Fix failing LinRegHMM test #378
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Changes: - Replace `jnp.ones` input with `jr.normal`. - Reduce size of hidden state to 3. - Remove unused `datetime` import and commented lines. Fundamentally the problem is that the solve step can be unstable. This does not resolve that but instead chooses a set up which is less vulnerable to the instability.
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Summary
This PR changes the parameters of the
LinearRegressionHMMtest to prevent it failing.Details
At present the
LinearRegressionHMMtest_sample_and_fittest is failing. Themonotonically_increasingassertion is failing as the log likelihoods quickly becomejnp.nan.I think this is fundamentally a question of the stability of the linear solve. I have made some changes to the inputs which are hopefully more robust to solving.
Changes:
jnp.onesinput withjr.normal.There are likely more principled ways of choosing a more robust test case but in the interest of getting the test to pass I think it is helpful to make a simple change quickly.
Additional changes:
datetimeimport and commented lines.