I am currently trying to use a PyMC3 model in an online learning setting. The data arrives in single instances and I need to update the model on the complete data in each iteration. Since the posterior distribution only changes slightly and I want to avoid having to wait for the tuning steps to com…

Reuse tuning for next sampling call

kiudee February 6, 2019, 8:15pm 6

Great ideas so far - will try the approach by junpenglao and see how much I have to retune.

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