Merge pull request #980 from pymc-devs/discrete_metrop

Improved handling of discrete variables by metropolis step method
pymc-devs · Feb 17, 2016 · da477bd · da477bd
2 parents 2e35805 + e69ef7a
commit da477bd
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diff --git a/pymc3/step_methods/metropolis.py b/pymc3/step_methods/metropolis.py
@@ -91,7 +91,7 @@ def __init__(self, vars=None, S=None, proposal_dist=NormalProposal, scaling=1.,
         self.accepted = 0
 
         # Determine type of variables
-        self.discrete = np.array([v.dtype in discrete_types for v in vars])
+        self.discrete = np.ravel([[v.dtype in discrete_types ] * (v.dsize or 1) for v in vars])
         self.any_discrete = self.discrete.any()
         self.all_discrete = self.discrete.all()
 

diff --git a/pymc3/tuning/starting.py b/pymc3/tuning/starting.py
@@ -53,6 +53,7 @@ def find_MAP(start=None, vars=None, fmin=None, return_raw=False,
               "estimates may not be accurate for the default " +
               "parameters. Defaulting to non-gradient minimization " +
               "fmin_powell.")
+        fmin = optimize.fmin_powell
 
     if fmin is None:
         if disc_vars: