Hi, I’m trying to train a simple toy model with ADVI. The ELBO seems converged, but the prediction is wrong. The same model works with NUTS sampler, but not with ADVI. My code is here: ADVI PYMC3 · GitHub Thanks! #Toy model def build_toy_dataset(N=50, noise_std=0.2): x = np.linspace(-3, 3,…

BNN regression using ADVI

junpenglao May 10, 2019, 1:29pm 3

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