Hi! I have a regression which I fit using advi (nuts sampling is extremely slow), and would like to try minibatches because the data size is ~10^5-10^6. With plain advi fitting it reaches reasonable convergence in several hours. The model looks like this: with pm.Model() as model: G0_amp = pm.…

Several minibatch parameters

aplavin June 25, 2018, 8:05pm 3

But if I don’t minibatch the data - how to apply the mask? mask_mb is basically 500x8x2 and data_r is like 30000x8x2.

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