Changes sample_smc to call _initial_population and generate starting points only if starting points are not provided in start param. Also adding reference values to test_step.py for smc with provided start points. (#3062)

Author: TStesco

pymc3/step_methods/smc.py

@@ -460,13 +460,6 @@ def sample_smc(samples=1000, chains=100, step=None, start=None, homepath=None, s
         if not (chains / float(cores)).is_integer():
             raise TypeError('chains / cores has to be a whole number!')
 
-    if start is not None:
-        if len(start) != chains:
-            raise TypeError('Argument `start` should have dicts equal the '
-                            'number of chains (`chains`)')
-        else:
-            step.population = start
-
     if not any(step.likelihood_name in var.name for var in model.deterministics):
         raise TypeError('Model (deterministic) variables need to contain a variable {} as defined '
                         'in `step`.'.format(step.likelihood_name))
@@ -490,7 +483,15 @@ def sample_smc(samples=1000, chains=100, step=None, start=None, homepath=None, s
 
     step.resampling_indexes = np.arange(chains)
     step.proposal_samples_array = step.proposal_dist(chains)
-    step.population = _initial_population(samples, chains, model, step.vars)
+
+    if start is not None:
+        if len(start) != chains:
+            raise TypeError('Argument `start` should have dicts equal the '
+                            'number of chains (`chains`)')
+        else:
+            step.population = start
+    else:
+        step.population = _initial_population(samples, chains, model, step.vars)
 
     with model:
         while step.beta < 1:

