
I would like to use multiple chains for ADVI. So far, i could not find a single documentation on how to sample multiple chains in ADVI?

If multiple chains are not possible, i would like to append each run of pm.variational.approximations.sample_approx (…) such that i get a final trace of type
“<MultiTrace: ‘n’ chains, ‘x’ iterations, ‘m’ variables>”
from appending ‘n’ samples of
“<MultiTrace: ‘1’ chains, ‘x’ iterations, ‘m’ variables>”
How to append ?