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Add jitter+full_adapt initialization #3893

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merged 3 commits into from
Apr 28, 2020
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ColCarroll
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Follow-up to #3891 -- I had thought that we jittered the initial variance, but this just jitters the initial points. Seems like it might help, especially in very symmetric posteriors.

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codecov bot commented Apr 28, 2020

Codecov Report

Merging #3893 into master will decrease coverage by 0.00%.
The diff coverage is 100.00%.

Impacted file tree graph

@@            Coverage Diff             @@
##           master    #3893      +/-   ##
==========================================
- Coverage   90.71%   90.70%   -0.01%     
==========================================
  Files         135      135              
  Lines       21317    21340      +23     
==========================================
+ Hits        19338    19357      +19     
- Misses       1979     1983       +4     
Impacted Files Coverage Δ
pymc3/tests/test_sampling.py 99.64% <ø> (ø)
pymc3/sampling.py 85.35% <100.00%> (+0.82%) ⬆️
pymc3/distributions/multivariate.py 78.13% <0.00%> (-0.84%) ⬇️

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@michaelosthege michaelosthege left a comment

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Loogs good - might want to add a test that uses 'jitter+adapt_full'?

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Ok, now it has a test (as does adapt_full)

@twiecki twiecki merged commit a4aed97 into pymc-devs:master Apr 28, 2020
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3 participants