Hi everyone, I’m currently working on a project involving variational inference, and as part of that, we’d like to compare a method against PyMC’s ADVI. Part of the challenge with ADVI is detecting convergence, and in PyMC, this is handled with a callback, as described in the Quickstart ( Variationa…

Hi, I’ve implemented the criterion long time ago. At the moment of writing, the motivation mostly came from deep learning perspective. I first considered loss as an metric to track for convergence, but signal to noise ratio was quite sensible. Then, I tried tracking parameters and found it’s easier …

Justification for ADVI convergence criterion?

Questions

Martin_Ingram November 7, 2021, 12:38am 3

Thank you very much Maxim!

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Justification for ADVI convergence criterion?

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