Make Approximation serializeable

* fix #2615

* better solution

* fix recursion error

Author: ferrine

pymc3/tests/test_variational_inference.py

@@ -142,6 +142,11 @@ def three_var_approx(three_var_model, three_var_groups):
     return approx
 
 
+@pytest.fixture
+def three_var_approx_single_group_mf(three_var_model):
+    return MeanField(model=three_var_model)
+
+
 def test_sample_simple(three_var_approx):
     trace = three_var_approx.sample(500)
     assert set(trace.varnames) == {'one', 'one_log__', 'three', 'two'}
@@ -701,6 +706,27 @@ def test_rowwise_approx(three_var_model, parametric_grouped_approxes):
             pytest.skip('Does not support rowwise grouping')
 
 
+def test_pickle_approx(three_var_approx):
+    import pickle
+    dump = pickle.dumps(three_var_approx)
+    new = pickle.loads(dump)
+    assert new.sample(1)
+
+
+def test_pickle_single_group(three_var_approx_single_group_mf):
+    import pickle
+    dump = pickle.dumps(three_var_approx_single_group_mf)
+    new = pickle.loads(dump)
+    assert new.sample(1)
+
+
+def test_pickle_approx_aevb(three_var_aevb_approx):
+    import pickle
+    dump = pickle.dumps(three_var_aevb_approx)
+    new = pickle.loads(dump)
+    assert new.sample(1000)
+
+
 @pytest.fixture('module')
 def binomial_model():
     n_samples = 100

pymc3/variational/approximations.py

@@ -539,6 +539,12 @@ def __init__(self, *args, **kwargs):
     def __getattr__(self, item):
         return getattr(self.groups[0], item)
 
+    def __getstate__(self):
+        return self.__dict__.copy()
+
+    def __setstate__(self, state):
+        self.__dict__.update(state)
+
 
 class MeanField(SingleGroupApproximation):
     __doc__ = """**Single Group Mean Field Approximation**

pymc3/variational/opvi.py

@@ -721,7 +721,7 @@ def group_for_short_name(cls, name):
                            .format(name, cls.__name_registry))
         return cls.__name_registry[name.lower()]
 
-    def __new__(cls, group, vfam=None, params=None, *args, **kwargs):
+    def __new__(cls, group=None, vfam=None, params=None, *args, **kwargs):
         if cls is Group:
             if vfam is not None and params is not None:
                 raise TypeError('Cannot call Group with both `vfam` and `params` provided')