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

You might also find this previous discussion helpful: Poor Accuracy of ADVI for Linear Regression

Topic		Replies	Views
Bayesian Neural Network unable to converge on simple model Questions	19	1818	March 4, 2022
Using ADVI's question Questions	5	536	December 3, 2018
Pymc3 bayesian neural network for continuous regression Questions	3	1887	July 21, 2018
ADVI result systematically different to NUTS Questions	2	615	January 29, 2020
What are the differences between NUTS and ADVI? Questions	3	1743	July 4, 2023