Hi, I am trying to use ADVI to train a model on the GPU. I then want to use the fit results and generate the trace on the CPU for memory reasons. I have followed How to save fitted ADVI Result? which doesn’t appear to work. with model: approx=pm.ADVI() approx.fit() saveparam = [(param.name…

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 = constr…

Saving ADVI results and reloading

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simpleton April 15, 2018, 10:41am 7

Great. This seems to work. Thanks for your help.

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Saving ADVI results and reloading

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