Poor Accuracy of ADVI for Linear Regression

[junpenglao]

@Nadheesh

But can’t we have a more clean way of accessing the training time (including MCMC and SVGD etc), because that will be very helpful for those who want to experiment on various Bayesian inference techniques that is supported by PyMC3.

It is certainly possible. I think if we implemented the new logging system project wise (Apply new logging system from #2677 project-wise by junpenglao · Pull Request #2778 · pymc-devs/pymc · GitHub), we can potentially dump this information into the log.