Fix potential type conflict in observedRV (#3067)

* fix potential type conflict in observedRV

For the discussion see https://discourse.pymc.io/t/shapes-of-shared-variables/1434/

* better type checking

* fix test float32

Author: Junpeng Lao

pymc3/model.py

@@ -1293,6 +1293,10 @@ def __init__(self, type=None, owner=None, index=None, name=None, data=None,
             needed for upscaling logp
         """
         from .distributions import TensorType
+
+        if hasattr(data, 'type') and isinstance(data.type, tt.TensorType):
+            type = data.type
+
         if type is None:
             data = pandas_to_array(data)
             type = TensorType(distribution.dtype, data.shape)

pymc3/tests/test_model.py

@@ -130,6 +130,16 @@ def test_observed_rv_fail(self):
                 x = Normal('x')
                 Normal('n', observed=x)
 
+    def test_observed_type(self):
+        X_ = np.random.randn(100, 5)
+        X = pm.floatX(theano.shared(X_))
+        with pm.Model():
+            x1 = pm.Normal('x1', observed=X_)
+            x2 = pm.Normal('x2', observed=X)
+
+        assert x1.type == X.type
+        assert x2.type == X.type
+
 
 class TestTheanoConfig(object):
     def test_set_testval_raise(self):