Model with conditional parameters causing mass matrix to contain zeros on diagonal

Questions
3

That sounds like a promising suggestion but i don’t think i am quite there yet - still getting a similar error. Possibly my implementation is off? See below:

import numpy as npy
import pymc3 as pm
from theano import tensor as tt
from theano import shared, scan
from theano.ifelse import ifelse

Hd = npy.array([629.52234607, 18969.57367046, 238960.91467992, 328497.85275376])
rows = npy.array([2, 9, 37, 81])
tend = 21
dt = 0.25
tSeq = npy.arange(0, tend+dt, dt)
H0 = tt.as_tensor_variable(npy.asarray(0., dtype='float64'))

def logistic(L, x0, t, k=200):
    return L/(1+tt.exp(-k*(t-x0)))

def HeatCurve(B, C, D, t2, Hult, tn):
    switch = logistic(1., t2, tn)
    Hn = 0.5*Hult*(1-tt.exp(-B*tn**C))+switch*0.5*Hult*(tn-t2)/(tn-t2+D)
    return Hn

def CalHeat(tn, Hn_, B, C, D, t2, Hult):
    Hn = HeatCurve(B, C, D, t2, Hult, tn)
    return Hn

""" Build model """
with pm.Model() as TempModel:
    BoundedNormal = pm.Bound(pm.Normal, lower=1e-6, upper=1e6)
    B = BoundedNormal('B', mu=0.01172, sd=0.001172, testval=0.01172)
    C = BoundedNormal('C', mu=1.6, sd=0.16, testval=1.6)
    D = pm.Normal('D', mu=6.2, sd=0.62, testval=6.2)
    t2 = pm.Normal('t2', mu=3.5, sd=0.35, testval=3.5)
    Hult = BoundedNormal('Hult', mu=338e3, sd=338e2, testval=338e3)

    (Hn, _) = scan(
        fn = CalHeat,
        sequences = shared(tSeq),
        outputs_info = H0,
        non_sequences = [B, C, D, t2, Hult])

    Hn_trim = Hn[rows]
    Hm = pm.Deterministic('Hm', Hn_trim)
    sigma = pm.HalfNormal('sigma', sd=1)#, shape=len(rows))
    H_obs = pm.Normal('H_obs', mu=Hm, sd=sigma, observed=Hd)

    trace = pm.sample()

Full output below

WARNING (theano.tensor.blas): Using NumPy C-API based implementation for BLAS functions.
Auto-assigning NUTS sampler...
Initializing NUTS using jitter+adapt_diag...
Sequential sampling (2 chains in 1 job)
NUTS: [sigma, Hult, t2, D, C, B]
 41%|██████████████████████████████████████████████████████████████                                                                                           | 406/1000 [00:08<00:11, 50.15it/s]
Traceback (most recent call last):
  File "Heat.py", line 56, in <module>
    trace = pm.sample()
  File "/home/nick/.local/lib/python3.6/site-packages/pymc3/sampling.py", line 469, in sample
    trace = _sample_many(**sample_args)
  File "/home/nick/.local/lib/python3.6/site-packages/pymc3/sampling.py", line 515, in _sample_many
    step=step, random_seed=random_seed[i], **kwargs)
  File "/home/nick/.local/lib/python3.6/site-packages/pymc3/sampling.py", line 559, in _sample
    for it, strace in enumerate(sampling):
  File "/home/nick/.local/lib/python3.6/site-packages/tqdm/_tqdm.py", line 931, in __iter__
    for obj in iterable:
  File "/home/nick/.local/lib/python3.6/site-packages/pymc3/sampling.py", line 655, in _iter_sample
    point, states = step.step(point)
  File "/home/nick/.local/lib/python3.6/site-packages/pymc3/step_methods/arraystep.py", line 247, in step
    apoint, stats = self.astep(array)
  File "/home/nick/.local/lib/python3.6/site-packages/pymc3/step_methods/hmc/base_hmc.py", line 115, in astep
    self.potential.raise_ok(self._logp_dlogp_func._ordering.vmap)
  File "/home/nick/.local/lib/python3.6/site-packages/pymc3/step_methods/hmc/quadpotential.py", line 201, in raise_ok
    raise ValueError('\n'.join(errmsg))
ValueError: Mass matrix contains zeros on the diagonal. 
The derivative of RV `t2`.ravel()[0] is zero.
The derivative of RV `D`.ravel()[0] is zero.

What do you think?
Cheers.