Updated code in light of Luciano's comments

Author: AlexAndorra

pymc3/data.py

@@ -479,17 +479,7 @@ class Data:
     https://docs.pymc.io/notebooks/data_container.html
     """
 
-    def __new__(self, name, value, dtype=None):
-        if not dtype:
-            if hasattr(value, "dtype"):
-                # if no dtype given but available as attr of value, use that as dtype
-                dtype = value.dtype
-            elif isinstance(value, int):
-                dtype = int
-            else:
-                # otherwise, assume float
-                dtype = float
-
+    def __new__(self, name, value):
         # Add data container to the named variables of the model.
         try:
             model = pm.Model.get_context()
@@ -502,7 +492,7 @@ def __new__(self, name, value, dtype=None):
 
         # `pm.model.pandas_to_array` takes care of parameter `value` and
         # transforms it to something digestible for pymc3
-        shared_object = theano.shared(pm.model.pandas_to_array(value, dtype=dtype), name)
+        shared_object = theano.shared(pm.model.pandas_to_array(value), name)
 
         # To draw the node for this variable in the graphviz Digraph we need
         # its shape.

pymc3/model.py

@@ -1275,15 +1275,7 @@ def set_data(new_data, model=None):
 
     for variable_name, new_value in new_data.items():
         if isinstance(model[variable_name], SharedVariable):
-            if hasattr(new_value, "dtype"):
-                # if no dtype given but available as attr of value, use that as dtype
-                dtype = new_value.dtype
-            elif isinstance(new_value, int):
-                dtype = int
-            else:
-                # otherwise, assume float
-                dtype = float
-            model[variable_name].set_value(pandas_to_array(new_value, dtype=dtype))
+            model[variable_name].set_value(pandas_to_array(new_value))
         else:
             message = 'The variable `{}` must be defined as `pymc3.' \
                       'Data` inside the model to allow updating. The ' \
@@ -1490,7 +1482,7 @@ def init_value(self):
         return self.tag.test_value
 
 
-def pandas_to_array(data, dtype=float):
+def pandas_to_array(data):
     if hasattr(data, 'values'):  # pandas
         if data.isnull().any().any():  # missing values
             ret = np.ma.MaskedArray(data.values, data.isnull().values)
@@ -1510,12 +1502,7 @@ def pandas_to_array(data, dtype=float):
     else:
         ret = np.asarray(data)
 
-    if dtype in [int, np.int8, np.int16, np.int32, np.int64]:
-        return pm.intX(ret)
-    elif dtype in [float, np.float16,  np.float32, np.float64]:
-        return pm.floatX(ret)
-    else:
-        raise ValueError('Unsupported type for pandas_to_array: %s' % str(dtype))
+    return ret
 
 
 def as_tensor(data, name, model, distribution):

pymc3/tests/test_data_container.py

@@ -109,7 +109,7 @@ def test_shared_data_as_index(self):
         See https://github.com/pymc-devs/pymc3/issues/3813
         """
         with pm.Model() as model:
-            index = pm.Data("index", [2, 0, 1, 0, 2], dtype=int)
+            index = pm.Data("index", [2, 0, 1, 0, 2])
             y = pm.Data("y", [1.0, 2.0, 3.0, 2.0, 1.0])
             alpha = pm.Normal("alpha", 0, 1.5, shape=3)
             pm.Normal("obs", alpha[index], np.sqrt(1e-2), observed=y)