Looking over the variational api docs , there’s an example of a custom function being used to stop an advi fitting procedure if too little iterations/sec are being made (the model is going too slowly). def stop_after_10(approx, loss_history, i): if (i > 0) and (i % 10) == 0: raise StopIt…

Is there a way to halt a model if it is taking too long?

junpenglao June 2, 2019, 8:13am 2

Unfortunately there is no way to do it for pm.sample() - contribution welcome

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