From 6ac2ecd71f13210adb1061775a1e03145e140834 Mon Sep 17 00:00:00 2001
From: Thomas Wiecki <thomas.wiecki@gmail.com>
Date: Mon, 27 Apr 2020 17:53:10 +0200
Subject: [PATCH] BUG Initialize adapt_full with a diagonal covariance matrix
 rather than ones.

---
 pymc3/sampling.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/pymc3/sampling.py b/pymc3/sampling.py
index 47b9b0d589..32c4c6accf 100644
--- a/pymc3/sampling.py
+++ b/pymc3/sampling.py
@@ -1999,7 +1999,7 @@ def init_nuts(
     elif init == "adapt_full":
         start = [model.test_point] * chains
         mean = np.mean([model.dict_to_array(vals) for vals in start], axis=0)
-        cov = np.ones((model.ndim, model.ndim))
+        cov = np.eye(model.ndim)
         potential = quadpotential.QuadPotentialFullAdapt(model.ndim, mean, cov, 10)
     else:
         raise ValueError("Unknown initializer: {}.".format(init))