Saving ADVI results and reloading

Questions
6

You are right… seems the ordering mapping in logp_dlogp_function is not exactly the same as the one used in opvi.
Try this:

...
# save inference
bij = inference.approx.groups[0].bij
saveparam = {param.name: bij.rmap(param.eval())
	 for param in inference.approx.params}

# new model
model2 = construct_neural_network(
  X, Y, Yerr, neuronsPerHiddenlayer, ninputs, noutputs, ndata)
with model2:
  inference2 = pm.ADVI()

# load inference
bij2 = inference2.approx.groups[0].bij
inference2.approx.params[0].set_value(bij2.map(saveparam['mu']))
inference2.approx.params[1].set_value(bij2.map(saveparam['rho']))