diff --git a/miplearn/features/sample.py b/miplearn/features/sample.py
index 0dd6005..65ddab5 100644
--- a/miplearn/features/sample.py
+++ b/miplearn/features/sample.py
@@ -249,6 +249,7 @@ class Hdf5Sample(Sample):
         self._assert_is_vector(value)
 
         for v in value:
+            # Convert strings to bytes
             if isinstance(v, str):
                 value = np.array(
                     [u if u is not None else b"" for u in value],
@@ -256,6 +257,11 @@ class Hdf5Sample(Sample):
                 )
                 break
 
+            # Convert all floating point numbers to half-precision
+            if isinstance(v, float):
+                value = np.array(value, dtype=np.dtype("f2"))
+                break
+
         self._put(key, value, compress=True)
 
     @overrides
@@ -269,6 +275,8 @@ class Hdf5Sample(Sample):
                 continue
             if isinstance(v[0], str):
                 data = np.array(padded, dtype="S")
+            elif isinstance(v[0], float):
+                data = np.array(padded, dtype=np.dtype("f2"))
             elif isinstance(v[0], bool):
                 data = np.array(padded, dtype=bool)
             else: