If I want to fit an ADVI model with a large number of iterations is it possible to reduce the total fit time by fitting on two cores in parallel? I assume the answer is no but want to check.
Something like this:
with pm.Model() as model:
pm.Beta('beta', alpha=1, beta=1)
advi = pm.ADVI( **njobs=2** )
advi.fit(1000000)