test with and without parallelization across cores

demonstrates issue pymc-devs#3555

Author: michaelosthege

pymc3/tests/test_step.py

@@ -915,7 +915,7 @@ def test_checks_population_size(self):
                 trace = sample(draws=100, chains=4, step=step)
         pass
 
-    def test_parallelized_chains_are_random(self):
+    def test_nonparallelized_chains_are_random(self):
         with Model() as model:
             x = Normal("x", 0, 1)
             for stepper in TestPopulationSamplers.steppers:
@@ -928,6 +928,19 @@ def test_parallelized_chains_are_random(self):
                 )
         pass
 
+    def test_parallelized_chains_are_random(self):
+        with Model() as model:
+            x = Normal("x", 0, 1)
+            for stepper in TestPopulationSamplers.steppers:
+                step = stepper()
+                trace = sample(chains=4, draws=20, tune=0, step=DEMetropolis(), parallelize=True)
+                samples = np.array(trace.get_values("x", combine=False))[:, 5]
+
+                assert len(set(samples)) == 4, "Parallelized {} " "chains are identical.".format(
+                    stepper
+                )
+        pass
+
 
 @pytest.mark.xfail(condition=(theano.config.floatX == "float32"), reason="Fails on float32")
 class TestNutsCheckTrace: