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suppress error raise in #2258 #2305

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junpenglao wants to merge 2 commits into from
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suppress error raise in #2258 #2305

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1b798b3
suppress error raise in #2258
Jun 13, 2017
47a27c8
tidy up
Jun 13, 2017
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11 changes: 8 additions & 3 deletions pymc3/sampling.py
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Original file line number Diff line number Diff line change
Expand Up @@ -480,7 +480,12 @@ def _update_start_vals(a, b, model):
if is_transformed_name(tname) and get_untransformed_name(tname) == name:
transform_func = [d.transformation for d in model.deterministics if d.name == name]
if transform_func:
b[tname] = transform_func[0].forward(a[name]).eval()
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@ferrine ferrine Jun 13, 2017

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Use tag.test_value instead

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@ferrine ferrine Jun 13, 2017

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Hmm

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@ferrine ferrine Jun 13, 2017

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I'm wrong

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@ferrine ferrine Jun 13, 2017

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Try it out please. I was confused by the shortcut pymc3.sampling above the codeblock and thought it is internals of sampling. Seems like it can be the right solution as it is executed once.

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@junpenglao junpenglao Jun 13, 2017

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Not sure I understand what you mean - if you find a solution you can push to this branch.

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@junpenglao junpenglao Jun 13, 2017

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I think the best solution is recompiled the graph using something like _compile_theano_function similar to distribution.draw_value. However, we always need to feed a dictwith the right input to the new compiled function as well.

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@junpenglao junpenglao Jun 13, 2017

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cc @aseyboldt as he mention he might refactor _compile_theano_function for #2296

# TODO: Fix issue #2258 properly, bypassing for now
# (same as previous behavior)
try:
b[tname] = transform_func[0].forward(a[name]).eval()
except:
pass

a.update({k: v for k, v in b.items() if k not in a})

Expand Down Expand Up @@ -596,7 +601,7 @@ def init_nuts(init='ADVI', njobs=1, n_init=500000, model=None,
progressbar=progressbar,
obj_optimizer=pm.adagrad_window
) # type: pm.MeanField
start = approx.sample(draws=njobs)
start = approx.sample(draws=njobs, include_transformed=True)
stds = approx.gbij.rmap(approx.std.eval())
cov = model.dict_to_array(stds) ** 2
if njobs == 1:
Expand All @@ -611,7 +616,7 @@ def init_nuts(init='ADVI', njobs=1, n_init=500000, model=None,
progressbar=progressbar,
obj_optimizer=pm.adagrad_window
)
start = approx.sample(draws=njobs)
start = approx.sample(draws=njobs, include_transformed=True)
stds = approx.gbij.rmap(approx.std.eval())
cov = model.dict_to_array(stds) ** 2
if njobs == 1:
Expand Down