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@ColCarroll
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This is a test to make sure the trace on a very simple model (literally just drawing from a normal distribution) using any of NUTS, Slice, Metropolis, or HamiltonianMC does not change at all. As a side effect, it allows for easy benchmarking of those methods between commits. I tried to comment heavily.

Interested in feedback on this test -- I've been using it on a branch I've been working on, and it has helped me avoid changing the sampling algorithm at all (though performance enhancements are still fine).

On the one hand, I worry that it will be too brittle, but on the other hand it may be a good alert if a pull request changes one of these methods.

@twiecki
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twiecki commented Dec 2, 2016

I think this is a great test to have, and the speed-comparison will be useful too.

@twiecki twiecki merged commit 67c1cd0 into pymc-devs:master Dec 2, 2016
@ColCarroll ColCarroll mentioned this pull request Dec 3, 2016
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2 participants