I guess what I’m a bit confused about is that compared to the code on the SGD examples page (ref: In [11] - [14]) my minibatch generator and consequent usage of it isn’t too dissimilar (if at all) from what’s written there.
https://docs.pymc.io/notebooks/constant_stochastic_gradient.html
In these examples, the minibatches aren’t used in the model specification, but rather in the definition of the step method. The only thing that I can think of is that X_tt and y_tt (ref: my code) are only used in the model specification to define the size of ‘X’ and ‘y’, and then are replaced by the minibatches in the approximation/sampling?