REF Make all_continuous() a general purpose function.

Author: twiecki

pymc3/model.py

@@ -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'

pymc3/variational/advi.py

@@ -110,7 +110,8 @@ def advi(vars=None, start=None, model=None, n=5000, accurate_elbo=False,
         vars = model.vars
     vars = pm.inputvars(vars)
 
-    check_discrete_rvs(vars)
+    if not pm.model.all_continuous(vars):
+        raise ValueError('Model should not include discrete RVs for ADVI.')
 
     n_mcsamples = 100 if accurate_elbo else 1