I never find where to change the USB data mode on Android Lollypop (5.0.1, Samsung Galaxy S4):
There are no "menu dots" in my storage menu.
[SOLUTION]
I still haven't found a proper way
But when I connect it to my computer, sometimes (!) it shows a notification that allows me to choose between MTP and PTP mode:
Hmpf.Connected as a media device
Touch for other USB options