Issues in first pymc3 program from the documentation

Questions
2

It has been renamed to cores - try trace = sample(1000, cores=2)

Unfortunately, multi-processing under Windows is pretty bugy (also it doesnt play well with GPU) - for now you should do cores=1

  1. You can do trace = pm.sample(1000, cores=1, init='advi+adapt_diag'), but the default jitter+adapt_diag is actually better and the recommended way to start

  2. Hmm that should work in general here as well - in my command prompt under Linux I dont even need to do plt.show()

  3. This message is related to ADVI, if you are not using ADVI init you wont see this message.

Overall, it seems we definitely need to update this outdated doc :sweat_smile:

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