Discrepancy in stochastic volatility example?

In the stochastic volatility example of Getting Started, the model has sigma ~ exp(50).

In cell 16, however:

sigma = pm.Exponential("sigma", 2.0, testval=0.1)

the 50 seems to have changed to 2.0. The pymc3 paper has lambda ~ 1/0.02 = 50. Is this an error in the Getting Started guide?

I think it is changed at some point because Exp(50) is a pretty bad prior that leads to problem during inference

The inconsistency is confusing, so the model specification should be changed. I spent a bit of time searching for alternative parameterizations of the exponential distribution to the one I know.