Better error message for empty models

Author: aseyboldt

pymc3/step_methods/arraystep.py

@@ -49,6 +49,9 @@ def __new__(cls, *args, **kwargs):
         # get the actual inputs from the vars
         vars = inputvars(vars)
 
+        if len(vars) == 0:
+            raise ValueError('No free random variables to sample.')
+
         if not blocked and len(vars) > 1:
             # In this case we create a separate sampler for each var
             # and append them to a CompoundStep

pymc3/theanof.py

@@ -212,6 +212,9 @@ def join_nonshared_inputs(xs, vars, shared, make_shared=False):
     tensors : list of same tensors but with inarray as input
     inarray : vector of inputs
     """
+    if not vars:
+        raise ValueError('Empty list of variables.')
+
     joined = tt.concatenate([var.ravel() for var in vars])
 
     if not make_shared:

pymc3/variational/advi.py

@@ -111,6 +111,9 @@ def advi(vars=None, start=None, model=None, n=5000, accurate_elbo=False,
         vars = model.vars
     vars = pm.inputvars(vars)
 
+    if len(vars) == 0:
+        raise ValueError('No free random variables to fit.')
+
     if not pm.model.all_continuous(vars):
         raise ValueError('Model can not include discrete RVs for ADVI.')