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fix #2108 #2110

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Merged
merged 3 commits into from
May 3, 2017
Merged

fix #2108 #2110

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78122e7
fix #2108
May 2, 2017
871a7ba
clearner solution for fixing #2108
May 2, 2017
7c212be
bug fixed
May 3, 2017
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3 changes: 2 additions & 1 deletion pymc3/sampling.py
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Original file line number Diff line number Diff line change
Expand Up @@ -573,7 +573,8 @@ def init_nuts(init='ADVI', njobs=1, n_init=500000, model=None,
progressbar=progressbar
) # type: pm.MeanField
start = approx.sample(draws=njobs)
cov = approx.cov.eval()
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@ferrine ferrine May 2, 2017 •
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that's more pretty

stds = mf.gbij.rmap((tt.diag(mf.cov).eval()))
cov = model.dict_to_array(stds)

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thanks! I will go with this.
If I understand correctly the posterior cov of advi is a diagonal matrix right?

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Yes

stds = approx.gbij.rmap(np.diag(approx.cov.eval()))
cov = model.dict_to_array(stds)
if njobs == 1:
start = start[0]
elif init == 'advi_map':
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