pymc3/tests/test_step.py

@@ -124,46 +124,40 @@ class TestStepMethods(object):  # yield test doesn't work subclassing object
               -2.24238542e+00,  -1.01648100e+00,  -1.01648100e+00,  -7.60912865e-01,
                1.44384812e+00,   2.07355127e+00,   1.91390340e+00,   1.66559696e+00]),
         smc.SMC: np.array(
-      [ 0.94245927,  0.04320349,  0.16616453, -0.42667441, -0.49780471,
-        0.65384837, -0.25387836,  0.38232654,  0.62490342, -0.21777828,
-       -0.70756665,  0.9310788 , -0.03941721, -1.20854932,  0.39442244,
-        0.24306076, -0.98310433,  2.2503327 ,  0.54090823,  0.51685018,
-       -1.32968792,  0.02445827, -0.62052594, -0.28014643,  0.75977904,
-       -1.20233021, -1.80432242, -0.31547627, -0.33392375, -1.34380736,
-        1.44597486, -0.15871648, -0.20727832,  0.99115736,  0.3445085 ,
-       -0.89909578, -0.36983042,  0.16734659,  0.13228431, -0.16786514,
-       -0.36268027,  0.13369353, -1.28444377,  1.2644179 , -0.47877275,
-       -0.4411035 ,  0.35735115, -1.27425973, -0.43213873,  0.70698702,
-       -0.7805279 , -1.67705636, -0.10661104, -0.59947856,  0.02693047,
-       -1.09062222, -0.73592286, -1.56822784,  0.97077952, -0.02149393,
-       -0.26597767, -0.38710878, -0.09971606, -0.52523725,  1.64000249,
-       -0.1287883 ,  0.09555045,  0.04258323, -0.16771237,  0.79324588,
-       -0.4439878 , -0.00328163,  0.01267578,  0.31817545, -2.48389205,
-       -0.43794095, -0.18922707,  0.0042956 ,  0.29387263,  0.66119344,
-       -0.98277349,  0.4039511 ,  0.13542066, -0.78467059, -0.24334413,
-       -0.62519786, -0.79586084, -0.06190844,  0.11355637,  0.66110093,
-       -2.10383759,  0.48608459, -0.47993295,  0.46791254,  2.01963317,
-        0.12975299,  1.71604836, -0.09413096,  0.30744711,  0.15079852,
-        0.31349994,  0.26575959,  0.763656  , -1.81526952, -0.22984443,
-        1.10531065,  0.26065936, -0.22274362, -0.20853456,  0.32741584,
-        0.08521911, -1.53866503,  0.28501159, -0.39016642,  0.09505455,
-       -0.72955337,  1.46268494,  0.56252715, -1.63048738,  1.45718808,
-       -0.01141763,  0.65826932,  1.8723026 ,  0.90744555,  1.40586042,
-        1.58765986,  0.06792152, -0.71397153,  0.22718523, -1.90281392,
-        0.58708453, -0.77195137, -0.56979511, -0.6543881 , -1.3711677 ,
-       -1.72706576, -0.41484231,  0.17460229,  0.74160523,  0.10991525,
-        0.50297247,  1.04762338, -0.69148618,  1.23291629, -0.49797445,
-       -0.24914585,  1.44290113, -0.23288806, -1.15495976,  0.63230627,
-       -1.06229509,  0.18047975, -1.23701009,  0.10994274, -0.81730888,
-        0.01827404, -0.22824212, -0.76809243, -1.36315643,  0.76097799,
-        1.51091188,  0.46931765,  1.27261922,  0.98191306,  0.80721561,
-        1.12844558,  1.86799414,  0.29913787, -1.49977561,  0.7551137 ,
-       -1.0622067 , -0.46200335, -0.10271276, -0.63924651,  1.56074961,
-       -0.53611858, -0.23229769, -0.74455411, -2.41567262, -0.96658159,
-       -0.08795562,  0.08532369, -1.56005584, -0.99356212,  0.32678269,
-       -0.87012306,  0.83897514,  0.9799229 , -1.27565975, -0.25761179,
-        0.34968085, -0.95045095,  0.95192797, -1.5101461 ,  0.04042998,
-       -0.91145107, -0.91700215,  0.0825614 ,  0.59658604,  0.64933802]),
+            [ 0.61562138, -0.56082978, -0.89760381,  1.47368457,  0.33300527,  0.85567605,
+             -1.33503519, -1.47996682, -0.3725601,   0.75713321,  1.81055917,  0.39193534,
+              0.10083821,  0.55569412, -0.65879812, -0.61545061, -2.65522875,  0.93801687,
+              2.40499211, -0.63022535,  0.09565784, -1.00650846,  1.65901231,  0.18429996,
+              1.64642521,  0.5589963,  -0.40452525, -0.9402324,   0.53813986,  0.55785946,
+              1.22966132,  0.2782562,  -0.81254158, -0.08076293, -0.29136329,  0.62914226,
+              0.16049388, -0.06386387,  1.8103961,  -0.98444811, -0.36333739,  0.88703339,
+             -0.08482673, -0.23224262, -0.11348807,  1.09401682, -0.58594449, -0.12728503,
+             -0.82408778, -1.82770764, -2.28859404, -0.51814943, -1.53652851,  0.66313366,
+              1.61666698,  1.41284768, -0.05129251,  0.96166282,  1.00446145, -0.86380886,
+             -1.13410885, -0.48311125, -1.25446622, -0.48452779, -0.84647195, -0.43201729,
+             -1.22186151,  1.18698485,  0.33434434, -0.40650775,  0.47740064,  0.96943022,
+              1.15534028, -0.86220564, -0.26049285, -1.17489183,  0.66796904, -1.68920203,
+             -0.96308602, -1.73542483, -0.84744376,  0.91864514, -0.02724505,  0.16143404,
+              0.65747707, -1.49655923, -0.32010575,  1.20255401,  0.1203948,  -1.30017822,
+              1.55895643, -0.74799042, -1.5938872,   0.69297144, -1.32932843, -0.16886992,
+             -1.01437109,  0.32476589,  1.02509164,  0.31274278, -0.7908909,   1.18439217,
+             -0.96132492, -0.4934065,   0.71438293,  0.09829997,  1.81936381,  0.47941016,
+              0.3717936,   0.14339747,  1.24288736,  0.92520773,  0.69025067,  0.96618094,
+              0.69085402, -1.12128175,  0.11228076,  0.7711306,   0.12859226,  0.65792466,
+             -0.07422313,  1.74736739,  0.24120104,  0.74946338,  0.66260928, -0.34070258,
+              1.09875434, -0.4159233,  -0.01607339,  1.20921296, -0.29176047,  0.47367867,
+             -1.45788116, -0.40198772,  0.44502909,  0.65623719,  0.99422221,  1.37241668,
+             -0.05163759,  0.82729935,  0.59458429,  1.10870872, -1.00730291, -0.07837131,
+             -0.28144688, -0.03052015,  1.05263496,  0.19011829, -0.98807301, -0.77388355,
+             -1.68729554,  0.03018351,  0.39424573,  0.98343413, -1.40600196,  1.19764243,
+              1.64712279,  0.68929684, -0.54301669, -0.29369924,  0.09052877,  2.64067523,
+             -1.25887138,  1.65991714,  0.71271397, -0.50396329,  1.2182173,   0.2472108,
+             -0.2990774,   0.1646579,   0.21418971, -0.0876372,   0.66714317, -0.43490764,
+             -2.17899663, -0.2681325,  -3.10431098, -1.38211864,  0.02041712,  0.16319981,
+             -1.02526047,  1.93088335, -0.36975507, -0.61332039,  0.33666881, -0.23766903,
+             -0.58478679,  1.38941035, -0.45829187, -1.12505096, -1.4814355,   0.61790977,
+              0.58867984,  1.38693864,  1.80845772, -1.63246225, -1.48247172, -0.69197631,
+              0.65045375, -0.09601979]),
     }
 
     def setup_class(self):