ENH Add ADVI initializing for continuous models sampled using NUTS.

Author: twiecki

docs/source/notebooks/BEST.ipynb

@@ -292,8 +292,9 @@
   }
  ],
  "metadata": {
+  "anaconda-cloud": {},
   "kernelspec": {
-   "display_name": "Python 3",
+   "display_name": "Python [default]",
    "language": "python",
    "name": "python3"
   },
@@ -307,11 +308,7 @@
    "name": "python",
    "nbconvert_exporter": "python",
    "pygments_lexer": "ipython3",
-   "version": "3.5.1"
-  },
-  "widgets": {
-   "state": {},
-   "version": "1.1.2"
+   "version": "3.5.2"
   }
  },
  "nbformat": 4,

docs/source/notebooks/GLM-hierarchical.ipynb

@@ -703,6 +703,16 @@ def as_iterargs(data):
     else:
         return [data]
 
+
+def all_continuous(vars):
+    """Check that vars not include discrete variables, excepting ObservedRVs.
+    """
+    vars_ = [var for var in vars if not isinstance(var, pm.model.ObservedRV)]
+    if any([var.dtype in pm.discrete_types for var in vars_]):
+        return False
+    else:
+        return True
+
 # theano stuff
 theano.config.warn.sum_div_dimshuffle_bug = False
 theano.config.compute_test_value = 'raise'