Fix bug that does not correctly set the dtype of determinsitic variab… (#6425)

* Fix bug that does not correctly set the dtype of determinsitic variable after automatic imputation
* Change `at.zeros` to `at.empty` when creating combined observed/missing vector

Co-authored-by: Ricardo Vieira <[email protected]>

Author: jessegrabowski

pymc/model.py

@@ -1456,7 +1456,7 @@ def make_obs_var(
 
             # Create deterministic that combines observed and missing
             # Note: This can widely increase memory consumption during sampling for large datasets
-            rv_var = at.zeros(data.shape)
+            rv_var = at.empty(data.shape, dtype=observed_rv_var.type.dtype)
             rv_var = at.set_subtensor(rv_var[mask.nonzero()], missing_rv_var)
             rv_var = at.set_subtensor(rv_var[antimask_idx], observed_rv_var)
             rv_var = Deterministic(name, rv_var, self, dims)

pymc/tests/test_model.py

@@ -356,6 +356,9 @@ def test_missing_data(self):
 
         assert m["x2_missing"].type == gf._extra_vars_shared["x2_missing"].type
 
+        # The dtype of the merged observed/missing deterministic should match the RV dtype
+        assert m.deterministics[0].type.dtype == x2.type.dtype
+
         pnt = m.initial_point(random_seed=None).copy()
         del pnt["x2_missing"]