndim, mean, cov, 10)
     else:
         raise ValueError("Unknown initializer: {}.".format(init))